Judson,
Thanks for your reply. I am only interested in the data for the current
day so that won't be a problem. The midpoint price is probably good
enough. Is there a sample strategy along these lines or a document that
explains the inner workings. I presume I would call addParams to modify
Entry and/or Exit within onBookSnapshot. But I'm not really "seeing" the
whole thing yet.
Thanks.
On 3/5/2012 9:03 PM, Judson Wilson wrote:
You can get "almost" this from the price info, although the "price" is
a one-second calculation that is the midpoint between bid and ask.
This is available once a second, and you can make bars from it if you
wish. However, this info is only really intended to use through 1
day. Each day everything more or less resets.
It IS open source, so you can use it as a base and mod the heck out of
it. That's sort of what I am working on.
On Mon, Mar 5, 2012 at 2:08 PM, CluelessTrader <[email protected]
<mailto:[email protected]>> wrote:
I'm interested in implementing a trading strategy that is not using
the book. I would like to collect price info (open, close, high, and
low) during a trading period and compare the current price to
determine entry and exit. Is this doable with your platform? I have
searched this forum for similar examples but didn't find one.
Thanks
--
You received this message because you are subscribed to the Google
Groups "JBookTrader" group.
To post to this group, send email to [email protected]
<mailto:[email protected]>.
To unsubscribe from this group, send email to
[email protected]
<mailto:jbooktrader%[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.
