Thanks for clarifying, Klaus.  What JBT does internally is if the current
snapshot is deemed invalid, it records the previous, valid snapshot.  So, if
you have a LOT of invalid snapshots, your data (for recording or trading) is
going to have many periods of the same values.

Incidentally, looking through my EventReport from yesterday, I had 3
ES-invalids during the trading schedule and this was a good day.  During the
same period, I had 47 invalid records for YM and only 1 for EUR/USD (FX
Pair, not FUT), surprisingly.  Those are the only 3 I've been trying to
record -- and even these are full of holes.

Best,
- Martin




On Tue, Aug 4, 2009 at 11:53 AM, Klaus <[email protected]>wrote:

>
> Dear Martin,
>
> thanks for the exhaustive answer. It should me I was making some
> assumptions
> and unclear description that led to a misunderstanding.
>
> I was talking about the EUR FUTURE all along.
> The corresponding line is:
>       Contract contract = ContractFactory.makeFutureContract("EUR",
> "GLOBEX");
>
> I suppose this then leads to the contract named ESU9 (in IB terms).
> It is this contract, which gives me invalid data all the way.
> It could simply mean, that there is not enough depth (at least it
> looks like this).
>
> But the other misunderstanding I had personly was that I assumed that
> jbooktrader
> flagging the data as invalid, would mean, I cannot trade it with it.
> If I understood you right, this is not the case.
>
> So, thanks a lot for the information and clarification.
>
> Klaus
>
>
>
> On 4 Aug., 12:38, Martin Koistinen <[email protected]> wrote:
> > Klaus,
> >
> > I've been collecting EUR/USD data for sometime now and, like you, I've
> found
> > that there are too many gaps and invalids.  Of course, this isn't JBT's
> > fault.  Because FX doesn't clear at a single exchange, unlike a future
> like
> > ES or YM, I suspect that the market depth info in IB is simply IB's view
> of
> > this pair -- not the entire market's, but I could be very wrong here.
> >
> > Nonlinear had previously suggested trading Forex Futures in the past as
> an
> > alternative to trading FX pairs.  Would this be suitable for you?  I'd
> > probably feel uncomfortable trading FX pairs based on market depth on any
> > platform if the books aren't complete.
> >
> > On Tue, Aug 4, 2009 at 10:50 AM, Klaus <[email protected]
> >wrote:
> >
> >
> >
> >
> >
> > > 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.
> > > >

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