while I modify some parameters in Sample.java: addParam(PERIOD, 1800,3600, 5, 3400); addParam(SCALE, 6,30,1, 12) addParam(ENTRY, -45, -105 1, -60) addParam(Exit, 60,0,1,34),
I got PI 2.79 , net profit 6140 and total 245 trades, bias still at +100; but when I looking at chart, there is no short trades, all longs. and of course in a up trends, it made money. On Tuesday, May 13, 2014 11:57:04 AM UTC-4, Wilbur wrote: > > After some tweekings sample.java, it seems all my tweeking only producing > long positions(bias +100), it doesn't going short(bias -100), what did I do > wrong? > > > On Tuesday, May 13, 2014 1:28:32 AM UTC-4, Wilbur wrote: >> >> I see the Protfolio Manager only starting from 1 for position >> size/strategy, I assume this is setting up for future contracts, but for >> cash forex example, if I want to set initial 10K position, then add another >> up to 5 more times (total 60K) on same position. Do I have to hard code >> into PositionSizePerStrategy(10K) and MaxOpenPositions(6) to accommodate a >> cash forex position? and I have to compile one separated JBT solely for >> cash forex. >> >> >> >> On Monday, May 12, 2014 10:15:51 PM UTC-4, Eugene Kononov wrote: >>> >>> Look in PortfolioManager.java. >>> >>> On Monday, May 12, 2014 9:35:10 PM UTC-4, Wilbur wrote: >>>> >>>> I am testing this wonderful program, the concept of momentum trading >>>> appeal to me, Everyting(latest version JBT and TWS) is setting up running, >>>> except setting the initial position size, where do I put/program/modify >>>> postilion for cash Forex? I have 3 JPY crosses (USD.JPY, EUR.JPY, and >>>> GBP.JPY) getting data from TWS currently only running froward testing. >>>> thanks. >>>> >>> -- 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/d/optout.
