I have to admit that I modified JBookTrader in such a way that it now accepts also OHLC data from JSystemTrader and other sources. I have done this because I liked the many small improvements of JBookTrader over JSystemTrader but still wanted to have OHLC data. Basically I have extended the 'MarketSnapshot.java' object by open, high and low fields. The rest were program changes in 'BacktestFileReader.java', and consequently small changes in 'Bar.java' and 'PerformanceChartData.java'. I can't imagine that this has such an impact but of course it is possible. JBookTrader is tolerant to missing data (gaps of minutes or even hours) and therefore accepts 5min data, for instance. That means it accepts JSystemTrader generated 5min data and performs the optimization and backtests flawlessly with my modifications, except for the memory problem.
1) Vista 64bit 2) 7.04 3) As I have reported I'm using 20'000 5min bars which correspond to about a day of 1sec data. 4) Program argument: C:\Users\Alexander\workspace\ALRTSb (project location using Eclipse 3.4.2). VM argument: -Xmx7G I'm sorry that I have not mentioned this program modification in my earlier post and I understand when you cannot spend more time on this matter. Anyway are you interested in these modifications when the memory problem once is resolved? -- 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.
