Recent content by Ivan

I actually rely on jonny to tell us there has been an update, or if I spy an updated version via one of his screenshots, but yes I agree, an email would be nice !

Hi Dr Who, I run multiple instances of PTF on different PC's (actually virtual machines) as it's dbase seems a bit stressed if I run everything in one instance. I also regularly see same pairs with different correl values across the instances. So for a given pair, one instance may show...

Thanks Jonny ! I'll email Jared and see if I get my hands on the beta. Looks like they've been working hard on some of those features so I'm keen to get a sample ! regards Ivan

Yes I know what you mean, we need a separate watch list for open trades. I actually run multiple instances of the program on different PC's, one instance is dedicated to open positions, so no clutter to distract me regards Ivan

Hi Oby, thanks for the reply, I"m familiar with the 6 charts provided by PTF, however I don't have the "percentfrommean" chart and also the % column when you "analyse pair" . The only columns I have are L & +/- So I'm wondering how Jonny got these as he appears to be running the same rev...

Hey Jonny, have you got updated software that I don't know about ? Where did you get the % column and percentfrommean chart ? I'm running the same version according to your pic (2.50727) but I can't find those settings... regards Ivan

Hi Jonny, thanks very much for sharing this info, very impressive ! I'm currently struggling a little with PTF at the moment due to inconsistent signals but I will persevere ... Just wondering if you could share some more info regarding the filters you use. I know you've probably covered...

HI Guys, my normal portfolio management program doesn't really lend itself to pairs trading. No problem entering trades but they are recorded as individual trades so when looking at historical trades it's difficult to figure out the actual pairs. Before I go putting together a spreadsheet...

Hey guys, I got me an IB account ! (no easy task being in Australia) So now I can get those nice low commissions which you guys have been getting all these years... I'm after some advice. Since IB offers a vast array of order types compared to what we "enjoy" here on local platforms, I...

Hey Walt, I ran the "database cleanup" script you posted and it looks like it's done some bad things! Most of my pairs now have either 0 , -100 or +100 correlation when looking at them thru the console. If I analyse some of them, it has only brought in 2 days of data, so it's not...

Thanks Walt ! I'll download it and give it a try, it might clean up some of my other problems I'm having. I've always wondered if there was some dbase "housekeeping" that was required as the thing just seems to get sluggish over time. I've actually split my pairs over 2 PC's to try and keep...

HI Walt and Johnny, thanks for the continual great info. Just wanted to say Walt that I too am having some problem with PF regarding false signals, negative correl and a few other things. I've made Jared aware of them so hopefully he is working away at them. I've been trading with PF...

Thanks mate, I am on their list but didn't get an email for some reason. Looks like to forgot to step the rev then as your new ver is same as my old I'll download it now Ivan

Hey Jonny, I have the same ver of PF as you, but I don't have a "plus/minus" chart. How did you get that ? regards Ivan

Hi Mike, I will be interested in what your find. I tried to setup some pairs in Wealthlab and an old version of Tradestation to test across a portfolio, but I haven't been successful. I have PTF , but the thing with PTF is that I can go thru and find high correlation and high average trade...