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Wednesday
Feb062013

Wed 2/6/2013

02-06-2013 09:55:12
steve
Good Morn'in
02-06-2013 10:06:29
Praying_Mantis
How we all doing this chilly mornin'?
02-06-2013 10:07:00
BruceB_RR
Morning all :)
02-06-2013 10:07:05
steve
Its 72 Degress here
02-06-2013 10:08:24
BruceB_RR
Where is here? It is only 56deg here in Phoenix.
02-06-2013 10:08:52
steve
just north of Cuba :)
02-06-2013 10:09:13
BruceB_RR
Short swimm ;)
02-06-2013 10:09:26
steve
about 90 miles
actually about 3090 miles
390
I prefer 40 degree weather
02-06-2013 10:12:40
BruceB_RR
You need to go even further north then. lol
02-06-2013 10:12:53
steve
I have a house in NC
its 43 there now
Im getting good at this
02-06-2013 01:40:27
BruceB_RR
Oh oh, that is about the time I lose it. ;)
02-06-2013 01:42:16
steve
expected the trade to go to the close, but just hit the tgt..
02-06-2013 02:03:22
BruceB_RR
What pair were you trading?
02-06-2013 02:29:04
steve
HFC-TSO
http://i.imgur.com/FtsFrWv.gif
Im looking at this one but getting close to earnings. If RSI hooks then Ill go long APA and Short APC
http://i.imgur.com/ajeibPB.gif
once Prodigio goes live, im hoping to automate this
set up alerts and new trades
02-06-2013 02:55:47
BruceB_RR
I know that they were doing it when Prodigio was with TOS successfully.
02-06-2013 02:56:10
steve
yes
not being near the computer all day is worth waiting
im the meantime.. Eyes glued to screen ;)
02-06-2013 02:58:07
BruceB_RR
:)
02-06-2013 02:59:46
steve
Risk Reward on pairs are generally .5 - 1 %. Of course that depends on what your allocating to each side
I heard TOS is working on Max Shares Per trade. That should be helpful
02-06-2013 03:05:35
BruceB_RR
Yeah, not sure why that would have taken so long. I know people have been asking for that for years. It is a simple division problem.
02-06-2013 03:07:12
steve
Ever hear of Multicharts?
02-06-2013 03:07:48
BruceB_RR
I've never cared how many shares of something I have, I wanted to know I was trading large enough to cover my commissions.
Maybe, but not sure.
02-06-2013 03:09:48
steve
With Pairs trading you want to be Dollar Neutral so # of shares can actually hurt you
02-06-2013 03:13:29
BruceB_RR
Yeah, and that is also part of my strategy. I know all of my positions are equal weight so just looking at my portfolio I know how balanced I am.
02-06-2013 03:15:13
Praying_Mantis
Is anyone's RTS working today?
02-06-2013 03:16:53
BruceB_RR
Hmmm, I picked up one position at the open and one stray reversal this morning. The stray is doing quite well ;)
go figure lol
02-06-2013 03:18:19
steve
one position at the open another going the other way.....are you sure your not pairs trading? ..lol
I was working in TO this morning..
02-06-2013 03:19:28
Praying_Mantis
I just emailed them.
02-06-2013 03:20:13
BruceB_RR
No, not this time. both positions are long. The stray was a short that closed twice.
02-06-2013 03:20:24
Praying_Mantis
Can't wait till this program runs consistently...
02-06-2013 03:21:09
BruceB_RR
So I guess it makes some that it is working out since my Strat did say it was time not to be short anymore. :)
Entrances seem to be ok, Now if they can just get the exits to work right.
02-06-2013 03:31:02
steve
the Exits arent working?
How long have they been FUBAR?
I thought it was my rules
02-06-2013 03:33:01
BruceB_RR
Actually it has been going on since Ver 4.0
They never really had the chance to get them fixed there, they just started in on Ver 5.0 when they got the new broker.
02-06-2013 03:34:09
steve
could it be the new SB?
02-06-2013 03:36:02
BruceB_RR
No, it is something in the Order system. They have a logic bug somewhere. I was talking to them today I think it is one of the last things that is keeping them from going live.
02-06-2013 03:37:20
steve
that makes sense none of my exits ever fired correctly. The entrys always worked..
i have 1 entry order and 2 exit oders
for 1 strat
02-06-2013 03:38:40
BruceB_RR
....and sometimes the order reverses its self?
02-06-2013 03:40:40
steve
i dont know. 1 strat is a buy assigned to the long stock, and 1 is a sell assigned to short
02-06-2013 03:42:01
BruceB_RR
So you only have one exit per position?
02-06-2013 03:42:21
steve
it tough to test since its a one shot deal if the pair fires off.. I have 1 chance of getting it right...lol
its actually 2 positions
1 entry rule and 2 exit rules (stop and target)
for each stock
yes 2 exit rules seperated by "or"
either the stop or target
02-06-2013 03:46:19
BruceB_RR
On one tab? That may be better for the moment. If you had them on seperate tabs you may be more likely to get stray positions.
02-06-2013 03:47:49
steve
http://i.imgur.com/JalWWra.gif
http://i.imgur.com/a2aaj4A.gif
that is one strat
Short APA.. this strat gets assisgned to APA
my bad it sell APC
http://i.imgur.com/7uE1wTv.gif
All I do is swithc the sell to buy on the entry and that turns the exits sell oders and assign it to other stock
simple ...huh....:)
02-06-2013 03:59:01
BruceB_RR
Yes, it does seem to be a good aproach.
02-06-2013 04:01:48
steve
i cant take credit.. Its Shadowtraders method. I dont think they have played since Prodigio and TOS didnt work out. Form what I hear they continue once its goes live.
02-06-2013 04:04:23
BruceB_RR
That would be cool, for sure.
02-06-2013 04:07:00
steve
APA-APC trade spread is going toward my entry.. From $1.36 when I took the pic to $1.21 at the close. Entry is 0.90 for a long and target is $3.45 with 87 correlation.. Paydirt if it works out :)
would be nice to see the automation happen correctly. Hopefully an entry tomorrow
L8tr Traders, See you soon
02-06-2013 04:44:14
BruceB_RR
Bye
02-06-2013 08:13:09
Midwest_Trader
Just catching up on chit-chat. I have had a strat running since 2/4. I got real excited on 2/5 when several entries closed that were purchased on 2/4. Today, however, I had at least six positions purchased either 2/4 or 2/5 that should have closed, but did not. I know this because TO is running the same strat against the same symbol list and it fired exits for positions RTS should have. I hope they find this bug soon.

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