> > However, I found another problem when using the testdata for further > work: > it has multiple lines with the same time, sometimes even the time > jumps backwards 2-3 seconds and then starts again. > > This is flagged by the parser as a problem and backtesting / > optimization is aborted. > > I think, I know where the problem is coming from: I collect the data > in a VM on a server (using Windows on VMWare Server). > Then there is time synchronization between the VM and the host, I > supppose this causes this (I even get time differences > in spite of this synchronization). > So, what I did was to deactivate the parser-check. Now backtesting and > optimization works, but two questions arise. > - Is there a way to avoid the time jumps in the first place (without > the clock going arbitrarily out of step) in a VMWare setup. > - Is my workaround in any way problematic? (My assumption is that > despite the jumps, the various lines are still roughly 1sec > apart, thus any method I derive from this data will still work in > real forward mode..) >
Although JBT uses an extremely precise NTP clock (the accuracy is in the order of 3 milliseconds), it's important to know that JBT does not change your system time. Instead, it merely compares your system time with the NTP time and paces out it's recording beat so that it's done exactly on the start of a new second. Effectively, this allows for consistency when running the tests. For example, if two users ran the same JBT strategy, and their clocks were out of sync, they would have different trading results, because the snapshot of the market would be taken at slightly different times. With the NTP adjustments, the same two users would have the same results. If your system clock is being adjusted by some time sync software, this may indeed interfere with the normal pace of recording. My recommendation is to either turn time sync off, or schedule the time sync once a day, before the markets open. -- 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.
