Eyal, are you looking to do stat arb? I have used JArbitrager but I think there are many advantages to modifying JBookTrader to allow arbitrage strategies instead. If you are interested in going that direction, let me know, - perhaps we can combine efforts. ________________________________ From: eyal <[email protected]> To: JBookTrader <[email protected]> Sent: Thu, November 4, 2010 10:13:54 AM Subject: [JBookTrader] Cross Indicators
Hi, 1. As I understand, strategy scope is only on one element (specific stock, specific forex pair etc.). Same goes for strategy indicators that contains only the element market book. 2. Without changing the current architecture and design of JBookTrader - how can I add cross indicators - for example If trade decisions of stock A is affected by the quotes of Stock B? I can do lots of changes in base JTrader code but would rather an elegant solution... Thanks. -- 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. -- 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.
