> > This sounds like an indicator to me. I don't like the idea of effectively > smoothing the data beneath the 'user space' in JBT.
The existing implementation also performs smoothing. Every second, it takes the minimum and the maximum of the last 30 or so market depths and records the midpoint. The new approach simply replaces that average with the new type of average. I expect these two different averages to be very close to each other, within a fraction of a point. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
