Ok folks, all my changes are in SVN. In addition to using a new type of average to represent the 1-second depth balances, I've also introduced an NTP timer. Basically, this means that Strategy runner is now driven by atomic clock, which should put us all on the same page. This should also make it much easier to compare our data files in case of discrepancies. You don't have to run any external time sync software.
Before I roll this stuff into next release, I'd like to run a multi-user test on Monday. If you'd like to participate, please follow these steps: 1. Sync your code with SVN. Don't forget to grab a new jar from the /lib directory (commons-net-2.0.jar), and to update your JBT startup script. 2. On Monday, Aug 24, start JBT any time before 8am EDT, and run strategy Test (it's also in SVN) in the "forward test" mode. As a reminder, no actual trade orders would be transmitted in the "forward test", and you should use a real (not simulated) IB account. The parameters for Test are set to make a significant enough number of trades (I estimate it would be around 10), so that our differences, if any, would be amplified. I am not concerned with profitability for this test, only with consistency between multiple users. 3. Any time after 15:25 EDT, please report your results (number of trades and net profit). We need as many people as we can get for this test, so please participate. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
