I don't think it would be able to place trades. It has an old version of IB API which is not compatible with the latest version of TWS. That API needs to be updated. You can take the newer version of that API from JBooktrader and drop it in your JArbitrager project. Then test everything using a paper trading account.
On Wednesday, December 3, 2014, <[email protected]> wrote: > 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]> 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]. >>> 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:_e(%7B%7D,'cvml','jbooktrader%[email protected]');> > . > To post to this group, send email to [email protected] > <javascript:_e(%7B%7D,'cvml','[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.
