Comments (2)
I can reproduce this problem by comparing recorded data files. This is likely
caused
by new data coming in faster than it's recorded. I am investigating.
Original comment by [email protected]
on 23 May 2008 at 5:09
- Changed state: Accepted
from jbooktrader.
The manner in which data is recorded has changed. It's now only one data file
per
instrument. So, if multiple strategies are running, and the same instrument is
used,
only one data file will be created.
Original comment by [email protected]
on 30 Aug 2008 at 3:04
- Changed state: Fixed
from jbooktrader.
Related Issues (20)
- Support for a deeper market depth HOT 2
- Bug in Calculation of Commission Fees HOT 2
- Bug in handling of isFilled field of com.jbooktrader.platform.position.OpenOrder class HOT 1
- Support for other brokers HOT 1
- A pause button on the optimizer HOT 2
- Password for data file ? HOT 1
- Ability to stop forward-testing or trading one strategy without affecting other strategies. HOT 1
- No market data for FX after IB server restarts at midnight EST HOT 2
- 404 in web console for strategy report HOT 1
- Network issues in the middle of order submission may result in duplicate orders HOT 2
- Enhancement: Allow the selection of the number of contracts to trade at run-time HOT 1
- java.lang.NumberFormatException when calculating oneSecondBalance HOT 3
- Forward test after 'Max number (3) of market depth requests has been reached' HOT 4
- Problem with chart representation of 'Net Profit' when scrolling
- The NTPClock object is called recursively when starting a Trade or ForwardTest session. HOT 3
- Correcting calculation of the Standard Deviation, and adding Iterable interface to MovingWindow.java HOT 4
- Divide-and-conquer progress going over 100% HOT 1
- Incorrect standard deviation calculation HOT 1
- Strategy may not rollover to new contract if jbook stays running through the volume crossover date HOT 6
- Exception in thread "main" java.lang.NullPointerException
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from jbooktrader.