MachineGhost
Newbie
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What settings have you find to be useful?
Pairtrade Finder
- Thread starter barrychucks
- Start date
- Watchers 11
Cointegration ≥ 0.9
% Winning ≥ 0.8
# T ≥ 8 per year tested
AVG C ≥ 0.6
Profit Per Trade ≥ $40 (my base amount per pair leg is $2000)
I perform backtest for Ratio/Stretch Lookback values between 10-40 and see if a pair succeed in several of them. Then I perform a visual check of the P/L and drawdown over longer period and do some final checks (price difference between tickers in a pair, not too cheap etc.)
% Winning ≥ 0.8
# T ≥ 8 per year tested
AVG C ≥ 0.6
Profit Per Trade ≥ $40 (my base amount per pair leg is $2000)
I perform backtest for Ratio/Stretch Lookback values between 10-40 and see if a pair succeed in several of them. Then I perform a visual check of the P/L and drawdown over longer period and do some final checks (price difference between tickers in a pair, not too cheap etc.)
Guys, anyone would have a clue about how to make PairTradeFinder running with IQfeed? All I get after enabling the "Enable IQ feed" option in preferences is the "Unable to load dll IQ32.dll" exception at the startup.. Both IQfeed client and PTF are the most recent versions, IQfeed works fine with other trading software and PTF runs ok with Yahoo data..
Any help would be appreciated!
Martin
Any help would be appreciated!
Martin
MachineGhost
Newbie
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Have you tried reinstalling everything, including SQL Server? Otherwise, I'd suggest contacting Jared.
valuesnatcher
Newbie
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Anyone still trading pairs?
Stocktrader77?
I trade pairs on the ASX200 and have been doing so for about 1 year. Moderately profitable but need to vastly improve to make it worthwhile..would be good to get some discussion going again..
Stocktrader77?
I trade pairs on the ASX200 and have been doing so for about 1 year. Moderately profitable but need to vastly improve to make it worthwhile..would be good to get some discussion going again..
timsk
Legendary member
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Hi ahnamus,
I took the free trial some years ago and didn't get on with it at all. Very sticky and clunky and used up loads of juice on my computer. That may just be me though, as I'm very poor when it comes to technical stuff. Anyway, the point is that I recommend you take up the free trial (assuming it's still on offer) before shelling out good money for it. It's worth scouting around to see if other firms offer something as good - if not better. At the time I researched it, I quite liked the look of these people: ArbMaker.
I can't tell you any more than that I'm afraid, as it was quite a while ago when I looked into it and, needless to say, I don't pairs trade at all now. Don't forget to check out the Articles about it right here on T2W - here's the first of a two parter by Jean Folger: Guide to Pairs Trading - Part 1.
Tim.
