Recent content by sals3r0

It does also support online cointegration tests now: https://www.pairtradinglab.com/analyze https://www.pairtradinglab.com/analyses/VJKtc5Qj8D5o0m3l

You may want to take a look on www.pairtradinglab.com

Hello everybody, I have some news about the pairtradinglab website - it now contains a searchable database of about 350,000 pre-screened pairs (NYSE/NASDAQ stocks and NYSEARCA ETFs). There are 3 studies per pair and it is updated every month automatically. You can take a look on it here...

pairtradinglab.com news: - you can register and login - while logged in, all backtests/studies you do are stored in your profile and you can browse them later - while logged in, you don't need to enter captcha every time

PTL website works with Google Finance data, so if you are not able to find your symbol on Google or there is no "Download to spreadsheet link", it won't work.

What is the full symbol on Google Finance? I am unable to find such a symbol (^DJI) - the closest what I can see there is "INDEXDJX:.DJI", which does not have data download link anyway.

I get data from Google Finance currently. You can use any symbols from Google Finance, for which Google provides historical data to download (it must offer the link " Download to spreadsheet").

Yes, cointegration is powerful indicator saying the pair might be good, but even for pair showing decent cointegration, for my own trading I would still want to see backtests as well. So to me, cointegration is a powerful tool, another indicator, a filter possibly - but not something I would...

Good news here...we decided that captcha will no longer be required to be filled everytime, instead, it will be required once a few backtests..this update will probably come in next 2 weeks

OK Let me explain: There are few approaches how to trade pairs. The most popular one (also the one we use at pairtradinglab) works with ratio between two stock prices together with two technical indicators applied on the ratio time series - moving average and standard deviation (you could also...

Good point about the captcha vs point clicking though. Will think about it, but no promises at this point...

Hello, right now the website is just meant to be a tool to confirm suspiction/profitability just as you say. But there are plans to extend its functionality also to cover other uses in future. Sorry about the captcha, but it needs to stay there for security reasons (the website would be...

Did a big update today - you can create studies. Explanation: Studies are essentially multi-backtests performed on whole ranges of indicator periods. If you create a study for pair of stocks, it will silently create backtests for all period ranges (10-50) at the same moment. Results are then...

I have altered the backtester so now it uses only Close prices in order to calculate the max drawdown and equity chart. The trick to show lowest possible equity using High and Low prices was nice, but unfortunately Google Finance seem to have too much errors in High and Low price series. Older...

OK, you should be able to use any Google Finance instruments now. Example FXE vs FXB: http://www.pairtradinglab.com/backtests/Tr0QmBoyvfCrhgPE