> As a reminder, the previously recorded historical data which was based
> on the 5-level deep market should NOT be used any longer. That's
> because the dynamics of the 10-level depth is likely to be different
> from dynamics of the old 5-level depth, so if you backtest and
> optimize on the old data sets, your strategy would be "learning" the
> patterns which may not be there anymore.
>
> I deleted the old 5-level deep sample data set from the project page
> and uploaded a new one, which was recorded based on the 10-level deep
> data:

Perhaps we can still use the old data ...

While using 10-level deep data will give different backtesting results
(obviously), it should *not* be too much different if we apply the
right transformation.  If all is well, having more samples for the
depth should just reduce the variability of the our estimate for
supply--demand, which 'should' translate into a reduced variability of
a trading strategy (although some strategies are hyper-sensitive to
even tiny fluctuations, but these ones are probably not worth trading
anyway).

Right now, we track a normalized difference between the bid and ask
depths.  If we have a depth of N, all we need to do is find the best
scaling factor that keeps our estimate approximately the same as a
function of N.  This could be done empirically for a few days to find
an appropriate scaling.  This would be impossible to check on our old
dataset, but I believe it should work well enough for using our old
dataset.

If someone has the full recorded data for a few 10-deep days, we could
simply try this out; that is, plot the distributions of our
'normalized difference' estimate as a function of N.  If this doesn't
work, I suspect that our assumption of collapsing 2N numbers (from the
bid and ask) to a single number is not well justified ...


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