Thanks Florent
On Jul 23, 9:53 pm, Florent Guiliani <[email protected]> wrote:
> 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
-~----------~----~----~----~------~----~------~--~---
