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General Discussion · Question for BarTune1 re: Pair Trading
wkloss
msg #107997
9/10/2012 7:02:19 PM


I'm just glad my first name isn't Max.

Thanks for everything.

General Discussion · Question for BarTune1 re: Pair Trading
wkloss
msg #107985
9/10/2012 10:57:48 AM

BarTune1,

Your reply greatly exceeded my expectations and I appreciate it. It must have taken quite a while to assemble all of that information.

I would be very interested in seeing the XLS. My email is wkloss@msn.com.

One of the blogs I looked at said that there were a couple of tough years for pair trading. I believe they were referring to 2007 through the low in 2009. Are your results for 2012 typical of what you have been achieving or is 2012 a particularly good year? BTW, you are doing really well for a conservative strategy.

Thanks again.

Bill

General Discussion · Question for BarTune1 re: Pair Trading
wkloss
msg #107957
9/8/2012 11:36:18 AM

BarTune1,

You posted some interesting information abour pair trading. Kevin mentioned some software which I am trying.

Could you share some information on resources to learn pair trading? The software gives trading signals but I'm sure there is much more to it than just the entry signals. I'm wondering about things like when to give up on a trade; how to set stop losses; how many positions to have on at any one time etc. Are there any books, seminars etc that you like?

I would also like to know if you would share some information about win/loss percentages, the amount of time you spend on trade management; good brokers to use.

Any information will be appreciated.

Bill

General Discussion · WISHLIST FOR STOCKFETCHER IN 2012
wkloss
msg #107888
9/1/2012 1:15:40 PM

StockFetcher Support

That does exactly what I wanted. Thanks.

Bill



General Discussion · WISHLIST FOR STOCKFETCHER IN 2012
wkloss
msg #107836
8/28/2012 2:51:56 PM

Stockfetcher,

Thanks for your reply and I will try to help you understand my concern. BTW, the 2nd paragraph of your response may hold the answer although I don't understand the coding you suggest yet (probably because I have never researched that funtionality).

My comment about moving averages not having daily trading volume probably says a lot about communication. Your point about indices not having volume doesn't make any more sense to me than my comment back to you. People from different fields frequently don't understand what the other person is saying.

This topic, http://forums.stockfetcher.com/sfforums/?q=view&tid=78683&start=0, titled VIX variance vs. 10 day moving average, illustrates the gyrations necessary to use an index on Stockfetcher. If you just read the 1st page, you will see how complicated it can be trying to use an index to generate a signal. For a couple of specifics, I would like to code VIX crossing above upper or below lower Bollinger Bands 9, 2.0 and when it moves above or below various moving averages. I don't need volume and since I didn't create StockFetcher, I have no idea how volume interacts with other aspects of your software.

I suspect several of your members can work around this but they possess a level of intelligence in coding that I simply don't have and may never have unless I quit my day job and devote full time to learning this. IMO, making Stockfetcher easier to use by adding functionality should improve your business.

Bill



Filter Exchange · GDX\GLD Pairs Trade (inspired by Kevin and mhome)
wkloss
msg #107835
8/28/2012 12:54:55 PM

BarTune1 & Kevin,

Both of you have mentioned the pair trading concept from time to time and I wondered if you would post more information about it, perhaps a basic overview. I understand the concept of trading a highly correlated pair of stocks that have temporarily strayed from their high correlation. Would you address what it is like to do pair trading....slowly grinding out a consistent profit or a random walk through a minefield etc? There were a couple of sites mentioned...do you still like them? One of the sites makes some extraordinary claims. Is pair trading time intensive in that one has to watch the computer all day? Any information you are willing to share would be appreciated and I hope I'm not getting too far off topic.

Bill

General Discussion · WISHLIST FOR STOCKFETCHER IN 2012
wkloss
msg #107832
8/28/2012 10:35:06 AM

Stockfetcher,

I would like to revisit Kevin's point #5: Allow indices to be used in filters.

Your response has been that indices don't have volume. Neither do indicators. Not 1 share of "Moving Average" traded yesterday.

I find myself having to go to ETFREPLAY to use the VIX and other indices when I should be able to use them here.

I appreciate your site while at the same time agree with the growing frustration from lack of progress.

Bill

General Discussion · Please Correct This Filter
wkloss
msg #107658
8/15/2012 11:12:07 PM

Thanks. That fixed it.

The purpose of this filter is that any day SPY moves 1.5% or more, the next day trade VWO in the opposite direction of the SPY move (if SPY was up today, short VWO tomorrow).

General Discussion · Please Correct This Filter
wkloss
msg #107649
8/15/2012 5:52:21 PM

I'm trying to develop an end of day filter which shows days where SPY is 1.5% or more above its previous day's close.

My filter reads and edit says its ok but I wonder if it is.

Close is above the Day Position(1.015,1)
apply to symlist(SPY)
draw Day Position(1.015,1)

Is it correct?




General Discussion · Filter Help Please
wkloss
msg #107439
8/7/2012 5:53:02 PM

Thanks.

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