Latest release download: http://jbooktrader.googlecode.com/files/JBookTrader-7.10.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 (very large set, password-protected): http://jbooktrader.googlecode.com/files/ES-June2009-Oct2010.7z
Changes in this release: 1. Added 3 new indicators, including the Kalman filter (thanks, Astor). 2. Added the "settlement time" for better trading/backtesting/ optimization. The settlement time is the time interval during which the indicators are allowed to "settle", i.e. reach some stable values. This is relevant to, for example, exponential moving averages. The default is set to 1 hour. This means that JBT would not open any new positions unless there is a continuous market data stream for at least one hour. 3. Both "brute force" and "divide-and-conquer" optimizers run about 1.3 to 2.0 times faster. 4. Improved the MovingWindow class: added an access method to retrieve any of the most recently added N elements (thanks, Konstantin). 5. Fixed a minor problem with a unicode character in the output of the NTP clock (thanks, Flo and Skunktrader). As I indicated in the other thread, I am trading live, and JBT feels solid and stable, so I don't anticipate any more JBT releases in the immediate future. That is, of course, unless there are any problems, which I would address promptly. -- 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.
