Well, you need to know Java ;)

To forward test, you right click a strategy in the JBT window, and select
"forward test". Optimizing is similiar.

Each strategy is a class. You need to modify one of the example strategies.
Unfortunately the strategies got a lot more confusing for newbies as they
are now a few levels deep. I haven't touched any of this for a while but
yeah, you need to figure out where the strategies inherit there stuff from.
It will take a fair amount of digging to figure out how to use another
instrument than ES.

I recommend you start with an ES strategy first to figure out the basics of
the software, and then implement a different instrument.

Good luck!


On Fri, Nov 8, 2013 at 12:02 PM, Mark Elder <[email protected]> wrote:

> Hi Judson,
>
> Thanks for jumping in.
>
> To start, I just want to change the sample strategy to work with AAPL book
> data and then run JBookTrader in forward test mode on that sample
> StrategyAAPL to see how it does. Then, try the optimize mode on the results
> and see what happens after optimization with more forward testing.
> Basically, I want to take it for a test drive on AAPL data.
>
> I've been looking at the files in eclipse and I see "Sample.java" in the
> .strategy folder. But, I also see several other symbols in the
> .strategy.base folder and I wonder if I should editing those instead of
> Sample.java, or both. StrategySPY.java and StrategyQQQ.java have parameters
> that better match AAPL's.  But, I don't see the same code in these files.
> They don't seem to have their own strategy but instead build on the ES
> strategy, but I don't really understand it all.
>
> Eugene had said "make a copy of the sample strategy, change a few things,
> recompile, and run" to do this. But I'm not sure of which file I should
> edit: one the other or both a .strategy and a strategy .base.  Also, I
> don't really know jack about java editing and recompiling.  I've managed to
> create a new .strategy file, copy and paste code from StrategyQQQ.java,
> change the symbol to AAPL and changed the time settings in the code to RTH,
> but I don't know for sure if I'm doing it right or not.
>
> In general, I have lots of ideas for analyzing book data. Now, I'm just
> trying to too see what can be done, or at least what I can do, with
> JBookTrader.
>
> Thanks again,
>
> Mark
>
>
>
> On Fri, Nov 8, 2013 at 2:07 PM, Judson Wilson <[email protected]>wrote:
>
>> What do you want it to do when you want it to "run"? Please be specific.
>>
>>
>> On Thu, Nov 7, 2013 at 11:51 AM, Mark Elder <[email protected]>wrote:
>>
>>> ... Well, I'm willing to try.  I can change SPY or ES to AAPL in the
>>> code and then see how it goes. Just please tell me how you select and run a
>>> particular strategy in JBT.
>>>
>>> Thanks,  Mark
>>>
>>>
>>> On Thu, Nov 7, 2013 at 1:08 PM, Eugene Kononov <[email protected]
>>> > wrote:
>>>
>>>>
>>>> I'm used to NinjaTrader indicators/strategies where you select a
>>>>> particular application
>>>>> then hit apply and it starts working. The problem is I don't see
>>>>> anything like that here,
>>>>> so I'm at a loss as to where to start. I take it there is no way to
>>>>> choose a strategy once
>>>>> JBT is running?
>>>>>
>>>>>
>>>> JBookTrader is not an "off-the-shelf" product, like NinjaTrader. Using
>>>> JBookTrader and designing your own trading strategies requires at least
>>>> intermediate Java programming knowledge. In return, you get complete
>>>> control over every single aspect and every single line of code in your
>>>> trading system. It would be a steep learning curve for you to use
>>>> JBookTrader if you are not a Java developer.
>>>>
>>>>
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