> While writing this, I noticed something about contract switchover (in > general) in jbooktrader. It only appears to happen when the strategy is > created in the constructor. So, if my theory is correct, we may have a bug > if someone kept their jbooktrader open for a long long time, across the > futures crossover date. I have not confirmed this, but to be safe I'd > recommend restarting jbook every day on securities that have expiration > close in. >
That's correct, Marcus. The contract will not rollover until JBT is restarted. It's not an issue for me, as I restart every day, but some people run JBT continuously weeks and months at a time. So this would be good to fix. -- 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.
