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  1. W

    Pair Trading Strategy Journal

  2. W

    Pair Trading Strategy Journal

    Ok, I sort of understand some of what you are saying. But bottom line, how do I use the Spread Graph? Good, bad when trending, rising, falling, gapping? Any suggestions? Seasonally, when spreads increase, is that a positive or negative? I still don't understand how spread is related to...
  3. W

    Pair Trading Strategy Journal

    What period RSI are you using, and why? I used end of day quotes for the entry, may be different than what you actually did. wb
  4. W

    Pair Trading Strategy Journal

    My figures show a profit of 0.9% RSI dropped to 29 yesterday, reversed and is rising today. May have a little more profit. Walt B
  5. W

    Pair Trading Strategy Journal

    How is Spread used as a confirmation signal in pair trading? Apparently during the end of Dec into January, spreads become wider. How does that affect pair trading? Walt B
  6. W

    Pair Trading Strategy Journal

    Magon, Your chart shows the RSI (14) of PEP/KO at 26.39, my chart from PTF shows RSI of 33.75, with a lookback of 14 days. Why the difference? I'd still wait for RSI to drop further. Or show a definite reversal. WB
  7. W

    Pair Trading Strategy Journal

    Bentedges, How many pairs are you holding at one time? One of the premises of Jonny, and PTF, is to make pair trading more mechanical. In and out with less analysis. I'm spending more and more time checking out my potential trades, and not sure that's what I want to do in life. PTF...
  8. W

    Pair Trading Strategy Journal

    Thanks, BD1. I don't see how this differs from the ratio chart in PTF, which also has a MA line? How to you see the TOS chart as being more useful? Do the Watchlists, Study Sets store pairs? wb
  9. W

    Pair Trading Strategy Journal

    Interesting. Thanks. Tell more about your tools, please. How do you determine statistical variance? How do you determine if a stock is news driven? Fundamentals may take a long time to take hold, and my pairs are swing trades. Are you holding for longer periods? Walt B
  10. W

    Pair Trading Strategy Journal

    Here is the chart for CF/TRA. Look at the nice RSI oscillations and how they are correlated with the Ratio oscillations. Pretty good indicators. I have a Group in PTF just for these good RSI/Ratio pairs, looking for pairs with RSI that frequently clearly reverse above 70 or below 30 and...
  11. W

    Pair Trading Strategy Journal

    Hey Bentedges, Here's how I see this trade. I'm concerned about the ratio trend. If I enter here, I'm banking on the TREND reversing, and I've lost mucho bucks when second guessing trends. So I wouldn't do it. Might work, probably won't. But I've been wrong before. I'd look for...
  12. W

    Pair Trading Strategy Journal

    I'm using IQ. wb
  13. W

    Pair Trading Strategy Journal

    Today the prices refresh properly. I had that problem a few days ago. It happened after leaving the program running overnight. The prices on the next day did not refresh from the previous day. What I need to do every once in a while is to shut PTF down, wait a few minutes, and restart...
  14. W

    Pair Trading Strategy Journal

    My trades have been only moderately successful for the last several months. I'm thinking of a new approach. Using PairTrade Finder, I'm thinking of my first filter being an RSI sort, looking for RSI above 70, below 30, and with dramatic and frequent cycles between the two values, and looking...
  15. W

    Pair Trading Strategy Journal

    Thanks, Knocks. Yes, I wanted to do my own spread sheet and not rely on the the company to feed me their info. I was meticulous on the data I entered, finding several errors in the historical trades PTF Alerts posted. The errors were not in claimed results, but in just one or two pairs that...
  16. W

    Pair Trading Strategy Journal

    I cannot easily determine the maximum number of open trades, as some were open for a day to three days, and others 20 to 30 days. But over the first months that I tracked trades, completed trades from 8/20 - 11/16 were open an average of 12 calendar days and there were 102 trades. There are...
  17. W

    Pair Trading Strategy Journal

    I've been watching with a spreadsheet, all the trades from the PairTrade Finder Alert service since August 20, 2009. If I had taken all the trades, investing $10,000 on each side ($20,000/pair), I'd have profited $9,751 by today. (About 14 weeks). I might have improved the performance by...
  18. W

    Pair Trading Strategy Journal

    Got it! With KO being weak, the RSI of the pair will be low, and the expectation for a mean reversion will have KO going stronger, buy KO, short PEP. Thanks Nick. WB
  19. W

    Pair Trading Strategy Journal

    I've not been able to see how RSI can be used. RSI for the pair is one of the graphs I watch in PTF. But I don't know how to apply it. When RSI for the pair is above 70 or below 30, or rising above 30 and dropping below 70. When the first stock of the pair is to go long, what should I look...
  20. W

    Pair Trading Strategy Journal

    Still, how can QT be set to show a pair and the gain/loss% on one window? wb
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