A related question:
In TradingSchedule.contains(), I simply return true. I was hoping that
would be enough to trade around the clock. Unfortunately, though, it's
not. In the EventReport, I see
02/23/1422:03:01.001IB APIExchanges GLOBEX,MIBSX are either closed or will
be closed shortly today for ticker ES. JBT will continue to operate
normally, but no trades for ES will be placed.
If I change the TradingSchedule in StrategyES to new
TradingSchedule("00:00", "23:59", "America/New_York"); I would imagine that
would help. But what will it take to prevent the automatic closing of all
open positions? Is there an easy way to do away with that?
Thanks,
Lee
On Sunday, February 23, 2014 6:12:49 PM UTC-5, greymatter wrote:
>
> I need a way to sort of reset my strategy parameters each day. With
> backtesting, there is no way to "restart the application" as is recommended
> during live trading.
>
> Is there any way to check the time of the current snapshot in my strategy
> code, so that I can tell when a new trading day has begun and reset my
> parameters when backtesting?
>
> Thanks,
> Lee
>
--
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.
