Latest release download: http://jbooktrader.googlecode.com/files/JBookTrader-7.09.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 NTP clock timeouts and shifts. The was a bug resulting into multiple instances of NTP clock. 2. Added the "Average Duration" performance metric. This is the average number of minutes per open trade. Example: strategy made 2 trades. Trade 1: short at 10:00 and flat at 11:00. Trade 2: long at 12:00 and flat at 14:00. The average duration will be reported as 90 (minutes). This is a useful metric for evaluation of what's called "time in market". Let's say you have strategy A and B, and all the performance results are identical. The only difference is that strategy A was in the market only half the time, compared to strategy B. You would then probably chose strategy A. 3. Refactored several classes. -- 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.
