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  1. S

    Pair Trading Strategy Journal

    Hi Adrian, could you describe a little bit more in detail how to get an image of the original DB on the new computer? Tried that several times without any success. Thanks in advance! saico
  2. S

    Pair Trading Strategy Journal

    The pair has a solid track record. The trade also was ok in every term. But even if a trade looks perfect it sometimes fails. Thats the nature of this business.
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    Trading Gaps

    If this would be the case the trader obviously didnt get his homework on risk management done, NoDoji.
  4. S

    Pair Trading Strategy Journal

    I place odd lots with IB's smart routing. Works great and never had problems.
  5. S

    Pair Trading Strategy Journal

    Totally agree NKNY! Since I started I made some more changes that worked out nicely. One thing is to be very selectíve already when it comes to choose the right pairs and then again to choose the right trades. One of the most important things are the extremes like you mentioned. I have a great...
  6. S

    Pair Trading Strategy Journal

    I started trading live on april 7 and never went negative on my account. Unrealized about 7%. 10 days by backtesting and experience of traders who use PTF for a much longer time than me.
  7. S

    Pair Trading Strategy Journal

    PTF uses a ''moving'' mean, not a static. In addition to that I use a 10 day time stop. I dont see that problem, Vespasian.
  8. S

    Pair Trading Strategy Journal

    Btw., Jared runs a realtime trading journal with his trades on the PTF forum.
  9. S

    Pair Trading Strategy Journal

    Hi Jonny, do you care to share what time stops Jared uses and how he manage his positions with those stops? Thanks saico
  10. S

    Pair Trading Strategy Journal

    Just took that one.
  11. S

    Pair Trading Strategy Journal

    27 pairs is still a lot. I mean, who forces you to open that many positions? You will be more than fine with the half of it, trust me.:D Why not going with a real brokerage firm?
  12. S

    Pair Trading Strategy Journal

    I think most of us here including Johnny who actively use PTF have at most 8-15 open pair positions on average. To find 5 new quality trades each and every day is way to much of what you could expect.
  13. S

    Pair Trading Strategy Journal

    Hi all, I'm about to install PTF on my notebook. Unfortunately I got some issues creating a database caused by a SQL DB error. The error message is like ''Unable to open ''pairTradeFinder'' data base. Logon error...'' If anyone experienced the same problems and was able to solve it please...
  14. S

    Pair Trading Strategy Journal

    If I see it right in your formula the shorter time frame has been overweighted which makes sense to me as stated. I dont know you're using PTF, or an excel sheet. But it probably would be a good idea to put this formula in a graph calculation to get an overall glance about the stability of a...
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    Pair Trading Strategy Journal

    Thats the risk you're going to take if you're in the business. Its on you to manage that risk properly. For myself PT is the most stable and less risky approach I found so far and I'm very happy and confident with it.
  16. S

    Pair Trading Strategy Journal

    I think the trade quality of pairs always changes. Therefore I think a shorter backtesting period (12 months) has more weight than a wider timeframe. For myself I update my list about every 3 months.
  17. S

    Pair Trading Strategy Journal

    Hi Walt, I was actually refering to a kind of overbought/oversold scenario. But found out over the weekend that this has no validation for the ratio chart. Sorry for making things that complicated. But nevertheless I did another major change. I scanned my sectors completely new and...
  18. S

    Pair Trading Strategy Journal

    Thanks Walt! Would you mind sharing how many sectors you currently have in your PTF and the number of pairs per sector? saico
  19. S

    Pair Trading Strategy Journal

    Hello Walt, you made great points especially on how to read the ratio chart and determine the trade quality. I have to admit, that I neglected that in the past. I also had great results but these got reduced by some very view bad trades. After reviewing them I found out, that all had terrible...
  20. S

    Trader P/L 2009

    450k Russian Rubles? :)
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