On Thursday 13 August 2009, Lars 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?
In JST, I created a public class with global variables to be able to pipe data between strategies. It is easy to make a hedged pair then. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
