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Johnny, great job. For what it's worth i can share some stats from someone else (me) who is trying to do this and is doing well...although not as well. Following more or less the same strategy from PTF (although usually picking different pairs for whatever reason) here is what I have...

I am incredibly thankful for this thread. I too have started trading on a small scale but so far have 37 trade (real money, small size) and so far so good. With no stops my average win/loss is 70/30. This compares to about 65/35 from what I can tell from Johnny's trades; although...

Johny: I'm trying to replicate your correlation chart in my pairtradefinder for this and i can't get the correlation to match. Can you share again your lookback period? At one point in the journal you indicated I think it was 100 days. Is that what you still are using? Also, i don't...

ok...finally have my act together...going to try to start trading pairs also... Johnny: one i found tonight that has a great ratio chart is CNQ/SM. The software issued a trade 5 or 6 days ago but they have even diverged more since then. only question is the SM had a significant loss...

i did have some problems on one computer. i then tried it on my other computer and it worked so i didn't mess with it much more. Since this is a personal application and i'm not sure why they didn't just use Access or something similar as it would have been much less grief to set up. I...

First, Impactopia was the site I knew of but couldn't find today. I think registration is (or was) free when I registered some time back. Second, this has been a great journal and I don't want to get anyone sidetracked so i won't go down this path too much longer if it is not needed or...

thanks Johnny... regarding HP/UNT at least on my screen the correlation was over 99% since Octopber (over 3 months) and recently looks like it dropped under 99% to mid 98s. I know that is probably insignificant but on my chart it looks like a bit of a downslope ; emphasizing " a bit".

Yobo... Assuming you are following this thread... i was curious what your thinking was on having individual RSI's above 40 and under 60.... Could you share your thoughts on why you added this as a criteria to your trades? Thanks Mike

First, I did purchase pairtradefinder. I thought it could help me get started in pairtrading...not just in finding pairs but in signals in and out. So far I like it although there are aspects of it I find frustrating and would like to see improved. So while i plan on using...

Johnny: Great journal...seems like if my math is correct you are running above a 40% IRR making certain assumptions. Great job! You've got me very interested in this topic. I have two questions. I recently purchased pairtrader and was looking at some of your trades to learn from them...

First, thanks very much for the thread. I've been interested in pair trading for a while and your thread has helped get me focused. My problem is getting started with the software. I downloaded the package. I first tried to put all stocks in by sector, ran the backtester and saved all...

sorry to say i havn't found a better solution. i tried iqfeed 3 or 4 times over the last 3 or 4 years due to my dissatisfaction w/ esignal (pricing more than performance) and always dropped it due to performance issues. so... i have stuck w/ esignal for my amibroker work...

You could do this in amibroker but it would take a little coding. In amibroker you can plot not only a symbol but a formula. You can also plot as many additional symbols as you want on your chart using their foreign function. What you'd want to do is: -plot the original price of...

in philly area too. also customer service can't get through and NO status update on web site

I used the product w/ iqfeed or esignal feeds for about 6 months until recently. I really really wanted to like this product and it has one feature I havn't found elsewhere; which is easily being able to draw a trendline on the intraday charts and setting an alert easiliy on that line. I had...

Just caught this tread...I'm in the Bryn Mawr area, not too far away. Can't make Friday night, though, family night. Just thought I'd mention I'm interested in meeting some folks for next time. Mike

glad to help

2 thoughts: I don't have time to play w/ it right now but you may have to put a timeframexpand statement into the stochk and stochd before buy/sell statements. not sure but you may want to look at that . Also, there is a very active Amibroker board on yahoo where you have a lot of good...

I tried databull at one point and it worked well. If you use AmiBroker to build and backtest systems it comes w/ a program called AmiQuote that will download years and years of free end of day data from yahoo or msn. And, my experience is that you can build and test just about any system...

check the county. usually they have a hardship exemption and a letter will often get you out.