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    Pair Trading Strategy Journal

    I actually rely on jonny to tell us there has been an update, or if I spy an updated version via one of his screenshots, but yes I agree, an email would be nice !
  2. I

    Pair Trading Strategy Journal

    Hi Dr Who, I run multiple instances of PTF on different PC's (actually virtual machines) as it's dbase seems a bit stressed if I run everything in one instance. I also regularly see same pairs with different correl values across the instances. So for a given pair, one instance may show...
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    Pair Trading Strategy Journal

    Thanks Jonny ! I'll email Jared and see if I get my hands on the beta. Looks like they've been working hard on some of those features so I'm keen to get a sample ! regards Ivan
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    Pair Trading Strategy Journal

    Yes I know what you mean, we need a separate watch list for open trades. I actually run multiple instances of the program on different PC's, one instance is dedicated to open positions, so no clutter to distract me regards Ivan
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    Pair Trading Strategy Journal

    Hi Oby, thanks for the reply, I"m familiar with the 6 charts provided by PTF, however I don't have the "percentfrommean" chart and also the % column when you "analyse pair" . The only columns I have are L & +/- So I'm wondering how Jonny got these as he appears to be running the same rev...
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    Pair Trading Strategy Journal

    Hey Jonny, have you got updated software that I don't know about ? Where did you get the % column and percentfrommean chart ? I'm running the same version according to your pic (2.50727) but I can't find those settings... regards Ivan
  7. I

    Pair Trading Strategy Journal

    Hi Jonny, thanks very much for sharing this info, very impressive ! I'm currently struggling a little with PTF at the moment due to inconsistent signals but I will persevere ... Just wondering if you could share some more info regarding the filters you use. I know you've probably covered...
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    Pair Trading Strategy Journal

    HI Guys, my normal portfolio management program doesn't really lend itself to pairs trading. No problem entering trades but they are recorded as individual trades so when looking at historical trades it's difficult to figure out the actual pairs. Before I go putting together a spreadsheet...
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    Pair Trading Strategy Journal

    Hey guys, I got me an IB account ! (no easy task being in Australia) So now I can get those nice low commissions which you guys have been getting all these years... I'm after some advice. Since IB offers a vast array of order types compared to what we "enjoy" here on local platforms, I...
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    Pair Trading Strategy Journal

    Hey Walt, I ran the "database cleanup" script you posted and it looks like it's done some bad things! Most of my pairs now have either 0 , -100 or +100 correlation when looking at them thru the console. If I analyse some of them, it has only brought in 2 days of data, so it's not...
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    Pair Trading Strategy Journal

    Thanks Walt ! I'll download it and give it a try, it might clean up some of my other problems I'm having. I've always wondered if there was some dbase "housekeeping" that was required as the thing just seems to get sluggish over time. I've actually split my pairs over 2 PC's to try and keep...
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    Pair Trading Strategy Journal

    HI Walt and Johnny, thanks for the continual great info. Just wanted to say Walt that I too am having some problem with PF regarding false signals, negative correl and a few other things. I've made Jared aware of them so hopefully he is working away at them. I've been trading with PF...
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    Pair Trading Strategy Journal

    Thanks mate, I am on their list but didn't get an email for some reason. Looks like to forgot to step the rev then as your new ver is same as my old I'll download it now Ivan
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    Pair Trading Strategy Journal

    Hey Jonny, I have the same ver of PF as you, but I don't have a "plus/minus" chart. How did you get that ? regards Ivan
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    Pair Trading Strategy Journal

    Hi Mike, I will be interested in what your find. I tried to setup some pairs in Wealthlab and an old version of Tradestation to test across a portfolio, but I haven't been successful. I have PTF , but the thing with PTF is that I can go thru and find high correlation and high average trade...
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    Pair Trading Strategy Journal

    Hi Jonny, you're pretty quick with the cuttin and pasten ! Yes it looks like there are some pairs to be had. My PT database screwed up over the weekend, so I need to re-enter the stock groups again :mad: I will have another go and see if I get similar results to you. Thanks for your...
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    Pair Trading Strategy Journal

    Hey Jonny, attached is the ASX list which was supplied by PT. See how you go, I'll be interested in your search regards Ivan
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    Pair Trading Strategy Journal

    Thanks Jonny, So far my search on the ASX has shown up virtually zero pairs Seems the USA being much bigger would be a better target. I've started backtesting at 2.5 stretch as I think the 3.0 would be too great. As you probably know the backtesting in PT is quite crude so it takes me a while...
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    Pair Trading Strategy Journal

    Thanks for the reply, yes I will have to spend some hours backtesting. Did some initial tests today and yes the average trade is much bigger, but I need to collate the data and see the other charateristics it presents Ivan
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    Pair Trading Strategy Journal

    HI All, pair trading newbie here, first post (so be gentle :) ) I have recently purchased PairTrade Finder and I'm in the process of loading up various pairs in industry groups. Now being based in Australia, I've come to the conclusion our local ASX is too small a market for pair trading...
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