Hi, Nonlinear, Why not bother open a new project? I think JSystemTrader is a perfect platform for it. It is true that currently we need two strategies. But we can easily extend Jsystemtrader.
For myself, I know alll hedge funds which trades ES are using dedicated line and connecting to CME directly. As a results, I am hesitated to use Jbooktrader via IB before I got a license to trade from CME. I stick to use JSystemTrader for living trading since 2007, and consistantly gain profit. I also extened Jsystemtrader to multiple strategies myself to adapt my own strategies. For example, I use SPX to signal the strategies and use ES to trade. I will be glad to see that JSystemtrader keeps developing and evolving, so that our previous codes and test are not wasted. On May 4, 1:15 pm, nonlinear5 <[email protected]> wrote: > > Eugene, that is very interesting. Seems you would need a larger account > > balance to buy the SPY in equal proportions to the ES. > > 1 ES = 500 SPY. That means one would need at least $10,000 to trade > these amounts. > > > Is the system limited to pairs or could someone say arbitrage > > differences between the DOW 30 stocks and the YM. > > At this point, the framework structure requires exactly two > instruments. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
