Pair Trading

#3
Just wanted to compare how it has been performing for the last 2-3 months. In a few of the pairs I am using the spreads have widened to historical levels.
 

pankajpari

RSITradeMaster
#4
Hi wsunil & omanshu2007,
I have also been using Pairs Trading. You can checkout my strategy from the below mentioned link.

http://www.traderji.com/amibroker/72878-assistance-required-coding-pairs-trading-afl.html

I have also attached a Pairs Trading AFL along with an AFL for MACD & RSI.

Would appreciate if both of you can share your strategies as well. If you do not want the share the strategy on this forum, kindly PM me the same.

This will help me to further improve on my strategy.

Thnx.
 

pankajpari

RSITradeMaster
#6
Hi wsunil,
Can you kindly throw some more light on your strategy, if possible, with an example. Also, kindly share how you enter & exit any pairs trade and also let us know your experience in trading pairs.....has it been profitable, how long do you keep the trades open - intraday or 2-3 days, etc.
 
#7
I use statistical analysis for the same and take a position when the spread goes to 2 standard deviations on either side.
Hi Wsunil,

Please tell me how you are finding std deviation. I think you found it on the ratio values of the stocks. i also using the same average value plus or minus 2 std deviation for trade entry.

But i'm stuck,where to put stoploss. Is it again in terms of std deviation or something else like P/L????
 

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