> My bad. I wasn't clear enough. I was refering to > > positionsHistory.add(new Position(openOrder.getDate(), position, > avgFillPrice)); > > in PositionManager class > > which is bypased for all other modes but backtesting > > > Optimizer can run millions of strategies. If it saved the position history for each of these strategies, it would be a lot of wasted space and CPU cycles.
Position history is saved with the only purpose to show it on the strategy performance chart, which is only available after running a back test. Note that forward test modes and optimizer modes are results-compatible with the backtest. That is, if you run JBT in forward test, and then run the backtest on the recorded data, the results will be identical. Same thing with the optimizer. So, in effect, you are not losing any position history information. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
