Pair Trading Strategy Journal

Discussion in 'Journals' started by jonnysharp, Aug 18, 2008.

  1. hat8866, let me know what sector/industry your interested in & and Il do a correlation test in pairtrade finder and post the results.
     
    #151     Sep 10, 2008
  2. Closed 2 trades today for a profit

    Sold GR @ 49.96
    Covered COL @ 49.70

    Sold HON @ 47.60
    Covered LUK @ 42.03

    No new trades today.

    Open trades: 10
    Wins: 11
    Losses: 0
     
    #152     Sep 10, 2008
  3. hey very cool journal. You have inspired me to get excel set up and try and start adding some pairs daytrades during the day. Keep up the good work!
     
    #153     Sep 11, 2008
  4. How much are you down on your open trades?
     
    #154     Sep 11, 2008
  5. Currently down about 3800 on open trades, closed wins are offsetting them though. My open portfolio is concentrated in basic materials which have been very volatile lately, my position sizing reflects that however i'm working on setting exposure limits to sectors now. Ive noticed most of my trades go against me for awhile before coming back, i'm currently looking at incorprating a layering component in my trading plan, by looks of it I would be up more atm if I had layered.
     
    #155     Sep 11, 2008
  6. Midas

    Midas

    Johnnysharp,

    How do you have a pre set stop loss area for each area in case one of your trades does not go as planned?
     
    #156     Sep 11, 2008
  7. Atm, I don't use stops, I just wait for an exit signal. I'm looking into stops and may incorprate them into my trading plan in the future.

    Opened 2 new trades today;

    Long CCI @ 33.77
    Short AMT @ 38.78

    Long TOL @ 25.00
    Short PHM @ 16.38

    Id like to thank everyone for their ongoing contributions, Ive got heaps of ideas that I'm working on to improve my pair trading.
     
    #157     Sep 11, 2008

  8. Why did you decide to initiate these two pair today?
     
    #158     Sep 11, 2008
  9. I received entry signals for them. Also correlation charts are in an uptrend and above 90%. Ratio charts are in a trading range and are currently around previous reversal zones.
     
    #159     Sep 11, 2008
  10. Where are the losses coming from if you have 11 Wins and 0 Losses?
     
    #160     Sep 11, 2008