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    Idea with Potential?

    If you backtest be very carefull of opening prices, they are not reliable very often. Sometimes there is a 100 shares trade 1$ away from the "open price" and in the data you see that ridiculous price.
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    Professional market maker (options) software?

    Isn't there a world of difference between market making and "professional trading"?
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    Pair Trading Strategy Journal

    I dont have much in term of stats; 18 trades in about 2 months (been away a little while); 12 winners, 6 losers. Average winnner 1.03%, average loser -2.10%. This point out to my issue; I dont ride my winners. A little profit so far but the comish is eating a lot because I play so small. One...
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    Opening Orders - 2009

    No fills even though I played both way tight.
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    US Debt Ratings Downgrade, meaningless?

    OP, are you talking about that: "Standard & Poor's rattled investors when it said Britain may have its rating cut because of rising debt levels." If yes, then it's not the US that got that "downgrade", it's the UK. A US downgrade would be very, very meaningfull.
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    evening trading pairs...

    The Mini Heng Seng (MHI) is pretty active and moving usually. Not Forex though.
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    Frosty's Autotrading Equities Journal

    How about only going long on green? I mean only go long when the S&P is above it's previous close? It's abviously going to cut a lot of trades.
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    No way you Americans can LEAD the future, its all about public education system

    I'm no Americano but I tell you this: Slave mentality, period.
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    Pair Trading Strategy Journal

    lol, and another one. Out NU:UGI @ 0.86 from 0.8533. ±Flat after fees.
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    Pair Trading Strategy Journal

    OUT of my AMP:EV @ 1.09 from 1.0967 I tried to get a better fill yesterday and made it wost so I'm flat on the trade. Small loss after fees. Also, I expected a bigger gap on the open and I am not willing to ride without that cushion.
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    Pair Trading Strategy Journal

    Out of my MFC/NPBC in the first minutes. From 3.44 to 3.22 o/n.
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    Opening Orders - 2009

    Nice, Gordon. 1 fill, 1 long, 1 flat. Only 3 stocks, spreadsheet issue.
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    Pair Trading Strategy Journal

    But you can only trade indices with CFDs and spreadbet I think. For standard stock accounts, we can just use the ETFs, DIA, SPY, QQQQ... or go more exotic FXI, EWJ, EWH...
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    Pair Trading Strategy Journal

    Fist of I am also on a comeback in pairs and I never really had any success. So I can't speak with my numbers. As I said before I take tiny positions so I experiement and get use to the think. I dont have stature. I basically have 3 different scanners that I programmed myself. One is similar to...
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    Interactive Brokers intraday backfill data

    You can get the answer in the API guide: Historical Data Limitations Historical data requests are subject to the following limitations: Historical data requests can go back one full calendar year. Each request is restricted to duration and bar size values that return no more than 2000...
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    Pair Trading Strategy Journal

    2 new trades; Long NU:UGI @ 0.8533 Short AMP:EV @ 1.0967 And another one "outside the box", Short MFC: NPBC. Much more risky and not a correl play. Podimer, I will try to explain my parameters tonight. Time to go jogging.
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    Pair Trading Strategy Journal

    Sorry to tell you that but to me they all look crappy. Do you have any reson for your pairs selection? You dont seem to apply what we do here; mean reversion on correlated pairs that move 2-3 stdev away from the mean. I'm also not a big fan of averaging down, but that's personal to you.
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    Opening Orders - 2009

    1 fill, 1 short, 1 loser, -0.06 average. Large on longs. Cautious.
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    What did I do wrong in this chart?

    As said above there is no volume for forex as there is no central exchange. The volume you see may be indicative of activity. I would believe it's the volume at your broker alone.
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    Pair Trading Strategy Journal

    It was in my screen yesterday and I passed it but I may take it today.
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