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    Pair Trading Strategy Journal

    great journal. i really wish there was a way to incorporate this software intraday. do you know if they are working on such a version?
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    The Opening Orders Thread

    gotcha. Thanks for the explanation. I've been using equal envelopes this whole time and your reasoning makes sense. I'll give it a try tomorrow. Thanks
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    The Opening Orders Thread

    Hi Don, Thanks for your response! so just to clear this up, for this past monday, the .3 buy envelope you were using was further adjusted downward to compensate for the futures opening downward right? Hence the actual % adjusted downward was more than 3%? I guess i've been reading...
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    The Opening Orders Thread

    Don and Eastside, Regarding your envelopes today, i'm trying to figure out why your %'s wouldn't be the other way around on today's opening. IE 1.1% buy and .3% sell. Reason being b/c the market was opening lower so wouldn't you want your buying limits much lower than .3% of the previous...
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