Oh wow, that is good to know. I have been running JBT for a week solid (and that data file I gave you may have therefore been from a different month).
I feel like we should do something about this, or at least make it more obvious. On Sun, Jun 12, 2011 at 8:17 PM, Eugene Kononov <[email protected]>wrote: > > 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. > -- 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.
