> 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. > > I don't understand this.
> 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 is a rather exotic use case. My guess is that you are planning to run JBT continuously, without restarting, for weeks and months on some third party server, and upload new strategies from time to time? Is that what this feature is for? > 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. > > As I commented here http://code.google.com/p/jbooktrader/issues/detail?id=16, my view is that manual stop/restart of the strategies is at odds with the very essense of JBT, which is automated, unsupervised, algorithmic trading. However, one thing that I am willing to accommodate is the "stop trading all strategies" command via the web admin console. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
