Greetings, JBookTrader has been optimized for Order Book trading. It offers a level of abstraction through the Strategy class that works best when used for Order Book trading. You could develop a custom layer on JBookTrader for Bolinger Band trading to utilize the infrastructure (e.g., order management, position management, etc.) but then it won't be JBookTrader.
Kind regards, Ali On Wednesday, December 3, 2014 1:37:38 PM UTC-8, [email protected] wrote: > > I have been testing a pretty simple strategy that is more or less an > arbitrage strategy between a future and a stock, where I buy or sell when > the difference is 1 std dev away from the mean and close the position after > regresses to the mean. I am wondering if JBookTrader will handle this with > the bolinger bands indicator in some way, or should I try to set up > JArbitrager which I think I have read was designed for that. > > The difference between the two securities is more or less a synthetic > security which is to be watched and traded when it deviates from the mean > or returns to the mean. > > Thanks > > -- 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/d/optout.
