Interesting! 1. What is the right way to look at JBT's Depth Balance and Indicator numbers? 2. If they do not correlate to price, what do correlate to?
On Jun 9, 1:00 pm, nonlinear5 <[email protected]> wrote: > > 1. The stop loss does not appear to work - the long position was > > maintained. > > Your strategy as you posted it, appears to have a logical error. You > only calculate and execute stop loss when this condition is true: > balanceVelocity <= -entry, and immediately after setting a short > position. Look again how this is done in the LossStopper.java. > > > 2. As it crashes, the depth balance and indicators continue to be > > positive, is this the expected behavior? > > Depth balance is not necessarily correlated to price. -- 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.
