understood and clear - thank you. On Aug 29, 10:44 pm, nonlinear5 <[email protected]> wrote: > > 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.
