Hi Alexander,
I'm interested in mining ZC as well. Can I ask you how you set up the base
strategy for this? Can I simply take the ES base strategy and just change
line 38 to:
ContractFactory.makeFutureContract("ZC", "CBOT");
Would I need to alter the schedule, multiplier, spread or anything else?
Many thanks,
Michael.
On Wednesday, January 9, 2013 8:36:23 PM UTC+1, Borg Alexander wrote:
>
> Hi Eugene,
>
> this sounds great. You have done a tremendous job! By the way I have
> learned a lot about java programming while inspecting your code. Thank you!
> It's a pity that I had no time last year to follow up your idea with book
> trading but I will have more time this year. I have started to collect data
> for CL, GC and ZC this year. Unfortunately, IB does not allow more than 3
> markets at the time. Some time ago you have offered your strategies for
> sale. I would be interested in it and sent you an e-mail in this regard.
>
> All the best to you,
> Alexander
>
>
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