This thread is to discuss the enhancement request here: http://code.google.com/p/jbooktrader/issues/detail?id=16
"Ability to stop forward-testing or trading one strategy without affecting other strategies." I would like to implement this because for a variety of reasons, it may be necessary to stop trading one or more strategies but leave others un-touched. I think this will become more and more important as the platform gets more robust and people leave strategies running for days on end. Reasons why one might wish to bring new strategies online without interrupting others: A) Since JBT allows for a variety of securities to be traded, the trading window of the strategies may not leave a window of down-time which is currently required to restart everything without creating gaps in data or indicators with insufficient settling-in time before they must be relied upon to trade. In addition to what is stated in the feature request, I would like to find a way to bring new strategies on-line by placing their class files into the strategy directory, then re-scan this directory for new strategies. This will allow new strategies to be effectively 'imported' into the running JBT. I believe most of this functionality exists, it just need to have a user-based trigger to re-scan. Indicators may also need to be run-time linked-in. Some reasons one might wish to discontinue certain strategies, but not others: A) Change of market conditions - Some strategies may be designed and run to work in certain types of market conditions but will likely run poorly in others. For example, if one has a strategy that works best in highly volatile markets, the trader may elect to enable or disable this strategy when the VIX reaches certain points. Ideally, JBT would be able to do this automatically, but unfortunately, taking input from another security (VIX, in this case) is not part of the platform's design. B) Trader must change his/her risk profile -- this could be to reflect new market conditions, or simply because their capital has changed (trader has withdrawn funds from their account, etc.) I understand this has already been implemented in the FG-branch, so porting the code over may be easier than starting from scratch. I welcome comments from others here. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
