But.. maybe it should close positions on last data line in the day... as well otherwise... holes in the data can skew optimization badly...
On Jul 23, 10:02 pm, JBTrader <[email protected]> wrote: > 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 -~----------~----~----~----~------~----~------~--~---
