Keep in mind that the book data that this platform relies on is very expensive (unlike price data), so if you plan on doing any backtesting, that may be a factor. On Mar 7, 2012 2:40 PM, "Tim Lawless" <[email protected]> wrote:
> 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]>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]. >> 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.
