> as far as understood historic data is saved for each second, while 'on- > tick' for book can be 10 ticks per second. thus parameters determined > during backtesting can for 1 sec timescale, while in forward and real > run it can be much faster, thus making tick counts 10x differing > between the modes. >
That's not quite right. The limit book does change several times per second, but JBT always aggregates these changes into 1-second snapshots, and acts on these snapshots. That is true for all modes, including back testing, forward testing, and trading. If you run JBT in the forward test mode, and then backtest using the recorded data, the strategy results will be identical. If you run the the real trading mode, and then backtest the recorded data, the results will be nearly identical, depending on slippage. -- 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.
