How change number 1 affects recorder data files? Are they still applicable?
On Aug 25, 12:47 am, nonlinear5 <[email protected]> wrote: > Latest release > download:http://jbooktrader.googlecode.com/files/JBookTrader-7.03.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. The 1-second market depth representation changed. Up until this > release, it was the midpoint between the minimum and the maximum depth > balances in the last second, rounded to the integer value. Starting > from this release, it is a very short period exponential moving > average of depth balance, roughly equivalent to 1-second EMA of depth > balances, rounded to two places after the decimal point. > Reference:http://groups.google.com/group/jbooktrader/browse_thread/thread/a61be... > > 2. JBT is now driven by an NTP clock, which is essentially a very high > precision atomic clock. This significantly improves the multi-user > consistency issues which we experienced before. Note that JBT does not > synchronize your PC clock, but merely uses the atomic clock to time > taking 1-second market snapshots. > Reference:http://groups.google.com/group/jbooktrader/browse_thread/thread/a61be... > > 3. Added about 15 new indicators (thanks, Martin) > > 4. Restructured Collective2 code. There are no logic changes to C2, > only structural changes. > > 5. Fixed some "refresh" issues in web admin console ((thanks, Martin) > > 6. Both "Brute Force" and "Divide and Conquer" optimizers are faster. > CPU utilization should be near 100% during optimization. > > 7. Fixed a concurrency issue in optimization map which resulted in an > exception being thrown when optimization map is viewed while optimizer > is still running. > > 8. Fixed an order processing issue which caused the "Order would cross > related resting order" message and order cancellation under certain > circumstances when multiple strategies submitted multiple orders at > about the same time. > Reference:http://groups.google.com/group/jbooktrader/browse_thread/thread/d0d4f... > This may also fix a related > issue:http://code.google.com/p/jbooktrader/issues/detail?id=19 > > 9. Fixed a bug which caused different instruments to use the same bid/ > ask spread in the "forward test" mode. Reported by Martin. > > 10. Added sample strategies. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
