> Regarding the GUI, I think I can do this with no GUI impact. This would > simply be another type of indicator that a Strategy can get a reference > too. This would keep things really simple for the initial impl, and reduce > the risk of any impact to the existing trading code. >
Not sure how you'd do this without affecting the GUI. Wouldn't you need to add the corresponding controls to the backtesting and optimization dialogs to specify the *second* historical data file? The GUI changes aside, there is a lot more to do in the back end to somehow synchronize these data files. There is a much simpler way out, though. We can add another column to the existing recording format, to record whatever we define as a "long term trend". For example: # This historical data file was created by JBookTrader # 1. date in the MMddyy format # 2. time in the HHmmss format # 3. book balance # 4. price # 5. volume # 6. long-term trend (in relative strength units) timeZone=America/New_York 010713,080904,4.0,1455.875,10,95 010713,080905,4.61,1455.875,5,95 010713,080906,4.63,1455.875,1,95 010713,080907,4.64,1455.875,0,95 010713,080908,4.59,1455.875,1,95 010713,080909,4.63,1455.875,0,95 That way, very few things would need to change, and all components of the system would be intacts. The downside is, of course, you've got to collect this for a year or so, before it becomes usable. -- 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.
