JBT forces you to have both price and depth indicators. While I was making my multi-instrument modifications, I designed it so that you add indicators separately for each instrument. It then became quite apparent to me that you could make strategies so that you manually add in feeds, and indicators that depend on these feeds. (You could also make derivative feeds, such as a 5 deep balance and a 7 deep balance, and 15 minute bars).
Anyways, this model would let you choose the 3 depths you want. The problem is that every addition like this will impact the optimization. JBT is pretty lean and mean as it stands (for a java program), and it won't take much to significantly lengthen the backtesting/optimization time. On Sat, Aug 15, 2009 at 7:11 AM, Javier <[email protected]> wrote: > > > The last JST release was about a year ago. JBT has evolved quite a bit > since > > then, so it's definitely more advanced technologically. Aside from its > focus > > on market depth, the difference between JBT and JST is the time scope in > > which market changes. If you need to keep track of your instruments and > > positions on the second-to-second basis, JBT is the way to go. If you are > > only interested in 5-min bars (or even longer bars), then JST would be > > better. > > > At these moments I think that JST is a little bit obsolete than JBT, > from the technological point of view. For all of the members here that > are interested in hedging strategies I think that it could be > interesting to have a new release based on the last JBT evolution > called JHT (Java Hedge Trading). This new JHT should share the main > code except market depth components, we can obtain the price without > requesting market depth to IB severs in order to avoid the 3 contacts > limitation. > > What do you think about it? > > > --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
