>I noticed that your c2 trading has various position size for different >signal, some of them get rather big like 61. Am I reading it wrong?
That is correct. JBT supports position sizing in a natural way, so it's easy to code strategies that use scaling in and out. However, C2 reports positions somewhat misleadingly. For example, I short 20, then buy to close 10, then short 10 more, and finally buy back 20. Notice that at no point in time my position was more than 20 contracts, but C2 will report it as "30 sell to open, 30 buy to close". So, those 61 contracts did not represent an open position of 61 contracts, but rather a total quantity bought and sold. >is CME data available for the latest JBT format? The CME data comes on DVDs and contains raw data. I then convert it to JBT format using CMEDataConverter.java (included with JBT), and that's the data set that I publish on the project page. > Also, are you going to put c2 fix on your next release. Yes, the source code that I publish is exactly the same source code that I use, except for the strategies themselves which are not included. --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [EMAIL PROTECTED] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
