I hope so. However, I still feel not so clear for some data and their
initial values.
// Define trading schedule
TradingSchedule tradingSchedule = new TradingSchedule("10:05",
"15:25", "America/New_York");
Why is the TradingSchedule from 10:05 to 15:25? What is the schedule for
JBT to collect the data?
int multiplier = 50;// contract multiplier
Is multiplier the minimum number of securities per contract?
double bidAskSpread = 0.25; // prevalent spread between best bid
and best ask
Is bidAskSpread the minimum spread between bid and ask?
In the comment, I saw
* Initial Intra-day: $2,500
* Intra-day Maintenance: $2,250
* Initial Overnight: $5,625
* Overnight Maintenance: $4,500
What are the meanings for those comments?
Thanks,
Xufeng
On Wednesday, June 26, 2013 6:18:10 PM UTC-4, Judson Wilson wrote:
>
> Just read the code. After this point it should be pretty clear.
> On Jun 26, 2013 2:08 PM, "Xue-Feng Yang" <[email protected] <javascript:>>
> wrote:
>
>> Yes, but I still need more time to understand your system before design
>> my own trading strategies. In order to reach that goal, I need more help
>> from you for sure.
>>
>>
>> On Wednesday, June 26, 2013 4:56:12 PM UTC-4, Eugene Kononov wrote:
>>>
>>>
>>> Thanks Eugene. After knowing the input data and initial values for the
>>>> parameters, now I can start to explore the logic for ES-Sample.
>>>
>>>
>>> Good. The fun part begins when you design your own trading strategies.
>>>
>>>
>>>
>>>
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