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I've read here before that the IB Combo Order will work with stocks, and I've tried it w/o success. I've also read the TWS helps and I can't enter stocks into a Combo Order. Options only. If you can make it work, would you give me a brief tutorial? Can it be set to activate an order when a...

I don't know how to program a spreadsheet macro, but if I did, I would make one that would link to my broker (IB) and close a pair when the ratio hit my target. Unattended. Even better, when the ratio hits the target, trailing stops would be issued to allow profitable positions to run. Can...

Tatankas, What you are saying is making some sense to this little head of mine. However, as I understand what you are saying, the online sites that present beta data are looking back 36 months. You suggest we look back a shorter period. Where/how is that shorter period beta data available...

My search for beta for CVI comes up blank or N/A (yahoo, aol, google, msn) and for DK I get 1.72 at MSN money. Quite a difference from 1.19. Where is reliable data? WB Update: I found beta info at http://quotes.nasdaq.com/asp/SummaryQuote.asp?symbol=CVI&selected=CVI Nasdaq CVI...

Thanks, and help me with this. The PTF charts work with dollars, and I've been pair trading a dollar neutral strategy for about 4 months now. Not beta neutral. So you've been considering betas. Am I correct that you look for good ratios charts etc. and then also look for similar betas? Or...

CVI long @ 6.69 DK short @ 8.09 Here is a promising pair. I show a potential 3.72% profit if the ratio hits half way to the mean. PTF graphs are at extremes and the ratio is below a strong trend up. No news and earnings announcements are not until August. Walt B

Easy, Stock. Making spreadsheet entries probably isn't so hard. However... This is Jonny's journal of his trades, which he has been generous enough to share with us. He has been faithful to it for many months. Jonny has been doing us a great service, has helped us learn a lot, and...

I don't. I don't know how to identify cointegrated pairs, other than to see a consistent profit history and nice consistent ratio charts. That's as close to cointegrated pair finding as I get. I look for pairs with a profitable history in an industry and choose those to populate my groups...

Correlation has not been a valid filter criteria in my trades. I've been pair trading with real money since March 5 using PTF. I've completed 66 trades averaging 3% ROI per week, except for the last week which has been a bummer. The average correlation of the pairs in my 44 profitable...

Thanks for the note about ex-dividend. I have been checking for earnings releases, especially this month, but not dividend dates. Walt B

As simple as that. Here I thought you were timing the trend. I still wonder about your choice, why you took this trade? The down sides look grim to me. Walt B

Hey Jonny, A very interesting position on this trade. PairTrade Finder says to Short ACE and Long ACGL -- ie to revert to the mean, ACE must drop in price. The Ratio chart is trending the wrong way and I wouldn't trade it. I don't expect ACE to drop (or ACGL to increase) before the mean...

Great, Jeff, hope you make some money! Thank Jonny, though. It's his work that we are all gaining from. Walt B

Jared at PairTrade Finder says IQfeed is more reliable than the free Yahoo. I have a couple of question for those using IQfeed. 1) Does PTF refresh each 5 minutes (or as set in preferences) and does it refresh reliably with IQfeed? 2) Some of my charts skip the last few days (from...

I've reconsidered. And, like I have said before, I thought I made a mistake once, but I was wrong. Once again I believe that financials are a great profit center. (Read the article Jonny linked to: http://www.tradersmagazine.com/news/-103588-1.html?ET=tradersmagazine:e268:52965a:&st=email )...

Knocks, Ok, I understand. However, I'm having trouble grasping how to identify pairs that are co-integrated. Co-related stocks can be found by industry and those I can grab in bulk and back test. But how do I identify co-integrated pairs? I found interesting comments in another forum and...

I don't think you need to worry about your pairs being lost, it's just the data associated with those pairs. Here's what I'd do. I'd shut down PTF and try again. Copy and paste the script exactly. If that doesn't work, email Jason at PTF. I too have some pairs that have very low or...

Yesterday I rebuilt my data base in PTF and the charts were repaired. Today 19 of my first 40 stock had charts missing data from yesterday, so I rebuilt them today. Fixed, again. But charts on the individual stocks are in reverse chronological order. Not the chart that appears from the...

I'm a big looser, without the hedging side in place. At least I've been in the past. I try to remember that the reason I'm pair trading is that without both halves of the pair, I'm a looser. So it's important to let both halves run and if you want to trade pairs by the book, then both need to...

Hey Ivan, I received a quick response from Jared at PTF. I followed his instructions and my data base is rebuilt and working MUCH better. The problems are corrected. Here is what he told me to do: Walt, Excellent to hear you are profitable! Keep up the great work. With the ratio...