Jasper pre-beta available
- Thread starter aphexcoil
- Start date
I like your way of representing the orderbook.
Eurex bid/ask
Do you plan to add Eurex? If so, I have some suggestions:
Eurex will deliver only the best 5 bids/asks. Could this be implemented by showing these 5 inside a moving "window" on the thermometer-like orderbook? That is I want to see some "history", the quotes outside this window should be dimmed, but readable. The quotes are reset at start of the trading day, that is the "history" is cleared at the start of each day.
Within that moving window could you add cumulative bid/ask size, just like TWS shows them now?
Pyramiding
If I want to add to an existing position, I would like to "click" on a price. This price is considered to be a stopp-loss price. Jasper then figures out what would be the cumulated p/l of the existing position plus an added position (with default size) if the whole position (existing + possible new an added) would be exited at this price. An order for this added position (@market or with preset defaults) would only be transmitted, if the user explicitly decides to do so. If the order is filled, the (existing) stopp-loss order is modified as to size and price (and transmitted).
As this probably would require some screen estate, it should be configurable, e.g. instead of the chat feature.
Regards
Bernd Kuerbs
Eurex bid/ask
Do you plan to add Eurex? If so, I have some suggestions:
Eurex will deliver only the best 5 bids/asks. Could this be implemented by showing these 5 inside a moving "window" on the thermometer-like orderbook? That is I want to see some "history", the quotes outside this window should be dimmed, but readable. The quotes are reset at start of the trading day, that is the "history" is cleared at the start of each day.
Within that moving window could you add cumulative bid/ask size, just like TWS shows them now?
Pyramiding
If I want to add to an existing position, I would like to "click" on a price. This price is considered to be a stopp-loss price. Jasper then figures out what would be the cumulated p/l of the existing position plus an added position (with default size) if the whole position (existing + possible new an added) would be exited at this price. An order for this added position (@market or with preset defaults) would only be transmitted, if the user explicitly decides to do so. If the order is filled, the (existing) stopp-loss order is modified as to size and price (and transmitted).
As this probably would require some screen estate, it should be configurable, e.g. instead of the chat feature.
Regards
Bernd Kuerbs
I am going to probably break up that part of Jasper and make little buttons that allow you to bring up whatever it is you want. And yes, that could be done, too.
Right now, I am working on the database part for Jasper.
Each time you make a trade, it will record all details about the trade, including total time in market (of course this gets a little more complicated if you put in 5 contracts and close out 2, etc). The database will be a standard ACCESS database that can be imported into Excel spreedsheets.
Eurex will be added. What is IB's ticker for that?
Jesus Aphie, slow down son!
You're making all these professional software development firms look second rate.
Runningbear
You're making all these professional software development firms look second rate.
Runningbear
I'll get right on it. I am rewriting a massive amount of code to make it run even more efficient. I had to do some rewriting when I put in the stock module. The stock module is turning out fantastic.
In the picture, you will see where I have standing limit and stop orders. The blue boxes are brand new and allow you to place stop-limit orders.
Today INANDLONG described to me what "Stop gunning" is -- so I may have an option to let Jasper hold stops and limits internally so they don't show up on the market screens.
Here is the picture:
Forgot to answer this.
Showing the order-depth is something that could be made possible if InteractiveBrokers adds that function to their API. Although you can get market-depth through their TWS, I have not seen any market-depth function in their API.
I'm sure this could be easily programmed -- perhaps Def would pass this request along to their programming team at IB.
Stock version will be ready after this weekend. I am going to do some extensive testing over the weekend to make sure it has no bugs -- or at least no major ones.
The first released version of the stock module will have .01 cent increments for stocks. Since Jasper is about speed of execution, this is most important for scalpers. I will have user definable increments down the road -- but this will get you started at least.
.0001 increments is what we scalpers need