I have looked into it before. The single instrument paradigm is pretty deep. However, there is very good use of the object-oriented model, so it is possible. I rank it as "medium complexity / effort required".
Areas where I got hung up: - GUI - you have to figure out what you want the gui to do, and you will need to do at least SOME re-programming in this regard, which isn't fun if you don't know how it works. My thoughts were to ditch the multiple strategies thing and make the program work on one single strategy, and use each row in the main window to track each instrument. But still, what do you do for indicators that are based on multiple instruments? Or do you make a rule that indicators can only depend on a single instrument? - Backtest, etc - apparently you don't care about this, but deciding how to store data, etc, for multiple instruments. Also, how to present the data graphically? - Error Handling, etc - Decisions on what to do when there is some kind of market data / trade problem only get more complicated when there are more instruments. I hope this gives you an idea of what is involved. If you do decide to give it a go, make sure you learn how to use Mercurial / hg version control - it will make your life a lot simpler. - Judson On Wed, Jun 13, 2012 at 10:19 PM, Brad <[email protected]> wrote: > Hi Guys, > > First of all, congrats on a what appears to be a very polished piece of > software. > > I've taken a look through the source and from what I can tell, strategies > are restricted to monitoring and trading a single security, based on the > order book for that same security. Is this the case? > > I typically trade intra and interday statarb strategies, monitoring and > trading two or more securities. I saw there was a sister project called > jarbitrager that was built specifically for pair trading, but I understand > this has been abandoned in favor of JBT. I also need to see market depth > for my strategies (some illiquid securities), and I think jarbitrager > provides top of the book only..... > > So i guess my questions are: > - Does JBT only support only single securities for monitoring/trading? > - If so, how baked into the architecture is that assumption? (i.e. is it > feasible that I could modify it - I'm an okay programmer). I don't need > backtesting/optimization support, only forward test/trade. > > Thanks > > -- > 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/-/cTrfX4vFFagJ. > 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.
