JArbitrager would definitely be a better fit to this, compared to JBookTrader.
On Wed, Dec 3, 2014 at 9:20 PM, Ali Farahani <[email protected]> wrote: > 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. > -- 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.
