Perhaps, but unfortunately, your branch doesn't work with 10-levels
deep Market Depth yet. :(

On 24 July, 16:41, Florent Guiliani <[email protected]> wrote:
> On Thu, Jul 23, 2009 at 11:45 PM, JBTrader <[email protected]> wrote:
>
> > But.. maybe it should close positions on last data line in the day...
> > as well
> > otherwise... holes in the data can skew optimization badly...
>
> This is what is doing my branch
>
> --
> Florent,
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