What would you call this new project? JSystemTrader? ;-) On Fri, Apr 8, 2011 at 2:51 PM, nonlinear <[email protected]> wrote:
> 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). > > > -- > 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. > -- 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.
