> I'm using a Paper trading account, could it be that the "theoritically" > real-time same-as-production data isn't reliable at all? That would be > discouraging for users like, willing to open a real account but evaluating > the platform in the meantime
Yes, the paper-trading account is known to have a market data stream different from that coming to the real account. The remedy is to use the real account, and run your strategies in the JBT in the "forward test" mode. In this mode, everything will happen as in live trading, except that instead of submitting the orders, JBT will simulate the fills. The other thing to consider when comparing Bollinger bands values in JBT with those in TWS is the calculation period. As you probably have noticed, in Bollinger bands in JBT use a moving window of prices, and you supply the size of the window (in the number of seconds). I have not looked at the Bollinger bands in TWS, is it done in a similar manner where you can specify the period length? -- 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.
