thanks for the link! very interesting information there! do you use some of the approaches like svm? I think these kind of methods and mathematical prediction techniques are very sophisticated and hard to use for real life trading.
in the JBT source base I have seen some indicators like PriceVelocity or PriceRSI. when used in the sample strategies of the source base with profit factors of about 3. thats impressive. can the indicators for book trading be built/ programmed like the indicators for tick/ohlc data? are the rules of technical analysis applying also to book trading? are there further indicators planned for jbt? thanks for all, new_trader On Mar 10, 1:16 am, nonlinear5 <[email protected]> wrote: > > what is the best way to come into the philosphy of book based trading > > for people who have a tick and candlestick based background? > > > What is the theory behind it? Are there some good links where to look > > at the underlying principles? > > Here is a recent article on the > topic:http://www.stanford.edu/class/msande444/OrderBook.pdf --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
