Post your event report On Apr 3, 7:48 am, Klaus <[email protected]> wrote: > Hi, > > I do currently use JBookTrader to acquire data for two symbols: EUR > Future and ES Future. > The ES future support is built in the distribution. EUR I added to it. > > At this point I did not yet care about any trading approach, I did > only focus on acquiring data as a basis for tuning the system. As EUR- > Data is not available otherwise, I am particularly interested in this. > However, what I noticed was this: > - I start a system for EUR and one for ES in forward testing mode in > order to do data acquisition. > - At some point I typically notice that the jbooktrader is getting > stuck with the EUR acquisition > while still acquiring new ES data. That means despite changing > prices in IB the data in jbooktrader for EUR > do no longer change, and from thereon jbooktrader repeats the same > line over and over in the data > file. > > - Typically this happens after several hours, but within one day > (i.e., most one day sets of data are faulty). > > BTW, I am runing TWS under IBController (using IB 901) and the most > recent download from the jbooktrader-website. > > ---- here is how I implemented the data acquisition for EUR --- > > I derived StrategyEUR from StrategyES (i.e., copy and adapt). Main > adaptation is: > protected StrategyEUR(StrategyParams optimizationParams) throws > JBookTraderException { > super(optimizationParams); > // Specify the contract to trade > Contract contract = ContractFactory.makeFutureContract("EUR", > "GLOBEX"); > // Define trading schedule > TradingSchedule tradingSchedule = new TradingSchedule("9:55", > "15:25", "America/New_York"); > // Not sure about the correct schedule > int multiplier = 125000;// contract multiplier > double bidAskSpread = 0.0001; // prevalent spread between best > bid and best ask > Commission commission = > CommissionFactory.getBundledNorthAmericaFutureCommission(); > setStrategy(contract, tradingSchedule, multiplier, commission, > bidAskSpread); > } > > I copied Defender2 and made a DefenderEUR class based on StrategyEUR > > When running, I run Defender2 and DefenderEUR. > > --------------------------------------------- > > Any comments and support would be greatly appreciated. > > Best Regards > Klaus
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