Thanks.
________________________________ From: nonlinear5 <[email protected]> To: JBookTrader <[email protected]> Sent: Mon, December 6, 2010 4:36:13 PM Subject: [JBookTrader] Re: Status of Kalman filter? > 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); -- 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.
