i am not a PTF user but how a signal can be given with a cointegration rate as low as 0.64 ? Are your settings involved ?
07/28 long IR short IBM
right, to unbuckle my positions taken on June 30th (no reverse) , according with mean reversion achieved on my own model. Monday 11 : long...
07/08/2011 today market opening short SBUX long MKC
Mean reversion in sight , profitable spread = + 4.5% [img]
allow me to post this pair before market opening long : EFX short : NOC [IMG]
JuniorCTA is absolutely right, don't be fooled by this pseudo prop firm.
http://www.forex-tsd.com/evaluate-commercial-ideas/24619-mmindicator.html#post333587
i know you can do that with an add-on with this particular broker : http://www.activtrades.co.uk/index.aspx?page=forex_smartorder my 2c.
2 cents, i have more than enough to put my
Market opening :11/ 5 / 2010 This signal still available : buy POM sell PM target : +0.69% new signal : buy TLAB sell PXD...
GOAL ACHIEVED http://finance.yahoo.com/q/ta?t=5d&s=FCX&l=on&z=l&q=l&c=PM
right ! but as i wrote above (answering H2O) : "short term holding , 2 days on average". Now look at the opening today, right ?
Thanks for you interest H2O, of course, low profit expected = short term holding (2 days on average). Targets above-mentioned are calculated...
Market opening :11/ 4 / 2010 This signal still available : buy FCX sell PM target : +0.95% and : buy POM sell PM target : +0.69%
Accumulate positions Market opening :11/ 3 / 2010 buy FCX sell PM target : +0.94% buy AET sell TIF target : +1.09%
For some of you, my signals could be ridiculous in term of goal to reach. No matter, let's go. Who said co-integration couldn't exist...
I would like to accompany Mpat89 by giving my own signals based on cointegration (and not only a simple correlation between...
Can you name your broker, please.
search future dax data (M1 or M5) from 2009/07/10 to 2009/08/12. Can some of you PM me. thanks.
Separate names with a comma.