Hi Eugene, One question for you with respect to optimization. I read in some old post that you have preference for PI and Kelly factors for best strategy choice. >From what level of these per indicator you would consider trading live a strategy?
thanks On Saturday, 23 February 2013 23:53:15 UTC+9, Eugene Kononov wrote: > > Yes, it's all about "resistance" and "support", which are the results of > either excessive supply or excessive demand. The amount of "excess" is what > JBT attempts to quantify by analyzing the exchange limit order book. > > On Sat, Feb 23, 2013 at 8:52 AM, Mick O'Donnell <[email protected]<javascript:> > > wrote: > >> Hi Eugene, Ali, Simba & Marcus, >> >> Thanks for your repsponses. The "JBook Trader Sample Indicators and >> Strategies" document was exactly what I was looking for, thanks Ali. I >> understand now, how JBT is using the velocity indicators to find points of >> tension. I'd used the terms "resistance" and "support" in the past, but I >> see it's effectively the same thing (but far more quantifiable than my >> previous trading methods). I'll keep reading the documentation and come >> back with any questions. >> >> Many Thanks, >> >> Mick >> >> >> >> >> >> >> On Friday, February 22, 2013 10:11:01 PM UTC+1, Ali Farahani wrote: >>> >>> As I reviewed the discussions from 2010 and 2011 again, I have started >>> doing more research on the topic. I came across this paper that you may >>> find useful: >>> >>> http://iospress.metapress.com/**content/07522352T341037L/**fulltext.pdf<http://iospress.metapress.com/content/07522352T341037L/fulltext.pdf> >>> >>> Regards, >>> >>> Ali >>> >>> >>> On Wednesday, February 20, 2013 5:59:46 AM UTC-8, Eugene Kononov 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/**1uNQzIbuNyNZXxuv9NFCZRgx0nYeEf* >>>>> *wuG1ZRfHBnFfZk/preview<https://docs.google.com/document/d/1uNQzIbuNyNZXxuv9NFCZRgx0nYeEfwuG1ZRfHBnFfZk/preview> >>>>> >>>>> There is also: >>>>> https://docs.google.com/**viewer?a=v&pid=forums&srcid=** >>>>> MTI4NDcyNzUzNDYwMDc4NTI0OTYBMT**U5NjI2NDMwMDgwNTY0NDk3MDgBMlhX** >>>>> ak10SmMzYmNKATEBAXYy<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<https://groups.google.com/forum/?fromgroups=#!topic/jbooktrader/JsywY3YYAY4> >>>>> >>>>> and >>>>> >>>>> https://groups.google.com/**forum/?fromgroups=#!topic/** >>>>> jbooktrader/tLi_P_T8Py4<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 >>>>>> >>>>>> -- >>>>> You received this message because you are subscribed to the Google >>>>> Groups "JBookTrader" group. >>>>> To unsubscribe from this group and stop receiving emails from it, send >>>>> an email to jbooktrader...@googlegroups.**com. >>>>> To post to this group, send email to [email protected]. >>>>> Visit this group at >>>>> http://groups.google.com/**group/jbooktrader?hl=en<http://groups.google.com/group/jbooktrader?hl=en> >>>>> . >>>>> For more options, visit >>>>> https://groups.google.com/**groups/opt_out<https://groups.google.com/groups/opt_out> >>>>> . >>>>> >>>>> >>>>> >>>> >>>> -- >> You received this message because you are subscribed to the Google Groups >> "JBookTrader" group. >> To unsubscribe from this group and stop receiving emails from it, send an >> email to [email protected] <javascript:>. >> To post to this group, send email to [email protected]<javascript:> >> . >> Visit this group at http://groups.google.com/group/jbooktrader?hl=en. >> For more options, visit https://groups.google.com/groups/opt_out. >> >> >> > > -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/jbooktrader?hl=en. For more options, visit https://groups.google.com/groups/opt_out.
