Traders' Roundtable

I have set up a new instrument, but when I run in through the simulation it says (looking at the trades tab) that some entry and some exit fills have a price of 0. I checked and the data is there. I even printed the low and open, close prices and they are there for those days. Please help!

you need a macro to export those data series to separate CSV files, which can be picked up by TB. thats what i would do.

A recent paper might be of some interest, which uses information theory as a supplement to the mean-variance optimization. See the front page of wilmott.com