Depth related things relate to book depth. Price related indicators relate to price.
Depth balance is a number between 100 and -100. At one extreme, all the orders would be on the bid side, on the other extreme they are all on the ask side, and at 0 there are equal numbers of bids and asks (adding each of 10 levels on the bid side, and the ask side). On Wed, Jun 9, 2010 at 1:09 PM, Keith <[email protected]> wrote: > 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]<jbooktrader%[email protected]> > . > For more options, visit this group at > http://groups.google.com/group/jbooktrader?hl=en. > > -- 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.
