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Thankyou, yes I stick to the software exit signals strictly which trigger when the pair comes back to the mean, I don't believe there is a stop loss although some trades end in a loss even when coming back to the mean. My win rate is about 72% and avg loss is about 1 and half times the avg win...

Not sure if I understand your question properly, however both pay around a 9% dividend, but its not something I look into too much.

Exited one trade for nice profits; Sold SUP @ 11.74 Covered GNTX @ 9.10 Opened 2 new trades; Long ETP @ 36.77 Short PAA @ 38.98 Long ALV @ 22.76 Short MGA @ 35.73

I don't play pairs via OPG, I mostly use MOC orders to get filled. Id imagine it would be difficult to pair trade this way as you would need to use MOO orders and have a prior opening price indication and like you say stocks have staged opening so your other side could move dramatically after...

Yes it averages a tad under 100k per day, Monday was 153k traded, it is on the low side for me, I wouldn't trade any stock that averaged significantly lower than 100k per day, however some of the these low traded stocks offer good trade opportunities as the big funds can't trade them and we can.

Alright Ive had my holidays, time to get stuck back into trading, Ive revamped my watchlists and added a few more pairs, Ive got my watchlists split into industries now instead of sectors. Busy day today opened 4 new trades; Long SE @ 16.85 Short EP @ 8.81 Long GES @ 16.08 Short JWN @...

Thanks pizza il check em out.

I really don't know too much about this stock, I play the technicals to do with pair trading mostly.

Exited 2 trades on Friday; Sold JWN @ 14.55 Covered ANF @ 24.36 Sold DRQ @ 22.03 Covered OII @ 30.34 Opened 1 trade; Long MGG @ 14.70 Short TPP @ 21.32

Yes I know, GNTX has a mkt cap of 1.16B, I don't mind being long a small cap stock against a larger stock. Ive decided to re-organise my watchlists into industries instead of sectors, therefore ive included more small cap stocks on my radar.

Opened 1 trade; Long SUP @ 9.26 Short GNTX @ 8.32

If you are referring to APA/OXY its here http://www.elitetrader.com/vb/showthread.php?s=&threadid=134253&perpage=6&pagenumber=61

Yes equal $$$ long/short on each side, no rounding.

Closed 1 trade; Sold APA @ 71.99 Covered OXY @ 53.45

Yes pairtrade finder is good, ive been using it in my journal and making great returns http://www.elitetrader.com/vb/showthread.php?s=&threadid=134253

Yes there are plenty of highly correlated ETF pair combinations, however the profits are small because of the turtle-like movements in most of them, you need high leverage to make it worthwhile, stock pairs offer far higher profit opportunities. Ive attached backtest results for a handful of...

1 new trade today; Long DRQ @ 17.60 Short OII @ 27.41

Opened 1 new trade; Long JWN @ 12.75 Short ANF @ 22.84

They only have one version released, however version 2 is in beta testing and you can request that version by email.

Exited one trade today; Sold BIDU @ 132.15 Covered GOOG @ 324.78