Hi Steve, Let's start with the version of Eclipse you are using.You should be using version 4 of Eclipse (Kepler, Luna, Neon). I recently compiled JBT on Neon and it works without errors.
Best, Ali On Monday, August 1, 2016 at 2:09:01 PM UTC-7, [email protected] wrote: > > Hello Klaus: > > Where can I get some Win32 binaries to run this system, it looks great, > but I cannot get it to run! > I have tried Eclipse 3.3.0 and 3.8.2 but keept getting errors with JRE 1.7 > and JRE 1.8. > > Any chance you could post links to some compiled and ready to run > binaries??? > > If so, I will share trading systems and ideas that I develop with it! > > Right now I use Quantshare which is OK, but I prefer something where I can > run different copies on different machines without all the LICENSE hassles! > > > On Sunday, July 31, 2016 at 1:16:40 PM UTC-7, Klaus wrote: >> >> Hi, >> >> I am not sure, whether there is still anyone using JBooktrader. >> However, I would like to report on some smaller improvements, I recently >> made. >> >> a) Sometimes it does not make sense to analyze all possible combinations >> of parameters in optimization. >> (e.g., if the parameters are symmetrical this would lead to a double >> analysis) >> For this I added a method to strategy.java >> >> // KS: added 160727 - to exclude incorrect parameter value >> combinations >> >> public boolean eligible() { >> >> return true; >> >> } >> >> This can now be overloaded in your strategy as you like. >> In the call-method of the OptimizerWorker I added a corresponding >> if-statement: >> >> >> >> if (strategy.eligible()) { >> >> strategy.setMarketBook(marketBook); >> >> strategy.setIndicatorManager(indicatorManager); >> >> strategy.setIndicators(); >> >> strategies.add(strategy); >> >> } >> >> else { >> >> // System.out.println("Strategy excluded"); >> >> } >> >> >> The inner part of the if is the original code. >> >> b) It is sometimes also possible to work with a reduced dataset (I >> typically gather all the data (24/7) and then just extract the relevant >> data. - However, often it is also sufficient to use more coarse-grained >> data for optimization. (this leads to very significant speed-ups) - Of >> course this depends on your specific indicators whether that is meaningful, >> and in many cases at least the parameter values need to be adapted in order >> to make use of such an approach. >> >> I use a simple R-script in order to make this extraction. The following >> script extracts only the entries with second "00" and also restrict the >> time of day. - You can adapt it easily to your need. >> A downside of the primitive script is: at the end the first 10 lines need >> to reinserted (and the line from the dataframe removed) >> #!/usr/bin/env Rscript >> args = commandArgs(trailingOnly=TRUE) >> # print("Reached 1") >> if (length(args)!=1) {stop("the filename needs to be given", call.=FALSE)} >> # print("reached 2") >> df <- read.table(args[1], skip=10, sep=",", >> col.names=c("Date","Time","Balance","Price","Volume"),colClasses=c("character","character","numeric","numeric","numeric")) >> # print("reached 3") >> dfr=df[df$Time>"080000" & df$Time<"170000" & endsWith( df$Time,"00"),] >> write.table(dfr, file = paste(args[1],"B",sep=""),sep=",", quote = FALSE, >> row.names = FALSE) >> >> In order for such an approach to work, it is also necessary to adapt the >> MIN_SAMPLE_SIZE definition in the IndicatorManager-class. (originally >> 60*60, here set to 10) >> >> private static final long MIN_SAMPLE_SIZE = 10;// 60*60; 1 hour >> worth of samples >> Actually, a much better approach would be to proclaim the need for data >> in units of time by the various indicators, the framework would gather this >> and take it into account. But this would have required deeper changes. >> >> Again, whether such a scaling is useful appropriate depends very much on >> your specific strategy and indicators. >> >> I hope someone finds this useful. >> >> Klaus >> >> >> >> -- 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 https://groups.google.com/group/jbooktrader. For more options, visit https://groups.google.com/d/optout.
