> Hi ShaggsTheStud, > > Thanks for the feedback, to start using SBT, I do agree with your very > sensible approach and will certainly do it that way for live trades. > > All the same, JBT has great potential to do more. > > Would be great if you could share your current experience with JBT - > it will certainly shorten the learning curve here for newbies like me. > > Cheers, > > Keith > >
I've never live traded JBT, but I've done a fare amount of hacks to it to test out various ideas. I was first interested in pairs trading - so I wrote some code to do that, but due to my lack of java experience it performed terribly. I may try again at some point. (BTW, eugene took a stab at something similiar for arbitrage purposes, but didn't find any suitable trades once he started testing it). I did some other hacks to make indicators based on several days of data - specifically a measure of volatility. It was very crude to test out a strategy I read about on the internet, but I discovered just how hard it would be to implement a tradeable platform for this. I do think it is something that should be done, but it will require a lot of work (different system for data collection and storage, and an elaborate system to load recorded data at startup - you don't want to have to wait for 5 days after startup for your indicators to be valid!) After doing all this I came to appreciate what JBT is in its present form. It's very well designed for its present task - dig into the code if you don't understand it. It took my feeble attempts to make it into something different to really understand what it is. That said, the upcoming projects that I personally would like to work on are: 1) I can't make a strategy. Eugene has done an amazing job coming up with the ones he has. I think for me personally to make a better strategy I need I better graphing interface - one that works a lot faster, with smaller data ticks. I want to be able to scroll through the data extremely quickly and zoom in and out with speed and ease. This is my first priority if I get time to work on JBT. 2) Multi-day data. In parallel to the 1 second ticks, I want some kind of measurement that spans several days. To do this well it will need to be in separate data files, and when JBT starts up it needs to be able to grab the data from the files (assuming there isn't a huge gap!) so that trading could begin shortly after. This is sort of a can of worms, but then you could create some nice volatility calculations which might prove very useful in figuring out the relative sizes of price swings, etc. That said I don't have a ton of experience with "using" JBT, but it's often on my mind. -- 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.
