onMarketChange()

[Ali]

Greetings,

Is there an onMarketChange() method (in Strategy) in JBookTrader similar to the one in JSystemTrader? I am trying to use the the price of the last market trade to calculate the profit/loss for my current position in real time.

Is onBookSnapshot() the equivalent in JBT? With something like:

price = marketbook.getSnapshot().getPrice();

Thanks.

[Eugene Kononov]

Yes, the equivalent in JBT is onBookSnapshot(). It is called every second.

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[Ali]

Thank you.

On Monday, July 16, 2012 4:13:23 AM UTC-7, nonlinear wrote:

Yes, the equivalent in JBT is onBookSnapshot(). It is called every second.

[Ali]

One more question. I noticed that onBookSnapshot() is not called immediately upon the launching of a strategy. I found the following reference in an earlier post:

"The strategy must run an hour before onBookSnapshot() is called for the first time." ... "That is correct. The intent of this is to allow the indicators (such as EMA and SMA based indicators) to settle in. This is a feature, not a problem."

Is this still the case?

Thank you in advance.

[Eugene Kononov]

Yes, that's correct. Some of the indicators in JBT are exponential moving averages, so there is a configurable waiting period in JBT (set to 1 hour) to allow all indicators to settle before onBookSnapshot() is called for the first time.

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[Ali]

Thanks. Is this configuration done through the PERIOD parameter of the Strategy SetParams()?

[Ali]

MIN_SAMPLE_SIZE in IndicatorManager drives the 1 hour?

[Eugene Kononov]

That's correct.

On 7/18/12, Ali <ali...@gmail.com> wrote:
> MIN_SAMPLE_SIZE in IndicatorManager drives the 1 hour?
>

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