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Yes, mostly pairs here, but this year I've ventured more into FX, just diversifying my eggs. Yeah I think they advertise the spreads from their web platform on their site, but as you can see, the spreads in MT4 are pretty tight, I'm looking at 1.5 pip spread on eurodollar now in early asian...

Try <a href="http://www.askobid.com/ForexTradingTL?tlid=54431">AskoBid</a> they are a 5 digit MT4 dealer that accept clients from the USA and all around the world, they're licensed & regulated, they allow hedging, all EA's plus have good leverage, I've also found them to have really tight...

Strong bid in the market to lean against thanks to helicopter ben, throw a dart at a stock list, can't go wrong, as we use to say around here, <b>100%</b> upside to go :D

short <b>mastercard</b>, long <b>microsoft</b>? that's an unusual pair, what made you place this trade out of interest?

ive been busy of late with other business, i still pair trade everyday and last month was good with a 7.2% gain, i still read here from time to time and no doubt il post trades in here again, appreciate everyone else keeping the journal alive.

If your worried about the government seeing something that your doing, you probably shouldn't be doing that in the first place.

did you specify 10yrs when first adding SPY and QQQQ into a group? by default its only 1yr, you have to change it to 10yrs.

Check that both ETFs have been trading for more than 1.5 years, a lot of ETFs are relatively new. I can backtest up to 10 years worth of data on many stocks, futures, forex fine with v2.99

Yes pretty much, although I use different signal settings for ETFs, they tend to work better on lower look back periods, and yes time stop on both, max 40 days usually like to exit within 10 days though.

yes splits and dividends are taken into account.

Sold SEIC @ 17.57 (12.91% loss) Covered OXPS @ 14.21 (20.26% gain)

I trade mostly the liquid stuff, ETFs like XLE, SPY, EWJ, etc......and pair trade ETF vs ETF, I don't pair trade the holdings against the ETF.

you need to click on each pair in the back test window then click on '''data view'' then export that window to excel, you will find a column called ''running PnL'' you can collate all those columns together to create a portfolio equity curve, this will show the running open+closed PnL across all...

strictly mean reversion pair trader. I don't think you can play divergence trades in PTF, but you can just take the opposite side of the trading signals and that would make it divergence.

yeah some industries are more prone to black swan events, oils/biotech/tech/smallcap/etc..... I'm more focused on ETFs and large cap stocks and haven't had a big sting all year, knock on wood. Yes paying attention to the fundamentals and news surrounding a stock is always helpful. But at the...

Yes Ive seen that and have been testing FX and paper trading the signals, as you said the success of this has yet to be proved, too early to tell, however back testing results in PTF look positive, plus the leverage in FX is attractive. still happy to stick to stocks and ETFs.

yes, almost full time pair trader here, ive got other business that keeps me busy, however i only put in around 30mins a day on trading, 20mins finding trades/reading news, 5mins executing trades, 5mins record keeping. keeping it simple is the key, i used to watch the screen all day, but as most...

Sometimes he will do a mailout, however he mostly posts in the pair trading forum when new releases come out, so i just check in there, the latest version is actually 2.97 which is a pretty good improvement from them, being able to import futures, options, fx and backtest 10yrs and customize...

thanks guys, bob, i'm using IB.

hi all, ive been away for awhile, but ive come back home now and not so busy, i still get plenty of pm's from everybody and yes i'm still pair trading, and doing well, ive been a bit bored lately so i thought i would start posting some trades again for us to discuss, i really enjoy the...