Yes, I noticed that too, in the less active contracts, and in the early part of the trading session when the volume has not been established yet. So, I agree, ideally, JBT should recheck the most liquid contract shortly before the trading interval begins, and the reset the contract, if necessary. That would allow one to run JBT continuously, without the restart, for weeks, and months. When I originally designed JBT, it was not meant for an "on the go" switch of the contract, so it might take some effort for Vincent and you to figure it out. You are certainly welcomed to try and I'll take a look at your code. Thanks.
Thanks for that, I'll continue testing. Correct me if I'm wrong, but I > think there's a danger at the moment that if someone loads JBT too early, > they can end on an incorrect contract for that day. I loaded it early this > morning (about 10AM paris time - 4AM EDT) and I got the Feb 14 contract for > NG, instead of the Nov 13. I think you experienced the same with CL when > testing. I'll start up JBT just before each strategies' schedule begins for > this testing as you recommend, but it may be an idea to have JBT check the > contract on each strategy and update just before each strategies' schedule > begins for that day (as well as on JBT start up). This would also help if a > trader is away and can't restart JBT daily. > > I know you were looking at this a while ago in the form of a re-write of > Resubscriber for a future release. Would you like myself and Vincent to > look at this functionality? Is it a very complicated change? > > -- 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.
