Thank you very much for such detailed answer. On Sunday, April 14, 2013 10:15:53 PM UTC+3, Judson Wilson wrote:
> That sounds correct. The price and book balance are update once a second. > Inidicators, which are simply mathematical transformations of the price and > book balance, or also updated once a second. After they update, JBT calls > a callback in your strategy so it can react to the new data. > > In theory you could build stuff on top to trade bars, but a lot of us > around here think bars are kind of silly ;) > > Take a look at the example strategies, and figure out how the "params" are > explored using the optimizer. > > > On Sun, Apr 14, 2013 at 2:32 AM, Oleg Ruchovets > <[email protected]<javascript:> > > wrote: > >> 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]<javascript:> >> > 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]<javascript:> >>> > 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] <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] <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] <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.
