Having looked at the source, I understand that JBookTrader is able to handle deep order books. However I am not able to deal with the 5 or 10 deep order books for optimization or backtesting. The first obvious step is to modify the BackTestFileReader however, MarketSnapshot itself does not consider deep snapshots. Do you think modifying MarketSnapshot and BackTestFileReader are sufficient to get JBookTrader up running for backtesting and optimization.
Thanks, Jb00kTr3d3r On Aug 21, 2:39 am, nonlinear5 <[email protected]> wrote: > No code modifications are necessary. JBT will handle 5-deep and 10- > deep order books. > > On Aug 20, 10:54 am, Jb00kTr3d3r <[email protected]> wrote: > > > Has anyone modified JBookTrader for treating 5-deep or 10-deep order > > books? If not, can anybody tell what where I could start to modify > > JBooktrader? > > > Any help would be greatly appreciated. > > > Thanks, > > Jb00kTr3d3r -- 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.
