Hello JBTers, This is to announce that JBookTrader version 9.01 has been released. This is a big release with about 100 source files changed, so I gave it a major version bump (from 8.07 to 9.01). If you are running JBT live with your own trading strategies, make sure that you backtest and forward test your strategies with this release.
As always, I am looking for test results from this community, which may include any topics or issues related to JBookTrader operations, including the system setup, configuration, build, deployment, functionality, reliability, performance, security, and documentation. Latest release download: http://jbooktrader.googlecode.com/files/JBookTrader-9.01.7z Release Notes: http://code.google.com/p/jbooktrader/wiki/ReleaseNotes User Manual: http://docs.google.com/View?id=dfzgvqp4_10gb63b8hg Historical market data sample: http://jbooktrader.googlecode.com/files/ES-sample.7z Changes in this release: 1. Notifications: JBT sends critical events to your designated SMS or email account. This allows you to monitor JBT remotely. 2. Third party library updated: IB API from 9.63 to 9.66, JFreeChart from 1.0.13 to 1.0.14, JCommon from 1.0.16 to 1.0.17, JCalendar from 1.3.3 to 1.4. 3. Indicator initialization improved. 4. Fixed compilation time warnings related to Java generics. 5. Added a build script for building JBookTrader in an OS-independent and IDE-independent way. This can be used to build and deploy JBookTrader in a consistent manner. 6. Backtester and optimizer can now cache the data sets for fast loading. 7. Ability to run JBookTrader from a single JAR. 8. Ability for an emergency switch to "forward test" mode and to suspend live trading: this can be done from either JBT main UI or from the web console. 9. New performance metric CPI (Cumulative Performance Index), which incorporates PI, Kelly, trade duration, and net profit. 10. Portfolio Manager for dynamic position sizing: the position size is no longer specified in the strategies, but instead via the "Preferences". Specifically, in the previous releases, a strategy may have have the following code: if (condition >= threshold1) { setPosition(1); // go long 1 contract } else if (condition <= threshold2) { setPosition(-1); // go short 1 contract } else if (condition <= threshold3) { setPosition(0); // go flat } Starting from the current release, the code above would look like this: if (condition >= threshold1) { goLong(); // go long the number of contracts designated by Portfolio Manager } else if (condition <= threshold2) { goShort(); // go short the number of contracts designated by Portfolio Manager } else if (condition <= threshold3) { goFlat(); // go flat } 11. Fixed failing unit tests. 12. Rejected orders are handled correctly. 13. Ability to trade an FA account. 14. Calculation of "the most liquid contract" for the CL (crude oil futures). 15. Efficient calculation if min/max in a moving window, as well as standard deviation. 16. Ability to force-close the positions if the connectivity gap is wide enough. 17. Exchange hours detection. 18. Fixed thread safety issues in optimizer. 19. Fixed average duration calculation. 20. Prevent entering the position when less than 15 minutes left in the trading interval. 21. Rearranged the packages. 22. Max single loss is reported, along with the max drawdown. If you have any question about a particular feature, or would like to report/discuss an issue or a bug, please start a new discussion thread. Thanks for your participation, Eugene Kononov. -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/jbooktrader. For more options, visit https://groups.google.com/groups/opt_out.
