Pair Trading Strategy Journal

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

  1. Magnas

    Magnas

    reggieb,
    I am using Interactive Brokers for my trading and as datafeed. For analysis I am using just pairslog.com – is free website, perhaps still under beta development, but has all I need right now for selecting pairs, checking correlation and cointegration.
    For realtime analysis of the pairs I am using simple Excel, also from pairslog, that I connect to Interactive Broker datafeed via XLQ plugin.
     
    #2631     Aug 14, 2011
  2. waditude

    waditude

    Magnas,

    How many pairs does your equity curve represent?

    waditude
     
    #2632     Aug 14, 2011
  3. Magnas

    Magnas

    It changes through the time, but I follow about 14-17 pairs at one time. I open 5 pairs at one time maximum. I do allocate 5000 USD per one pair.
     
    #2633     Aug 15, 2011
  4. I have ptf v304 but i have tried other 3 series and I am having this very serious issue and would like to know if I am alone on this. I am having wrong quotes being used to calculate std dev and mean. When you look up stock details in ptf, it has the correct closing price but the wrong price on screen and trading signal screen.

    Have you ever noticed that ? Can you check ? couple I am seeing are in asian etf - fefn and adra. A lot in O&g too..This renders the software unusable for me. I tried building new db but no luck...installs and reinstalls..

    PTF has the rigt quote but using the wrong number. Can't blame on yahoo for this one....
     
    #2634     Aug 18, 2011
  5. robbo

    robbo

    Amitkumar have you emailed Jared, if so what did he say on the matter.
     
    #2635     Aug 19, 2011
  6. reggieb

    reggieb

     
    #2636     Aug 19, 2011
  7. no response...can you make a pair with fefn/adra and see if you have the problem..
     
    #2637     Aug 19, 2011
  8. reggieb

    reggieb

    Ive found PTF a buggy program and worse still its using Mysql which with another program and thank god that went to a web interface had the same issues.

    Maybe you say that its my pc thats the problem but this isnt computer related as ive used multiple machines all restored or new from scratch and all getting the same issues and problems with Mysql based software.

    Ive installed PTF onto a cloud server and again getting some issues. This is fresh operating system thats dedicated solely for PTF running .. and yet still some glitches

    Anyway .. below are some screenshots of some issues im having if anyone has had similar.

    As a credit PTF is the best of the bunch so far so its a matter of working through it for me...


    ERRORS ERRORS and more errors ive been through the data and eliminated zero days or some other issue but get:
    [​IMG]

    YOU WILL SEE THAT THERES NOT A HUGE SHIFT IN PRICES BUT THE LINES ARE JUST GOINE BAZERK ESPECIALLY FOR SOME OF MY CORRELATION LINES


    [​IMG]

    [​IMG]
     
    #2638     Aug 28, 2011

  9. what would be the benefit of installing ptf on a cloud server ?
     
    #2639     Aug 28, 2011
  10. reggieb

    reggieb

     
    #2640     Aug 28, 2011