On Thu, Jul 23, 2009 at 10:46 PM, Eugene Kononov <[email protected]>wrote:
> On Jul 23, 9:06 pm, JBTrader <[email protected]> wrote: > >> > As yo can see, on 22nd JBT ended session in position (-6) and it >> > started 23rd with closing previous position... (0) >> > >> > I'm wondering what might be the reason for this... or it is not a bug >> > at all !? >> > >> > > > This is most likely because your trading schedule stretches beyond the last > recorded data point for the day. For example, if your trading schedule is > 9:30 to 16:00, but the last recorded line was at 15:55, the strategy in > backtest didn't "have a chance" to close the position at 16:00. > > This is not a bug, but there is a potential to improve it. > If I remember correctly I've put a fix for that too in the FG branch. -- Florent, --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
