> There might be a first difference: I always start data gathering > beginning of the week > and it runs till the end of the week. >
Ok, that explains it. The contract is set once, when the strategy is started. If you run non-stop for a week during which a rollover occurs, JBT would be trading the same old contract. It's possible to fix it, but it would require some work. To be able to attach file, switch to the "new" google groups interface. -- 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.
