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Aris David
2010-11-05 16:01:57
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Hi,
First of all thank you for all the generous efforts in producing this software. I must say it is one of the best user-friendly trading tool I have ever come across.
Second, I would like to suggest a backtesting strategy that utilises a pair trading strategy like correlation or cointegration.
Finally, thank you! what a fantastic tool!
Aris
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QuantShare
2010-11-06 03:47:54
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A pair trading strategy can be implemented using the money management tool.
How exactly you want the strategy to work?
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Husain
2010-11-10 12:24:27
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any progress on this ? I would be interested in an example as well
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QuantShare
2010-11-10 12:29:54
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Hi Husain,
I am waiting for Aris's answer to my question.
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Husain
2010-11-10 18:01:53
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How about a spread between 2 symbols ( GDX-GLD) specified and if the value (current/last value) goes beyond 2 std deviations( closing prices ) you buy/sell the spread ?
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Husain
2010-11-11 16:47:07
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I cant seem to be getting the multiple pairs running ..
I enter pair1A|Pair1B ; Pair2A|Pairs2B ; Pair3A|Pair3B
it works for Pair1 and Pair2 and then it gives me an error in formula . Can you check why its doing that ?
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QuantShare
2010-11-12 02:38:03
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You should use "," instead of ";".
Semi-colons should be used in the optimize field.
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QuantShare
2010-11-15 06:21:19
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Very interesting Aris. Thank you for sharing this tool.
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Husain
2010-11-16 16:41:26
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Yes I am talking about the optimize field itself.
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QuantShare
2010-11-17 04:49:50
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We will check this issue
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QuantShare
2010-12-01 05:34:00
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This issue is fixed now. Thank you for reporting it.
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