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Out of my short waaaaay to early. Going to have to learn to leave one of for good measure....

Quite a ride this morning. Still have my shirt... :-)

Schizo = Saliva?

Looks like we are headed south again?

What a beautiful morning. As many points captured on the way down as on the way up. Thank You Mr. Saliva... :-) Adrian

I'm still in MR/RMD with a profit exit set to 2.49%. Certaintly if ACL/RMD produced 3.6% it was the better candidate. Was this return based on the close, or when the ratio crossed the avg ratio intraday? Adrian

I started trading pairs on the 1st May and am ontrack for a 50% annualised return. However my PF is hanging below 2 at the moment, and i'm not really happy with some of my picks. I have started looking at alternate criteria, and will monitor results going forward. I am not going to take...

Walt, I have been going over some of your comments, looking for the comment about the % difference between the ratio and the average ratio. I think this is key for me, as the difference between these two represent the maximum profit for the given trade. Not sure if you have a solution to...

Damn! Sometimes pairs revert too quick - missed out on AM/IILG. Managed to get some SNHY/ZOLT That'll throw the cat amongst the pigeons....

This journal seems to have gone super cold, Jonny seems to be off enjoying the spoils of his gains....Good for him. Yesterday I got my Profit Factor above 2, and at the same time racked up my 100th pair trade since May 4th. Average days in trade is about 11, with an average of just under...

In thinking about this, it may be a little more complex than I thought. Reason being that exit triggers are based on a moving average (Exit when the ratio crosses the MA of the ratio). To have that calculated in Excel would require historical data, not just the current feed from IB. Has...

Wow. That's a great return. I wish I was doing that. From memory your using a spreadbetter, so in theory your volatility/risk is higher. What's your Profit Factor? Adrian

Thanks TK, I might use this SS as a method to exit open positions. It should alert me faster, and perhaps I can get my head around automatic exits at a particular combo price. I am noticing a few intraday exits that by the time I work out the combo price, it's too late, and I miss the exit...

Hey Guys, I've noticed in my trading that there are a couple of scenarios when a pair get > 2 SD from their mean. Either they both diverge from each other, indicating that one symbol is trending against the market average, and the other is trending with it. We enter here hoping each symbol...

Given the evidence against correlation, I find it hard to base my own trading decisions on correlation. I make imperfect minor decisions of a trade on the historical movement of a pairs correlation. But this could also be a bogus choice, without any real significance. My trades show a 0.16...

Hi Walt, Yep, I'm still making a positive impact on my account, however I don't think I have ever made 3% in a week. Generally If I have big week, it's because I am was in drawdown from the previous week, so those swings recover open losses.

I am only using the software, not the subscriber service, and I'm making money. What more can I say? Sure it's a bit buggy, but I bought it to make money, and it's doing a fine job of that. My account is also no where near as volatile as the recent market activity, another huge plus of pair...

So I'm going to give these combo orders another try. The problems I mentioned did in fact happen right at the open, so perhaps I was being a bit harsh. My reason for change is simply to get in and out at a predefined spread limit price, rather than accepting whatever happens at the open or the...

You get what you pay for. Choose the IQFeed datasource, and alot of these issues dissappear. I did a test the other day between the two feeds, backtesting 'Business Services', and I ended up with 20% more 'good looking' pairs that were bogus from the Yahoo feed than from IQfeed. 60 bucks a...

Generally the program puts the DB in c:\PairTradeFinder. If you run PTF, the Database will be locked for the duration of the computer being on, irrespective of shutting down PTF application. To remove this lock, reboot the pc, but do not run PTF at this stage. Open Explorer and copy the...