Pair Trading Strategy Journal

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


  1. yea, you're right. It's 365. sorry.
     
    #2011     Mar 29, 2010
  2. Magnas

    Magnas

    Closed BEAV-GD today for small loss -38 USD.
     
    #2012     Mar 29, 2010
  3. coreed

    coreed

    Sold IBN @ 43.01 (+6.59%)
    Covered BAC @ 17.74 (-1.55%)



    22 Trades posted to forum

    16 wins
    6 losses
     
    #2013     Mar 30, 2010
  4. Darshan

    Darshan

    Is there anyway to change your pairs in the console? I want to alter my variables... or do I have to delete everything and start all over?
     
    #2014     Mar 30, 2010
  5. Darshan

    Darshan

    for anybody that uses www.market-topology.com They must uses different algorithums to come up with their spreads. Pairtrade finder correaltions and market-topology correaltions vary drastically sometimes.
     
    #2015     Mar 30, 2010
  6. You can highlight and delete pairs you no longer want to follow and then add pairs you like from back tester. Once the pair is saved in the console, it will start to be checked for triggers for entry/exit.
     
    #2016     Mar 30, 2010
  7. Correlation is a time varying number. Also, you calculate correlation over a specified period of time. So they maybe using a different lookback period.
     
    #2017     Mar 30, 2010
  8. wphil1

    wphil1

    I recently loaded the 30 day free trial of PAIRTRADEFINDER software. I am having difficulty getting started with it. It does not seem to be a very intuitive software. Does anyone have a suggestion regarding how to get some help with it? I would be happy to pay someone to help me with it.
    Thanks,
    Wayne Phillips in Houston, Texas
    WPHIL11@VERIZON.NET
     
    #2018     Mar 30, 2010
  9. Darshan

    Darshan

    I'm having signals generated, it says for the first layer in apirs that I have already entered into??

    Then I'm having pairs saying they are not in a trade when there was a signal the day prior. I scanned the log and could find no exit signal.

    How are you guys trading on this?

    Anyone else having issues like this? This software is glitchy and buggy...sheesh!
     
    #2019     Mar 31, 2010

  10. Another bug that I noticed to. What is happening is that you have the PTF running during the day and the trigger was set off intra-day. Then if you shut down the program and the price has changed where it wouldn't set off the trigger, it will show up not in the trade. For example, if you have the trigger to enter a trade go off at say +2, and the pair reaches 2.05, it will trigger, but if the closing is 1.95, the next time you open the program, it will not show the trigger.
     
    #2020     Mar 31, 2010