> Can I just ask you, in regards to the other symbols (EUR, GC, NQ, QQQ, > SPY, YM and ZB), I have begun data mining on those, but have they been > tested to select the correct (most liquid) contract each morning? Or are > they a work in progress? > > EUR, ES, NQ, YM, and ZB follow the same expiration schedule, so they all can use MostLiquidContract.java. You don't have to code anything extra. Just use the contracts as they are in the com.jbooktrader.strategy.base package.
QQQ and SPY are ETFs, so they don't have an expiration. Again, use the predefined contracts in the com.jbooktrader.strategy.base package, and that would work just fine. So, with the exception of GC, all base strategies in JBT are fully functional and correctly implemented with respect to expiration, contract multipliers, etc. I'll look at GC sometime in the future. -- 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.
