Ditto. Correct me if I'm wrong but with raw recording it stands to reason that we never have to loose or throw away raw recordings because of changes in market depth calculation. However, I know wouldn't be the case for 10 level depth changes implemented by IB.
Quentin Bossard wrote: > +1 > > On Wed, Aug 26, 2009 at 8:31 AM, JBTrader <[email protected] > <mailto:[email protected]>> wrote: > > > I think that at this stage we need to merge raw data recorder from Fg > branch? It makes a lot sense.... What do you think? > > On Aug 26, 4:17 am, nonlinear5 <[email protected] > <mailto:[email protected]>> wrote: > > > How change number 1 affects recorder data files? Are they still > > > applicable? > > > > While I expect the new balance representation to be very close > to the > > old balance representation, the effects of this change on the > > performance of the strategies are unknown at this point. If you use > > JBT for live trading, I strongly recommend collecting enough new > data > > and re-optimizing the 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 -~----------~----~----~----~------~----~------~--~---
