Hi, I'm testing this great ATS framework, and yes I'm also a beginner with JBT and trading as well.
I do not have the $10000 to start an IB account just to test and fully understand JBT, so I used the sample strategy on the ES-sample.txt file. Using back testing I obtained a loss of around -$460 with the default parameters. Tried the optimization, from which I extracted and used these parameters: addParam(ENTRY, 55, 120, 1, 97) addParam(EXIT, -50, 0, 1, 0) With these parameters I got a loss of around -$600. Then I just tried a few random numbers and quickly converged to a profit of $1200, using addParam(ENTRY, 55, 120, 1, 50) addParam(EXIT, -50, 0, 1, 0) The results seem to be very sensitive to these two parameters. Is this "normal" ? -- 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.
