> > What about historical data? If you are using say a 5-min bar strategy, can > you use inexpensive bar data to backtest with or do you have to buy > expensive book data? > > Oh, yes, I forgot about it. JBT does expect certain data format and sample frequency (1 second). So, yes, some code modifications would be needed if you want to use JBT with bar data. Then again, if you make it happen, it would not be JBookTrader anymore. I'll make you guys a deal: if you can demonstrate a single bar-based strategy which beats any of the JBT sample strategies based on PI, I'll consider adding full bar-based support for JBT (or perhaps spin off another project).
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