Latest release download: http://jbooktrader.googlecode.com/files/JBookTrader-6.10.zip Release Notes: http://code.google.com/p/jbooktrader/wiki/ReleaseNotes
There are significant changes in this release, please review carefully: -- Fixed validation for the 10-level deep book. The 5-level book always had 5 levels and the validation required equal number of bid and ask levels. The 10-level book sometimes has an unequal number of bid and ask levels and the equality rule is no longer enforced. -- Upgraded to IB API v9.62. This will hopefully fix the problem of the API sometimes throwing an exception when placing the very first trade when running JBT in the trade mode. --- Added cumulative bid and cumulative size columns to main table for more direct monitoring --- Updated sample strategies. The dynamics of the 10-level book are different from that of the 5-level book, so the parameters of the strategies need to change. Additionally, the previously recorded market data based on the 5-deep book should not be used for any backtesting and/or optimization if the 10-deep book will be used for forward testing and trading. -- Minor refactoring in several classes. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
