Pair Trading Strategy Journal

Sorry guys, not directly related to pairtrading but I dont visit any other threads on elite trader for the simple fact is this is the best thread going :)

Isnt broking such a good business...

http://www.igmarkets.co.uk/cfd/about-us.html

Take IG's website:
Financially strong and secure
In the year to May 2011, IG Group recorded:

Turnover of
£320.4m
7.3%
Adjusted profit before tax of
£163.0m

... wow .. 163m profit on 320 turnover ...
must be all that slippage i paid in the past
and the situation on a german interest rate bond I had the stop loss fill many points past the stop thereby my winning position which should have stopped out at profit stopped out at a loss when filled ... mmmm I couldnt have pushed it that distance if i tried and me thinks that was a bit suspect.:mad: :mad: :mad: :confused: :eek:
 
I agree - the commissions are eating into my profit.
I use IG market as well.... has anyone know any other brokers often cheaper commission???




Quote from reggieb:

Sorry guys, not directly related to pairtrading but I dont visit any other threads on elite trader for the simple fact is this is the best thread going :)

Isnt broking such a good business...

http://www.igmarkets.co.uk/cfd/about-us.html

Take IG's website:
Financially strong and secure
In the year to May 2011, IG Group recorded:

Turnover of
£320.4m
7.3%
Adjusted profit before tax of
£163.0m

... wow .. 163m profit on 320 turnover ...
must be all that slippage i paid in the past
and the situation on a german interest rate bond I had the stop loss fill many points past the stop thereby my winning position which should have stopped out at profit stopped out at a loss when filled ... mmmm I couldnt have pushed it that distance if i tried and me thinks that was a bit suspect.:mad: :mad: :mad: :confused: :eek:
More...
 
Hi guys,

Can someone enlighten me on the IQ live data feed.

The purpose i want the feed is not for live data, i prefer EOD but for quality of data. The yahoo feed seems riddled with errors at times. If one wants to be serious then this seems to be to risky to use free data that at times has zero data or spikes etc.

can someone please tell me. I find the information on the main IQ site is unclear.

when you sign up to IQ for pairtrade finder ... do you get historical data included?

is the data end of day? in addition to intraday? or can i select the time frame of feed.

Will the IQ feed require a setup of new symbols ie. at the moment its taken me many hours to input the feed for yahoo in and will i have to reset everything up with eg. a code to get the IQ input.

Any other tips ?
 
I am getting multiple values for every date and lot of times the values are different leading to false exit, entry signals. I have v304. Anyone else having similar issues ?
 
Quote from amitkumar_ny:

I am getting multiple values for every date and lot of times the values are different leading to false exit, entry signals. I have v304. Anyone else having similar issues ?
More...

The program generates many unrealistic signals. Many signals are generated by artificial prices(many are in premarket) when one issue is trading while the other is listed as unchanged. I have brought this up before on this board. The version of the program is not the issue, instead it is the accuracy of the quotes being picked up.
 
Quote from neospecialist:

The program generates many unrealistic signals. Many signals are generated by artificial prices(many are in premarket) when one issue is trading while the other is listed as unchanged. I have brought this up before on this board. The version of the program is not the issue, instead it is the accuracy of the quotes being picked up.
More...


This is new behavior. Never happened before the recent meltdown last week.
 
Quote from neospecialist:

The program generates many unrealistic signals. Many signals are generated by artificial prices(many are in premarket) when one issue is trading while the other is listed as unchanged. I have brought this up before on this board. The version of the program is not the issue, instead it is the accuracy of the quotes being picked up.
More...

Hey mate.. what data feed are you using. I am using Yahoo but the quality of data is suspect eg. zero price days, spikes etc ..

Are you using IQ? I wish there were a multiple of methods of getting data feed and therefore werent dependant on YAHOO or IQ

The other thing is this is the only software i run on my pc. I use web based applications that sync files between ipad, apple and pc. Point being .. I would love PTF to be on a website environment where i dont have to worry about data, data quality and reinstall installs after every damn reformat of the PC ...thats why i got rid of software years ago!
 
Quote from reggieb:

Hey mate.. what data feed are you using. I am using Yahoo but the quality of data is suspect eg. zero price days, spikes etc ..

Are you using IQ? I wish there were a multiple of methods of getting data feed and therefore werent dependant on YAHOO or IQ

The other thing is this is the only software i run on my pc. I use web based applications that sync files between ipad, apple and pc. Point being .. I would love PTF to be on a website environment where i dont have to worry about data, data quality and reinstall installs after every damn reformat of the PC ...thats why i got rid of software years ago!
More...

**I just think its necessary to have another chart service where you can overlay the chart and see if the PTF with Yahoo data service is telling you misinformation or not for its backtesting and correlation which might have been derived from "suspect" quality data. At a quick glance i can overlay two charts
 
Thanks to quick update at pairslog I am able to share charts from my pairs live trading that reflects the stats I was sharing last week. As I am now able to filter out only trades that belongs to the category of “pairs from same sector”, I found out that really all my struggling with some pairs was due to my faults in pairs selection.

I am including equity from my live trading (after slippage and commissions) that consists only from trades based on pairs that belongs to the same sector (basically the pairs I found on pairslog radar with good correlation and cointegration). This results were done using about 20K USD capital (it is not possible to define it precisely as I was trading the other “non sectors” pairs as well with total capital of 25K USD).

I found these results very promising and following next week I will focus in my live trading only on pairs that belongs to the same sectors. I will also rise capital in my account.
Anyone else is focusing on pairs from the same sectors only?

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