Eugene, Any thoughts on how the 10 level book may effect strategy params? Since we won't have much if any backtest data that was derived from 10 level book recording, we can't optimize to it.
nonlinear5 wrote: > Latest release download: > http://jbooktrader.googlecode.com/files/JBookTrader-6.08.zip > Release Notes: http://code.google.com/p/jbooktrader/wiki/ReleaseNotes > Historical data (requires a password): > http://jbooktrader.googlecode.com/files/ES-Jan2007toNov2008.zip > Historical data (free sample): > http://jbooktrader.googlecode.com/files/ES-January2009.zip > > Changes in this release: > > -- Upgraded third party libraries: ibapi from 9.51 to 9.6, jcommon > from 1.0.14 to 1.0.15, and jfreechart from 1.0.11 to 1.0.12 > > -- Better handling of disconnect/reconnect events, order placement, > and executions. In the previous releases, under certain (rare) > circumstances, it was possible to get a "stuck" order, if it was > placed after the disconnection. This latest release uses a new IB API > which provides means to gracefully handle these situations. > > -- Market depth detected and processed up to level 10. You don't need > to make any changes to your code, except possibly change the strategy > parameters. > > -- Fixed a problem in the "do not log/report/send duplicate messages" > logic > > > Since this release uses a new IB API, testing is recommended if you > are trading live. As a reminder, the strategies themselves are best > tested using a real account and the "forward test" mode. In this mode, > real market data is used, but trades are simulated. To test order > placement, trade execution, connectivity events, and all other aspects > of live trading, use a simulated (paper trading) account and run the > strategies in the "trade mode". > > On the last note, JBT has approached maturity. The bugs have been > shaken out, the releases are less frequent, and the code changes are > less and less dramatic. This is all good news, as we seem to be > settling on the stable and well tested platform. Please keep up your > testing efforts and do not hesitate to report problems, even if you > only suspect there are any. It's better to report too much than too > little. Thanks again to everyone for participating in this project. > > > > --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
