Hi, I am not sure what you mean with event report - as the problem is that there is no further reaction.
So here I post an excerpt from the market data file.. 33010,165944,42.86,1.34135 033010,165945,42.86,1.34135 033010,165946,42.96,1.34135 033010,165947,43.87,1.34135 033010,165948,43.98,1.34135 033010,165949,32.89,1.3414 033010,165950,30.11,1.3414 033010,165951,34.56,1.3414 033010,165952,35.57,1.3414 033010,165953,28.24,1.34145 033010,165954,33.33,1.34145 033010,165955,33.33,1.34145 033010,165956,33.33,1.34145 033010,165957,39.76,1.3414 033010,165958,39.52,1.3414 033010,165959,42.71,1.3414 033010,170000,42.75,1.3414 033010,170001,44.83,1.3414 033010,170002,44.83,1.3414 033010,170003,44.83,1.3414 033010,170004,44.83,1.3414 033010,170005,6.31,1.3416 033010,170006,6.31,1.3416 033010,170007,6.31,1.3416 033010,170008,6.31,1.3416 033010,170009,6.31,1.3416 033010,170010,6.31,1.3416 033010,170011,6.31,1.3416 033010,170012,6.31,1.3416 033010,170013,6.31,1.3416 .. and the following lines go on like that until I interrupt it while the data in TWS changes. Also at the same time there are no further updates to EUR data in the interface. On the other hand ES data updates and is still correctly written in parallel. As far as I can see always ES remains intact while EUR stalls at some point. Cheers Klaus On 3 Apr., 17:44, ecthx <[email protected]> wrote: > 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 -- 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.
