Pair Trading Strategy Journal

cfrericks · Mar 29, 2010

Quote from Darshan:

100 days? I thought it was 365, at least that is what the selection critera is set at as default.

Does anyone know what the little pen to the left of the stock pair means in the console window?

yea, you're right. It's 365. sorry.

Magnas · Mar 29, 2010

Closed BEAV-GD today for small loss -38 USD.

coreed · Mar 30, 2010

Sold IBN @ 43.01 (+6.59%)
Covered BAC @ 17.74 (-1.55%)

22 Trades posted to forum

16 wins
6 losses

Darshan · Mar 30, 2010

Is there anyway to change your pairs in the console? I want to alter my variables... or do I have to delete everything and start all over?

Darshan · Mar 30, 2010

for anybody that uses www.market-topology.com They must uses different algorithums to come up with their spreads. Pairtrade finder correaltions and market-topology correaltions vary drastically sometimes.

CasperCRF · Mar 30, 2010

Quote from Darshan:

Is there anyway to change your pairs in the console? I want to alter my variables... or do I have to delete everything and start all over?

You can highlight and delete pairs you no longer want to follow and then add pairs you like from back tester. Once the pair is saved in the console, it will start to be checked for triggers for entry/exit.

total_keops · Mar 30, 2010

Quote from Darshan:

for anybody that uses www.market-topology.com They must uses different algorithums to come up with their spreads. Pairtrade finder correaltions and market-topology correaltions vary drastically sometimes.

Correlation is a time varying number. Also, you calculate correlation over a specified period of time. So they maybe using a different lookback period.

wphil1 · Mar 30, 2010

I recently loaded the 30 day free trial of PAIRTRADEFINDER software. I am having difficulty getting started with it. It does not seem to be a very intuitive software. Does anyone have a suggestion regarding how to get some help with it? I would be happy to pay someone to help me with it.
Thanks,
Wayne Phillips in Houston, Texas
WPHIL11@VERIZON.NET

Darshan · Mar 31, 2010

I'm having signals generated, it says for the first layer in apirs that I have already entered into??

Then I'm having pairs saying they are not in a trade when there was a signal the day prior. I scanned the log and could find no exit signal.

How are you guys trading on this?

Anyone else having issues like this? This software is glitchy and buggy...sheesh!

CasperCRF · Mar 31, 2010

Quote from Darshan:

I'm having signals generated, it says for the first layer in apirs that I have already entered into??

Then I'm having pairs saying they are not in a trade when there was a signal the day prior. I scanned the log and could find no exit signal.

How are you guys trading on this?

Anyone else having issues like this? This software is glitchy and buggy...sheesh!

Another bug that I noticed to. What is happening is that you have the PTF running during the day and the trigger was set off intra-day. Then if you shut down the program and the price has changed where it wouldn't set off the trigger, it will show up not in the trade. For example, if you have the trigger to enter a trade go off at say +2, and the pair reaches 2.05, it will trigger, but if the closing is 1.95, the next time you open the program, it will not show the trigger.