> Is there a way to know bid and ask size in JBookTrader? Yes, the bid and ask sizes for all market depth levels are kept in memory. Take a look at MarketBook.java. However, for all intents and purposes (backtesting, optimization, forward testing, and trading), the framework uses the "depth balance" instead. Depth balance is a single number that represents the relationship between cumulative bid size and cumulative ask size at any moment in time. This is what is recorded in the data file, and it's used for calculating the indicators, as well, which ultimately results into trading decisions.
--~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [EMAIL PROTECTED] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
