> Eugene, I have added the process noise to your code and am trying to replicate
> the graphs for Kalman and EMA that you have posted below. Is there a feature
> in
> JBT to create those graphs or did you have to export the data to external
> package?
>
No, there is no direct support for that in JBT. What I did was simply
print a comma-separated list of indicator values from the
onBookSnapshot method, and then copy and save the output in a file,
which can then be imported to Excel. Example:
double priceKalmanFast = priceKalmanFastInd.getValue();
double priceKalmanSlow = priceKalmanSlowInd.getValue();
double priceEMAFast = priceEMAFastInd.getValue();
double priceEMASlow = priceEMASlowInd.getValue();
double price = getMarketBook().getSnapshot().getPrice();
System.out.println(price + "," + priceEMAFast + "," +
priceEMASlow
+ "," + priceKalmanFast + "," + priceKalmanSlow);
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