There is no portfolio management function in either JBT or JST. Each
strategy can only have one contract, and each strategy runs
independently. However, there is a "back door" which you can use to
access strategy B and its instrument from strategy A. In JBT, the code
would be:
Strategy otherStrategy = Dispatcher.getTrader().getAssistant
().getStrategy(otherStrategyId);
double otherInstrumentPrice = otherStrategy.getMarketBook
().getSnapshot().getPrice();
On Aug 13, 7:14 am, Lars <[email protected]> wrote:
> Hi everybody!
>
> I am new to JBookTrader (as well as JSystemTrader) and have spend some
> time examining their code so far. My intention is to use JBT or JST to
> trade stocks in order to hedge an options portfolio in that same
> stock.
>
> To do this it is necessarry to evaluate the price of one or more
> options and trade the underlying stock depending on this price. Has
> anyone ever done this? From what I understand it is necessary to use a
> seperate strategy for every contract. Is this still the case or can I
> access price information for contract B from my strategy trading
> contract A? Has anyone ever done something similar? What tips and
> hints do you have to make this work?
>
> Thank you very much in advance!
>
> Lars
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