It would be easier to modify JArbitrager to accomplish it, rather than
modifying JBOokTrader.

On Mon, Jan 10, 2011 at 6:22 PM, Alexana <[email protected]> wrote:

> Eugene,
>
> How difficult would it be to modify the JBT to accomodate cross-
> instrument signals?
>
> Here is the basic concept: if any indicator generates buy/sell signal
> for some instrument, then a related instrument must generate a
> confirming signal before a position is taken. So, if ES generates a
> buy signal, SPY must generate similar signal to confirm.
>
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