Ok . Do I understand correct that you are trade the futures or stocks but analize the midpoint price and bid & ask side of visible book. I mean there is technical alalysys which analyze a bar patterns. JBookTrader is not for that , it is for analyzing bid & ask of visible book. Is it correct and based on that algorithm deside to trade the current stock or future contract?
Sorry for such dummy questions :-). Thanks Oleg. On Sun, Apr 14, 2013 at 7:39 AM, Judson Wilson <[email protected]>wrote: > Book trading, in this context, is trading based on 1) midpoint price, and > 2) a measure that is related to the ratio of the total shares on the bid > side and on the ask side of the visible book. That's it. > > As you can see, the code is pretty clean and clear, so you can change this > as you see fit. > > > On Sat, Apr 13, 2013 at 2:21 PM, Eugene Kononov > <[email protected]>wrote: > >> >>> My question is : Where can I read about Book Trading. I am familiar a >>> bit with forex , options , futures and stocks. >>> From previous posts I understand that JBookTrader is not working with >>> these finansials instruments. >>> >> >> JBookTrader will work with anything which has level 2 data available in >> TWS (which is the exchange limit order book). This includes all forex, most >> futures, some stocks, and some options. To verify if a particular >> instrument has level 2 market data in TWS, select it, and pop up the >> "market depth" data dialog in TWS. If you see 5 or more price levels, it >> means that exchange order book is available. >> >> >> -- >> 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. >> >> >> > > -- > 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. > > > -- 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.
