I don't think these should go into JBT its mostly experimental stuff.
Lots of it hastily coded up in my spare time.
Anyhow here is an overview.
* I have a reporting framework and separate charting tool that I use for
a more detailed view of correlations
between indicators and overall strategy comparison. The
backtester writes out xml and the reporting tool
consumes. Implemented in adobe flex.
* I have a "go flat now " button on the popup menu that sets the
current position to 0 and changes
the mode to Forward test. I used this allot for stopping JBT
when I was satisfied with profit level for the day.
* Have a second copy of the optimizer layer that I use for dynamic
optimization strategies. It allows for strategy
development that can fork off an instance of the optimizer concurrently
and modify strategy params in real time.
Much to my chagrin, I couldn't find any good strategies using this.
* Updated the Backtester to so that a daily profit indicator could be
used.
* Record Volume 5 second 30 second and 60 second intervals. This needs
to be refactored to only
record the 5 second volume as the other intervals can be derived off of
the 5 sec.
* Hack to allow multiple instances of JBT to run.
There is more but I'd have to run a comparison to remember it all.
Eugene Kononov wrote:
>
> Optimizer , some UI , record volume, made attributes from private to
> public in Strategy class hierarchy.
> Nothing that I figure should effect the stream. Note the freezing
> behavior is spurious.
>
>
> Ok, I am just trying to figure if your customizations can be
> incorporated into an official JBT release. Can you describe them in
> more detail?
>
> >
--~--~---------~--~----~------------~-------~--~----~
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
-~----------~----~----~----~------~----~------~--~---
