The thing about ZC (and some other contracts) is that it has both contract multiplier and price magnifier. Price magnifier is not yet accounted for in JBT, so the P&L calculations in backtest would be wrong. I am planning to fix this in the near future.
On Monday, June 16, 2014 3:38:33 AM UTC-4, Borg Alexander wrote: > > Thank you, it works! > -- 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.
