Eugene As we have CME and IB data covering the same time period, do you observe significant difference in backtest results between the two datasets? Thanks.
On 11月18日, 下午6时05分, nonlinear5 <[EMAIL PROTECTED]> wrote: > 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 -~----------~----~----~----~------~----~------~--~---
