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Hello, i would like to kindly revive this topic so that I can pick your brains about how to connect to the sterling trader via a program developed in c#. I know that it says that the c# is inferior to VB, but that's because ST has made it's platform not in an efficient way and oriented to...

I have not empirically tested it, but my gut says that cointegration breaks apart as much as correlation does. There will be periods with high cointegration, and there will be periods with no cointegration. If the pair cointegrates constantly it must be something like there once was RIO and...

Follow-up on this trade - as it looks will close around the flat or marginally positive/negative result. Currently is 0.14% in the money.

And another one (30-10-2013), actually two and I've combined them into a three stock pair to disperse the risk. BHP long @ 71.31 BTU short @ 19.89 TCK long @ 27.94 BTU short @ 19.89 I'll post the chart only for the first one, because i can't add two attachments.

I took another trade (30-10-2013) for the journal and discussion. XEC long @ 106.25 SM short @ 90.00 and here is the chart of the pair.

Closed. XEC @ 107.88 PDCE @ 72.02 Gain 1.27%

closed for a quick scalp (didn't catch it at the right price and time). DVN short @ 65.48, closed @ 64.00 SM long @ 86.14, closed @ 85.00 net 0.4% return, measly sum

Hi, I've made my own backtest analyser with historical data from yahoo. It gets the data then I run the correlation check (don't know how to do co-integration yet) and then apply some filters to the % from mean. Does anyone know where I can get to research the ETFs that everyone seems to be...

Thanks for your comment. How do you filter out trades that seem to be trending, I mean how do you decide that it's a strong trend and you won't trade the pair. I've attached a chart to show what I mean and how the ratio snaps back at the trend (maybe this is a tradable event). I'm also mindful...

XEC long at $105.50 PDCE short at $72.22 It seems I can't put two attachments as of the moment, so I'll post the next trade in a new message. It's also taken on a delta spike and as a dollar neutral position. Guys do you know how to put more attachments or to inject the charts in the...

AEM short at $30.52 NGD long at $6.19 both positions are taken as dollar neutral, and delta spike. I hope these trades will stir up a conversation so that we can all benefit from the ideas.

Hello, this is my first post here, actually I've read the topic quite some time ago when johnnysharp was writing and that got me to try the pairtradefinder software and to be impressed by the probability for success. I've made some cash with it but it expired and I've postponed using the pair...