At least as far as trading mode, wouldn't I be able to just set the trading schedule to "0:01", "23:59" and just operate like that? I think I saw you recommend that in an earlier message. It does not try to close positions at the end of the day arbitrarily does it?
I am concerned about backtesting and optimization though, that seems like it would take some heavy modification. On Wednesday, December 3, 2014 10:42:33 PM UTC-6, Eugene Kononov wrote: > Neither jbooktrader nor jarbitrager hold positions overnight. If your > trades span multiple days, you would have to make changes in the way > jarbitrager trades, backtests, and optimizes trading strategies. > -- 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.
