- jbooktrader is setup to work / calculate intraday strategies on market depth
- jbooktrader should be changed to calculate scripts on historic time series, where the time series will be setup, $timestamp, $high, $low, $open, $close prices
- strategies are run on intraday base and on end-of-day base
- strategies are using data from InteractiveBrokers and from 3rd party sources.
- data from InteractiveBrokers and 3rd party data should be stored in a database.
- external tool wo write 3rd party to database ??
- always check if the data are "up-to-date" / live, if not suspend trading
- there should be the possibility to suspend single strategies, while the other strategies keep running
- no optimization needed
- back testing, forward testing could be helpful for testing purposes
- fault tolerance:
if the program is restarted or if the program crashed, we need to get into a stable environment again.
the program should know which strategies were in wich state
the program should...