Recent content by BornToFail

It does not make a difference if you re-create the database or not. The Yahoo feed is skewed. I suspect there is an API change from Yahoo. In the meantime, I suggest you subscribe to iqfeed to keep PTF going until either the situation is resolved either by Yahoo(if the quotes are corrupted) or...

Since I have some time on I hand I would like to ask a question for those of you who had been pair trading for sometime for some advice or at least share your thoughts if you are so gracious. Do you enter trades right away, EOD, or at market opens, once a signal is given during the day? Or...

Good to know it is not just me. I tried PTFv303 too and it is the same. Highly likely that either Yahoo modified the API over the weekend or something is wrong with its quote feed. I guess I need to call it an early day with pair trading today. Thanks.

Fellow PTF users: Anyone seeing something funny this morning? This morning I am getting totally skewed quote from Yahoo in PTFv301. Basically, the price for all the quotes are in the $5million range. Needless to say it is giving an entry and sell signal for all the pairs. I think either...

As Amit mentioned earlier the CI calculation is shortened to 100 days (as confirmed by Jared) in v303. I already did an extensive backtest using v303 but I did not have the oppty to compare it with v301. Also, my backtesting criteria is not the same in both versions thus it makes it difficult...

Question to those using PairTrade Finder. Which version are you using now? PTF v301 or v303. Also, did you re-create the database after upgrading? Thanks. BT

To all other PTF USER: I have the following issue and looking to see if it only pertains my setup. I notice PTF v301 and v303 are returning different values. Even PTF v301 returns different co-integration and correlation values from two different database - one created 40 days ago and one...

To all other PTF USER: I have the following issue and looking to see if it only pertains my setup. I notice PTF v301 and v303 are returning different values. Even PTF v301 returns different co-integration and correlation values from two different database - one created 40 days ago and one...

To all other PTF USER: I have the following issue and looking to see if it only pertains my setup. I notice PTF v301 and v303 are returning different values. Even PTF v301 returns different co-integration and correlation values from two different database - one created 40 days ago and one...

Garbar, How did you get the 'LAST' column to show that way it is on your picture? I assume it is an ATR histogram overlapped with the last price. Can you point me to it? I had been looking for that function for sometime! Is it a custom script? Thanks.