Ok, ran my first data collection today, I think I figured it out.

The indicators are not reset when JBooktrader starts, they reset every day 
at the start of the trading schedule, and trading commences 1 hour after. 
This means that every indicator is short term with only a trading session 
duration (I got to think about the impacts of that).

This also means that there is no difference between shutting off every 
night and restarting or letting it run for weeks at a time (nice the way it 
works out), so my concern about difference in styles of trading is gone.

I was also confused about the files. Some one had posted a *.rar with CL 
data and I thought each file was for each day. I was wrong, each file is 
for a different expiration contract, and several contracts were part of the 
rar. The way it works is that if forward testing restarts, it appends to 
the already existing file for that contract. NICE!, no cut and pasting or 
appending needed.

I'll start another post to consolidate all my newbie questions, so I don't 
clutter the forum with a bunch of probably irrelevant posts.

However, I haven't figured out what makes the indicators stop (and data 
collection). They continue like 4 hours past the trading session end, 
probably increasing the file size by almost a factor of two. In fact, it 
rolls over the 15 minute lull in electronic trading (Is that data used by 
other subroutine?)

Did I understand everything correctly?
Cheers, AV.   

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