That sounds great! Not only for pair trading but also for managing a portfolio with unlimited synchronized strategies trading up to 3 contracts
El 23/02/2011, a las 22:24, Astor <[email protected]> escribió: > All of those sound good. > > Another useful feature would be the ability to do pair trades, i.e. use > pricing data from several related instruments to arrive at trading decisions. > JArbitrager had that capability but it is an orphan ware at this point. > > Since JBT can run several strategies simultaneously, I think one way to > implement it in JBT may be to permit sharing of information across > strategies. So, if one wanted to trade MSFT vs GOOG, - or use GOOG as a > confirming signal for MSFT, - one strategy coud run MSFT and another could > run GOOG. > > If MarketSnapshot class from each strategy could be made accessible to other > strategies through some sort of getMarketSnaphot() method, then trading > decision in each strategy could benefit from the signals provided by any or > all other strategies. > From: Victor Martin <[email protected]> > To: "[email protected]" <[email protected]> > Sent: Wed, February 23, 2011 2:42:19 PM > Subject: Re: [JBookTrader] Poll for new features > > I've already did some customizations to JBT to fit my requeriments. A > complete list here: > > - integrated log4j logging framework. Improves debugging process of new > strategies and helps logging production environments > - integrated cron4j for sending daily performance reports through e-mail > - customized UI and Trader classes in order to run both Trade and Forward > modes on same JBT instance > - integrated hibernate persistence framework to save trade reports on > database. We also build a web application to browse historical performances > - XML-RPC server integration to expose real-time JBT strategies performance > to a web-server. Useful to see how you're strategies are doing as you go > > If anybody is interested in any of this features I'm up to help > > Cheers > > El 23/02/2011, a las 21:19, nonlinear <[email protected]> escribió: > >> Do JBT users have a "wish list" for the new JBT features/functionality? If >> so, please post them here. >> -- >> 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. > > -- > 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.
