OK. Thanks for clarifying that Eugene. Also, I'm thinking of modifying JBT to support running multiple strategies at the time... have you ever thought about this? I will appreciate you thoughts about this as I'm not yet very confortable with your system architecture...
Is it possible in the first place? Thanks On Aug 6, 2:04 am, Eugene Kononov <[email protected]> wrote: > > 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 -~----------~----~----~----~------~----~------~--~---
