StockFetcher Forums · General Discussion · Question for BarTune1 re: Pair Trading<< 1 2 3 >>Post Follow-up
Quilln
116 posts
msg #111213
Ignore Quilln
2/8/2013 11:08:40 AM

Keven_in_GA,

re: Cartersville

my nephew lives in that town. Tornadoes missed his house by about 1000 yards a few weeks ago.

I taught him to trade with the easy LBR_studies charts via the TOS charts.

today he is playing with ATVI, XIV / TVIX combo and QLD / QID

Have fun and see ya around the campus.

Best regards,
Quilln - a poor church mouse scratching for a living.

guru_trader
485 posts
msg #111240
Ignore guru_trader
modified
2/9/2013 12:22:19 PM

I purchased PTF over a year ago (when it went on sale), but could never get MS SQL Server to install. I finally spent all of last week getting it to install properly -- it's the most frustrating step in the whole PTF installation process.

For those having trouble installing MS SQL Server, what error messages are you getting? The error messages pop-up in a text log file after the failed installation. And, there'll be a red circle with an "X" beside the item that failed installation.

Quilln
116 posts
msg #111287
Ignore Quilln
2/11/2013 3:08:24 PM

re: SQL Server
re: Pair Trade Finder (PTF)


Today, have successfully loaded the SQL Server 2012 Express as well as successfuly loading the Pair Trade Finder (PTF) after starting from scratch.

It only took a few minutes for each group to be downloaded.

Pair Trade Finders user manual 2.8 section "keeping records and postion sizings" spreadsheet "download here" doesn't werk at all. Some kind of error message was posted.


Now, it's off to finding the hottest profitable pair and to learn how to use the PTF successfully via a conserative strategy. Looking at Pairtradinglab.com, Pairslog.com, stockpair.com as well.


Use the following site for great assistance.

http://www.soheib.com/technical-knowledge/sql-server-2012-express/

Used the "Express with Tools" (with LocalDB, includes the database engine and SQL Server Management Studio Express)

Kruz to the Download and select the Download for either the 32 bit english download or the 64-Bit English Download

Had to choose 64 bit 'cause have a windows 7 ultimate x64

Used the Installation Tuturial as a model to go by. Basically used all the defaults and the next Tabs.

Hope this can be of some assistance for the folks who are having some difficulties.


Quilln- "In tribute to all who seek to record their ideas and share them with others"








BarTune1
441 posts
msg #111299
Ignore BarTune1
2/11/2013 8:13:41 PM

Quilln,

It will take some time to build up a database of good pairs. You should put together lists of stocks from particular industries and then I typically backtested over a 2-3 year period. From the results I added the pairs I liked to my watch list. I usually sorted by total profits, profit per trade, win % etc.

Some of the better industries to check for profitable pairs are tobacco, semis, oil drillers, gold miners, money centre banks, insurers, managed health care etc.

Try and narrow the industry by sub industry and run as many symbols as you can find within those sub-industries.

It took me quite some time to build up the watchlist i currently have. I need to clean it up a little.

Trading pairs has been consistently profitable for me the past 20 months. The profits are not always large but there is no trouble sleeping at night when you are say long $100K and short $100K in 10 paired positions. Directionally, you are neutral and never have to worry about a 200 or 300 point pop or drop hurting you. If anything, more often than not, i would grind out a profit on those days.



Kevin_in_GA
4,599 posts
msg #111420
Ignore Kevin_in_GA
2/15/2013 11:34:34 AM

I think in addition to what BarTune1 has said, the duration of the trade is important. I think that pairs trading is a solid strategy, but I would not want to be in a paired trade for a month to get a few percent gain.

I am running the entire S&P 500 using a short term strategy (12 day lookback, buy when the pair crosses above 2 SD, sell when it crosses below 1SD). 122,500 pairs to review ... takes a lot of time, and actually will cause PTF to crash unless you periodically export the results and then restart the program. I already have about 120 pairs that have traded more than 10 times in the past year, with 100% win rates and decent profits. Average holding time is 4-5 days.

This will take a few more days to finalize. When complete I'll provide the list on my website (www.statisticalinvesting.com).

NOTE - this will only be of value to those who either have PTF or can code a similar intraday trading strategy in another platform (like Prodigio, NT, or TOS).

Quilln
116 posts
msg #111814
Ignore Quilln
modified
2/27/2013 12:21:34 AM

Gentlemen,

Has anyone have any difficulties getting "FREE Real Time Stock trading Signals" sent directly to you at or around 3pm daily from Pairtradingsignals.com.

I must be missing something. The instructions in requesting says to contact stockpair.com, however it turned out to be incorrect.

http://www.pairtradingsignals.com/ this is where the instructions came from.

the following is the responce I got from stockpair support a week later.

"Quilln

Please, contact directly http://www.pairtradingsignals.com/, we are not related to them. Unfortunately, we are unable to help you.

Sincerely

Stockpair Support"

www.stockpair.com...... dated February 25, 2013.

Fired off an e-mail to Jared Mann to help me in my plight. It appears the right hand doesn't know what the left hand is doing.

I am getting better results from Shadowtrader.com with there pairs selections on a daily basis.

Quilln -

ps....Can't get access to Prodigio....... Prodigio has closed it's doors since June of last year and will be opening it's site with enhanced Autotrading features according to the E-mail I received a few days ago.

Kevin_in_GA
4,599 posts
msg #111816
Ignore Kevin_in_GA
2/27/2013 8:07:36 AM

Q:

You should have no problems getting Prodigio installed and running (they are using papertrading only right now as they complete the software integration with Optionshouse's trading platform).

Go here and register. Then download the software and you'll be good to go.

https://www.prodigiorts.com/user/register

I will warn you that filter construction is quite different than in SF or Stratasearch, but the goal is really not to build complex screeners as much as it is to be able to automate intraday trading. Their support staff will help you construct filters so the learning curve is not too bad.

Quilln
116 posts
msg #111818
Ignore Quilln
2/27/2013 9:26:19 AM

Kevin,

Thank you and will start the process ASAP.

Hope to see you around the campus.

best regards,

Quilln -

Quilln
116 posts
msg #111845
Ignore Quilln
2/27/2013 11:33:28 PM

Kevin,

Installed the Prodigiorts program without any hitches and man it got my attention very quickly on how kewl this site is.

It will take a lot of work in setting up all my charts and portfolios.

Best regards,

Quilln -



dgoodrich
16 posts
msg #111851
Ignore dgoodrich
2/28/2013 8:28:02 AM

I too just installed the Prodigio platform. WOW lots of bells and whistles but i like what i see so far. Time to study :-)

StockFetcher Forums · General Discussion · Question for BarTune1 re: Pair Trading<< 1 2 3 >>Post Follow-up

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