Hi Eugene, Thanks for participating in this thread. My comments in-line.
On Tue, Aug 25, 2009 at 2:03 PM, Eugene Kononov <[email protected]>wrote: > > 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. > Suppose I have strategies that trade strategies in Asian, European and US markets. Even if I limit my trading to only RTH, would I ever have the opportunity to stop and restart the service? Maybe weekends, unless I am trading low-volume periods. > 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? > Yes, this is the intent and I believe this is directly in-line with the 'very essense of JBT' as stated below. Why is this then somehow "exotic"? 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. > I believe that all of the examples given above are completely in support of "automated, unsupervised, algorithmic trading". --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
