Hi Shaggs, Many thanks for sharing.
I completely agree with you regarding the need to see how a strategy works thus my interest in button trader's visual book trading interface which has the tick chart you mentioned. Being a visual learner, I need to see the strategy visually to understand how it works. Keith On Jun 6, 4:40 pm, ShaggsTheStud <[email protected]> wrote: > > 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.
