What about historical data?  If you are using say a 5-min bar strategy, can
you use inexpensive bar data to backtest with or do you have to buy
expensive book data?

On Fri, Apr 8, 2011 at 2:32 PM, nonlinear <[email protected]> wrote:

>
>
> On Friday, April 8, 2011 2:58:28 PM UTC-4, jeb211b wrote:
>>
>> I am one of the time bar based traders that makes use of
>> JSystemTrader. You have to take in to account that for many trading
>> instruments book/DOM/L2 trading just doesn't work.
>>
>> I have looked at the code in the latest version of JBookTrader and it
>> not at all apparent to me how to modify it to make it time bar based
>> like JSystemTrader. I see Bar.java and BarSize.java in the "chart"
>> folder, but it looks like they are just used for charting.
>>
>> Could you please give us time bar based traders some guidance on how
>> to modify JBookTrader to function the same as JSystemTrader.
>>
>>
>
> The book data that JBT subscribes to includes L1 data, i.e, best bid, best
> offer, and volume. The "bars" are simply a compression of this data into a
> OHLC, which you can easily construct from the 1 sec JBT data. Now, if you
> are willing to go with an approximation, you don't even have to construct
> bars or to change anything in the source code. For example, let's say that
> your trading strategy is based on the crossover of the EMA(10) and EMA(5) on
> the 1-minute price bars. That is to say, when the 10-bar price average is
> below the 5-bar price average, you buy. That would be roughly equivalent to
> the EMA(600) and EMA(300) in JBT, without making any code modifications.
>
> If you have specific requirements for bar-based strategies, post them in
> this thread and I can direct you to an implementation. The bottom line is,
> JBT book data is a super set of L1 data, and therefore, anything that can be
> done in JSystemTrader can also be done in JBookTrader, but not vise versa.
> JSystemTrader has not been maintained in a number of years, so I would not
> recommend using it. JBT, on the other hand, is current, and I am staying on
> top of it.
>
>
>
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