Hi Eugene & everyone, Just a further note on the futures contracts - I've changed the code slightly since the latest release. I've been checking the contract volume for the last 4 months for most symbols, with an exception of 7 months for the grains (see my post on this thread from Oct 28). With this set up, starting each strategy between 09:00 and 09:30 each day, the only contract that's giving me issues in the GE. All others are fine. CL just advanced to 2014-03 today from 2014-02. Just wanted to clarify that. Lastly, in case anyone missed it, this is the spreadsheet where I've been saving the contracts which were selected by JBT each day:
https://docs.google.com/spreadsheet/ccc?key=0AhnMZSbcxSoHdEhpX0c1bXhZLXZESDNjd1hKdUROTUE&usp=drive_web#gid=0 regards, Michael. -- 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.
