I tested and optimized several times. Most strategy using JBookTrader with ES lost money during last month and made money during April.
I guess this is common for others. Or, can you please let me know if yours worked well at May? Then, does anyone see what is the difference between the market condition of May and that of April? In addition, what was the main reason why JbookTrader didn't work well at May ? I saw that VIX looks lower at May than before and the market trend of April was upside. However, I could not explain well when (or on what market condition) JbookTrader works well. Thanks, Willy On Wed, Jun 24, 2009 at 9:36 AM, Crichton McCutcheon < [email protected]> wrote: > > skunktrader wrote: > > Today, almost 3 months after the rest of the market, IB finally rolled > > out 10 deep market depth for Globex futures. Seeing that JBT has only > > been seeing half of the market depth info that other players are > > seeing, I would be very interested to hear from anybody that has been > > running/testing over the past 3 months to see if there has been any > > obvious changes in system performance. > > > > If the performance has not changed over the period, then it would > > strongly suggest that there is zero predictive info in the market > > depth stream. > > > Balancer works well on many days if you can play the optimization > cat-mouse game. > > > For what its worth, I have noticed that the balance of the top 5 > > levels is VERY OFTEN (far more than would be expected) the opposite > > direction compared to the balance of the top 10 levels. > > > As Eugene once said, maybe that occurs when a burst of market orders > come in. Somebody on the > "tws api" yahoo mailing list was writing about a way to detect that. > > Perhaps coincidently, this list seemed to die at around the same time > > as the 10 deep market depth was rolled out... > > > Or perhaps they are too busy making money with JBookTrader ;) > > > > > > > > > > > > > > --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
