Dear Martin thanks for the clarification.
Regarding EUR. It is not like the invalid comes up from time-to-time. It comes after a few seconds and then it stays continuously. Thus, all data is regarded invalid. Klaus On 4 Aug., 10:38, Martin Koistinen <[email protected]> wrote: > Hi Klaus, > > It is well known that IB's paper trading platform is insufficient for > testing. This is precisely why there is a "Forward Test" option. This > allows you to safely test your strategies (and collect data) via your real > IB account. During "Forward Testing" JBT will not place any real trades on > IB, but it will act is though it had. If you get a few minutes, I recommend > reading the User Guide > <http://docs.google.com/View?id=dfzgvqp4_10gb63b8hg>-- it isn't > perfect yet, but it does cover that topic in more detail. > > Regarding the EUR testing. JBT is probably telling the truth about the > 'invalid' data, but please bear in mind that with 10-level market depth > data, nearly all symbols will report this from time-to-time most especially > if it is out of RTH (Regular Trading Hours). Although your currency pair > (?), in theory trades 24 hours per day, the market depth book will still be > incomplete except possibly during the most liquid hours. > > I get 'invalid' on the YM's (Mini Dow Futures) even during RTH, but this > isn't JBT's issue, but rather a liquidity issue spread across a 10-level > deep market depth book. This doesn't mean that the YM is untradable with > JBT, it just means that the market depth book wasn't complete at that > second. > > There's been talk about adding some preferences to control how JBT reacts to > various circumstances, perhaps they will come soon. > > Happy trading! > > > > On Tue, Aug 4, 2009 at 9:01 AM, Klaus <[email protected]> wrote: > > > Hi, > > > I just downloaded the new release: > > > I have the following problem(s) > > - when trying it out with the simulated trading account instead of a > > real account, > > I sometimes get "invalid" data. This hardly occurs with the real > > trading account > > (Some brief fluctuations of invalid sometimes) > > From my understanding this implies that it is not possible to > > "forward test" a strategy except if > > I am really trading it? > > > - perhaps even more severe: I introduced a dummy strategy to trade EUR > > (it was more about testing > > whether the framework works than about a real strategy. > > Independent of simulated or real trading, within seconds I get > > "invalid" and it stays this way. > > > Perhaps the analysis for "valid" data is too rigid for some > > instruments? > > > Klaus > > > On 29 Jul., 00:32, nonlinear5 <[email protected]> wrote: > > > Latest release download: > >http://jbooktrader.googlecode.com/files/JBookTrader-7.02.zip > > > Release Notes:http://code.google.com/p/jbooktrader/wiki/ReleaseNotes > > > User Manual:http://docs.google.com/View?id=dfzgvqp4_10gb63b8hg > > > Sample market data (based on the 10-level depth): > >http://jbooktrader.googlecode.com/files/ES-sample.zip > > > > There are substantial changes in this release: > > > > 1. Market depth validation is stricter and more consistent. > > > Specifically, market depth > > > would be considered valid if and only if all four of the following > > > conditions are true: > > > a. The number of bid levels equals the number of ask levels and is non- > > > zero > > > b. The bid price of level N is smaller than the bid price of level N-1 > > > for all levels > > > c. The ask price of level N is greater than the ask price of level N-1 > > > for all levels > > > d. The best bid price (at level 0) is smaller than the best ask price > > > (at level 0) > > > If market depth is detected as invalid, the last known valid balance > > > would be used to update the indicators. If market depth stays invalid > > > for more than 60 seconds, the corresponding message will appear in the > > > event report. > > > > 2. Fixed the methodology of dividing the parameter space in the > > > "divide and conquer" optimizer. It was not working as intended. The > > > D&C optimizer is now more focused. > > > > 3. Added the "divide and conquer coverage" preference, which controls > > > the density of the search. > > > The denser the coverage, the slower optimization is, but also more > > > likely to find the top regions > > > in the search space. This option is useful when working with the data > > > sets of varying sizes > > > and running optimizations on machine with varying CPU power. On fast > > > machines and with small data sets, the "coverage" preference may be > > > set to "dense", while on slow machines and with large data sets, it > > > may be set to "sparse". > > > > 4. Added the "brute force strategies per processor" preference. This > > > does not affect the results, but it may make optimizer run faster. > > > > 5. Both BF and D&C optimizers are faster > > > > 6. Web console more dynamic, all information is refreshed every 5 > > > seconds > > > > 7. A range of dates can be specified for both back testing and > > > optimization > > > > 8. Fixed the scroll bar and zooming issues in performance chart > > > > 9. Added "user manual" and "release notes" to main menu. The user > > > manual is no longer distributed in the /docs directory, but is > > > reachable online from the JBT "Help" menu. > > > > 10. Better substance L&F (frame decorators and status bar changed) > > > > 11. User manual is updated to reflect the recent changes > > > > Many thanks again to Martin for the numerous contributions to this > > > release. > > > > As always, I am asking everyone to test a lot and test with prejudice. > > > That is, even if you only suspect something may not be right, please > > > do not hesitate to mention it. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
