Hi, I just recently discovered JBookTrader and this group. It all looks very interesting, and I would like to ask a few questions about JBT and its underlying indicators.
1) Has anyone used JBT for equities or options, or does it only work with ES. If so, are you using IB's equity/options book data or some other deep book feeds? 2) Is there any charting capability for the book velocity, price velocity, tension indicators etc. discussed in the User Guide or Wang's 2011 Sample Indicators and Strategies? Or has charting been done for these indicators outside of JBookTrader? I'd like to actually see what patterns develop and what indications can be derived from those calculations. - I did notice that the sample Strategy Performance Chart in the User Guide has tension plotted as an indicator, but I can't make out what it shows. Also, I'd like to see the two component velocities, with slow and fast for each, plotted separately. 3) Are there other book indicators available beyond those discussed in the User Guide or Sample Indicators? For instance, has there been any work done with JBookTrader indicators that relates to how the book reacts to book/price changes? - "abogdan" hints about this approach in the elitetrader thread that was revisited in this group - see his item 1.http://www.elitetrader.com/vb/showthread.php?s=&postid=399844#post399844 - this approach was addressed in a recent paper on HFT exploratory trading: http://www.nanex.net/aqck2/4136/exploratorytrading.pdf, with additional comment by Nanex: http://www.nanex.net/aqck2/4136.html 4) Re: abogdon's theories in the elitetrader thread, again it's all extremely interesting. But, I saw in a Google search that his QAT firm recently went out of business. This development doesn't lend much support to his theories or perhaps to those also used by JBT. Any ideas on what happened there? Thanks, Mark -- 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. For more options, visit https://groups.google.com/groups/opt_out.
