Thanks for posting your results, Kos. You may want to attach them as html, otherwise it's difficult to read. Your executions times are significantly greater than mince. Where are you located and what kind of network connection are you using? I also wonder if the longer execution times mean greater slippage for you. You can determine the slippage by comparing the "fill price" with the "expected fill price" in the strategy reports.
On Nov 1, 9:25 am, Kos <[email protected]> wrote: > FillPrice Date Commissions Strategy > PnL > > 1161 10/12/2010 0:21:44 2 JBT7.08 B1 > 1160 10/12/2010 0:23:54 2 > 1159.25 10/12/2010 22:50:05 2 > 1160 10/12/2010 23:11:23 2 12.5 > 4.5 > execution 1100 ms, 1283 ms, 800 ms, 1200 ms > > 1165.75 10/15/2010 22:34:22 2 JBT 7.09 B1 > 1172 10/15/2010 23:45:12 2 JBT 7.09 B1 > 1169 10/16/2010 1:45:06 2 JBT 7.09 B1 > 1170 10/16/2010 1:52:40 2 JBT 7.09 B1 > 1168.25 10/16/2010 1:59:11 2 JBT 7.09 B1 > 1169.25 10/16/2010 2:07:21 2 JBT 7.09 B1 > 1169.75 10/16/2010 2:13:59 2 JBT 7.09 B1 > 1171 10/16/2010 2:42:08 2 JBT 7.09 B1 -275 > -291 > execution 1050 ms, 1284 ms, 1340 ms, 693 ms, 782 ms, 1010 ms, 744 ms, > 750 ms > > 1163.5 10/19/2010 1:58:12 2 JBT7.09 B1 > 1160.5 10/19/2010 2:13:37 2 JBT7.09 B1 > 1158 10/19/2010 3:13:37 2 JBT7.09 B1 > 1156.25 10/19/2010 3:30:00 2 JBT7.09 B1 -237 -245 > execution 2100 ms, 681 ms, 694 ms, 639 ms > > 1179 10/20/2010 2:34:04 2 JBT 7.09 D > 1177.75 10/20/2010 2:45:51 2 62.5 58.5 > execution 1400 ms, 1226 ms > > 1181.25 10/26/2010 22:21:56 2 JBT 7.09 D > 1181 10/26/2010 22:29:04 2 JBT 7.09 D > 1179.25 10/26/2010 2:12:27 2 JBT 7.09 D > 1177.75 10/26/2010 2:21:08 2 JBT 7.09 D 88 79 > execution 1511 ms, 1222 ms, 1009 ms, 683 ms -- 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.
