I got it running, and connected to TWS, what do you think it might be lacking? Several TWS updates since 2010. I guess people are still using JArbitrager?
On Wednesday, December 3, 2014 9:20:35 PM UTC-6, Eugene Kononov wrote: > > JArbitrager last release was in 2010, and no development work had been > done since. You'd have to do a bit of work to bring it up to shape. > https://code.google.com/p/jarbitrager/ > > > On Wed, Dec 3, 2014 at 10:18 PM, <[email protected] <javascript:>> > wrote: > >> OK Great I will use it >> >> On Wednesday, December 3, 2014 9:10:13 PM UTC-6, Eugene Kononov wrote: >>> >>> 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] <javascript:>. >> To post to this group, send email to [email protected] >> <javascript:>. >> 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.
