Latest release download: http://jbooktrader.googlecode.com/files/JBookTrader-7.08.zip Release Notes: http://code.google.com/p/jbooktrader/wiki/ReleaseNotes User Manual: http://docs.google.com/View?id=dfzgvqp4_10gb63b8hg Historical market data sample: http://jbooktrader.googlecode.com/files/ES-GLOBEX.zip Historical market data (password-protected): http://jbooktrader.googlecode.com/files/ES-June2009-Oct2010.7z
Changes in this release: 1. Fixed the issue of leaving open positions overnight in backtesting/ optimizing. This would happen if the trading interval extended beyond the time frame in which the data was recorded for this day. For example, trading interval is 10:00 to 15:00. For a given day, the last data point recorded was at 14:45. When backtesting/optimizing, JBT would not close an open position. Starting from this release, the position would be closed at 14:45 (i.e., the last recorded snapshot of the day). 2. Fixed the US futures commissions (from $2.4 to $2). 3. With certain instruments, such as Forex cash, market data would not resume after the current trading session closed and the next session began. Additionally, if market depth didn't change from one second to the next, JBT would not record the unchanged samples. Both issues have been fixed. 4. The divide-and-conquer optimizer estimates the optimization time more accurately. 5. Simplified and improved the web interface. As always, thanks for testing and please do not hesitate to post any issues. -- 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.
