Latest release download: http://jbooktrader.googlecode.com/files/JBookTrader-6.03.zip Release Notes: http://code.google.com/p/jbooktrader/wiki/ReleaseNotes Historical data: http://jbooktrader.googlecode.com/files/ES-Jan2007toNov2008.zip
Changes in this release: -- We have a lot more historical data now. After purchasing the additional CME data, we have a high quality market depth data for ES from January 2007 to date. That is about 12 million lines (1-second snapshots) in the data file. As I mentioned before, the CME data is expensive, and the total cost for this data set is $4800, paid with the project funds. To ensure that we have funds to buy more data in the future, I password-protected this data file. You can have access to it if you contributed $400 or more to the project. -- Better support for backtesting and optimization of large data files. -- Improved the indicator framework. -- Bid/ask spread is set by the strategy, instead of setting it in the historical data file -- Removed manual saving of market depth data -- Revised market book implementation -- Added sample strategies. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
