Additions to Marcus notes:

1. The names of parameters in your trading strategy is arbitrary (i.e. it
can be anything)

2. With regards to the sample strategy included with JBT,
a) "Period" refers to the period of time in seconds, used for exponential
averages
b) "Scale" refers to a multiplier to bring a particular measure into a
desired range
c) "Entry" is the trade entry threshold
d) "Exit" is the trade exit threshold

I suppose I could add another "classic" strategy, such as EMA cross, for
demonstration purposes.



On Wed, Feb 20, 2013 at 4:36 PM, Marcus Williford <[email protected]>wrote:

> Simba / Mick,
>
> Let the group know what indicator you want to see, and maybe someone even
> has it built already.  People do hold back pvt branches for multiple
> reasons, but usually don't mind sharing code examples.  Many of the
> Indicators are built from basic building block of EMA's, etc.  So you might
> find/build velocity examples which measure differences in short/long term
> EMA's, etc...  Also, some optimization of step-wise math is in play, which
> I also had to learn more about.
>
> I'm not sure which "scale" you refer to, but generally it might be
> something like a coefficient to blend multiple indicators in a model (if in
> a sample strategy) to make some decision based on a threshold.  It is
> expected that the user will modify (a lot), the Sample strategy and add
> some Indicators.  You next step is to really learn how to optimize, once
> you get the hang of it, the tool actually does a pretty good job of it.
>
> Tell us more about your experiences, and I think you will find helpful
> people in this group.
>
> Good luck, and welcome!
>
> Marcus
>
>
>
> On Wed, Feb 20, 2013 at 5:59 AM, Eugene Kononov 
> <[email protected]>wrote:
>
>> Hello Simba and Mick,
>>
>> I was going to say something like "sorry, there is no documentation yet
>> on strategy writing", but then I looked at the links referenced by Ali and
>> realized that we had several good discussions around it. Please read
>> through these discussions, and if you still have questions, feel free to
>> post here.
>>
>> Thanks,
>> Eugene.
>>
>>
>>
>> On Wed, Feb 20, 2013 at 1:05 AM, Ali Farahani <[email protected]> wrote:
>>
>>> Simba and Michael,
>>>
>>> The link to JBT User Guide:
>>>
>>> https://docs.google.com/document/d/1uNQzIbuNyNZXxuv9NFCZRgx0nYeEfwuG1ZRfHBnFfZk/preview
>>>
>>> There is also:
>>>
>>> https://docs.google.com/viewer?a=v&pid=forums&srcid=MTI4NDcyNzUzNDYwMDc4NTI0OTYBMTU5NjI2NDMwMDgwNTY0NDk3MDgBMlhXak10SmMzYmNKATEBAXYy
>>>
>>> For a more in-depth understanding of JBT's theoretical foundation,
>>> review these previous posts:
>>>
>>>
>>> https://groups.google.com/forum/?fromgroups=#!topic/jbooktrader/JsywY3YYAY4
>>>
>>> and
>>>
>>>
>>> https://groups.google.com/forum/?fromgroups=#!topic/jbooktrader/tLi_P_T8Py4
>>>
>>> Hopefully these items will help you get started!
>>>
>>> Kind regards,
>>>
>>> Ali Farahani
>>>
>>>
>>>
>>> On Tuesday, February 19, 2013 4:51:50 AM UTC-8, Simba DIARRA wrote:
>>>>
>>>> Hi Eugene and the Community,
>>>>
>>>> I am a bginner to this tool, and was wondering if there is some doc
>>>> resources explaing the various indicators in use by JBT.
>>>>
>>>> Cheers
>>>>
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