> Maybe rather than guessing I should just ask, "What is your daily work > process using JBookTrader to provide you with the results you've been > documenting on the forum?" >
1. Start TWS and JBT in the morning, and start the strategies in the "trading" mode. This should be done an hour or more before the start of the trading interval, so that the indicators have the time to settle. 2. After the market close (or after the end of the trading interval), review the latest day performance chart to make sure that the strategies performed as designed. 3. Review the event report for possible exceptions and/or errors, and the strategy performance reports for slippage and latency, if any. 4. In regards to optimization parameters, ideally once identified they should never change. In the real world, markets change, so once a month or so, I'll run the optimization job again and make sure that the "hot spot" has not moved too much. When I run optimization, I always use all available data, and not just the recent period. In terms of performance metrics, I pay most attention to PI and PF. 5. Continuously experiment with the new ideas/indicators, to see if you can improve the existing results. That's pretty much it. -- 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.
