EventReport.htm is the JBT log file. You can find it in the reports folder. It may contain some important info so take a look at it, and if you can't figure out what's wrong, post it here so more people can help.
On Apr 3, 4:13 pm, Klaus <[email protected]> wrote: > 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.
