I would like to make a multiple instrument version of JBT, that can also do simple price streams, and then we could do books on the S&P index, and VIX, and create indicators based on multiple-day data.
You cannot do this as well with the ES contracts because there comes a point where you switch contracts, and the data becomes discontinuous. But I have no time *sigh* On Tue, Aug 23, 2011 at 4:52 PM, nonlinear <[email protected]> wrote: > The closest available measure of volatility in JBT is the PriceVolatility > indicator. > > -- > You received this message because you are subscribed to the Google Groups > "JBookTrader" group. > To view this discussion on the web visit > https://groups.google.com/d/msg/jbooktrader/-/v8HCjLLjEYQJ. > > 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.
