Eugene, I guess here is our contribution to the wish list for the new features: ability to access MarketSnapshot member variables across strategy instances for multi-instrument strategies and portfolio synchronization.
________________________________ From: Victor Martin <[email protected]> To: "[email protected]" <[email protected]> Cc: "[email protected]" <[email protected]> Sent: Wed, February 23, 2011 4:07:02 PM Subject: Re: [JBookTrader] Poll for new features 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. -- 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.
