> 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. >
It's difficult to compare the two datasets, as there are millions of data points. However, I did compare them indirectly by running a backtest against the two different datasets over the same period. The results were similar, but there are significant discrepancies, too. I am investigating them. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
