Is there a list of bug fixes/changes for 3.03?
I am only running windows xp but I am doing this on a Mac using parallels.
My PTF 3.01 is running fine. If anything, slightly faster than 2.99. I have been running lots of backtests of multiple stock groups. No issues...
Basically I am just replacing correlation with cointegration in my process. I am using high correlation (.95+) as my first criteria. But then I am...
I have done some quick comparisons between high correlation and high cointegration with PTF 3.01 and I am seeing much better results with...
This looks very similar to pairtrade finder
Yes. According to PTF, cointegration doubles the average profit per pair trade. I have started backtesting with the new version and I do see...
For those of you interested in Pairtradefinder. The newest version (3) was released today and has added co-integration. This should produce better...
coreed thanks for sharing. It looks like you are doing very well. One question, what happened to the 3/11 FFIN/FHN trade? I don't see that on your...
coreed I am not sure if you are understanding what I am doing. I am sticking to the system and trying to make this as mechanical as possible and...
Well this trade just got the exit signal anyway. I have had too many good trades reverse the next day after almost exiting with a profit. So I...
Just closed CY/FCS for a nice gain. Thanks to coreed for the trade idea. I closed before I got the signal and it might get an exit signal...
Entered new pair: Long SWN Short UPL This has been one of my better pairs. Hope it stays that way.
salco, how have you setup tos to trigger signals? I also use tos and would like to know how to do this. Thanks.
No
Bigsalid and jones: I am calculating individual trade return then an average of all wins (losses). So if I am investing 10,000 for each pair...
144 trades since 8/2009. Win rate 72.2% Ave win 1.45% Ave loss 2.18% There is some learning curve in these numbers and lately ave win/loss...
Briefing.com has upgrades/downgrades and I signed up for their email updates. Their morning update includes this list. I also check the news on...
You are correct, the dividends do tend to even out over time. At first I didn't pay attention to them but now I check them (in particular...
Meant to say this 1-2 day trade.....close out before you have to pay dividend.....
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