Recent Posts

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11
Suggestions And Feature Requests / Request for filter in pairs database
« Last post by Kurtis Hemmerling on March 08, 2023, 09:42:44 pm »
I love this new software. But there is one thing missing, the ability to screen assets based on dollar x volume or turnover. I see price and I see volume. But either one is very limited in usage. I want to screen for stocks with at least $10 million in daily turnover. Depending on the stocks price that could be a range of 10 thousand shares to 10 million. You already have the two data points. Please consider allowing us to multiply them together as a filter. Thank you.
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Technical Details / Re: Problem with the platform
« Last post by admin on March 08, 2023, 12:19:04 pm »
Fixed in PTL Trader 1.7.0.

https://github.com/quantverse/ptltrader/releases
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News & Announcements / PTL Trader v1.7.0 Released!
« Last post by admin on March 08, 2023, 12:16:49 pm »
Dear community!

We are happy to announce we have released a new version of PTL Trader (v1.7.0) fixing some issues with UI and incompatibilities with the recent versions of IB API.

Project on GitHub: https://github.com/quantverse/ptltrader

Changelog: https://github.com/quantverse/ptltrader/releases

Manual: https://wiki.pairtradinglab.com/wiki/PTL_Trader_Manual
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Technical Details / Re: Problem with the platform
« Last post by admin on March 06, 2023, 05:41:56 pm »
We are preparing a release to address this problem. This won't bring support for the fractional shares though, it will just fix the historical data download under IB Gateway 10.19.
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Questions & Answers / Re: Z-score from EMA difference with Ratio Model
« Last post by admin on March 03, 2023, 11:26:06 am »
You can take a look to PTL Trader implementation: https://github.com/quantverse/ptltrader
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Questions & Answers / Re: Z-score from EMA difference with Ratio Model
« Last post by svkuz on March 02, 2023, 05:19:09 pm »
Thank you for your answer.

I have tried this with 34 or 100 unstable period and it gives me the same z-score result.

Also, I tried changing compability and no way: https://github.com/TA-Lib/ta-lib/blob/main/src/ta_func/ta_EMA.c#L285

What else can be?

Thank you again,
Best Regards.
17
Questions & Answers / PLT Trader Engine Status: Wait for hist Data
« Last post by Yiping Zhao on March 02, 2023, 09:18:42 am »
Hey,

I have the IB pro account (Seems non-Pro can't use API gateway?) with below subscriptions:

US Securities Snapshot and Futures Value Bundle ($10 / month, waived for activity)
US Equity and Options Add-On Streaming Bundle ($4.50 / month)


I still keep getting the errors to failed retrieve historical data like the attachment. Anyone can help?

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Questions & Answers / Re: Z-score from EMA difference with Ratio Model
« Last post by admin on March 01, 2023, 04:12:33 pm »
Probably the unstable period of EMA. EMA is an infinite-response filter, so you have to set the unstable period to "cut" the history.
https://ta-lib.org/d_api/ta_setunstableperiod.html
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Questions & Answers / Z-score from EMA difference with Ratio Model
« Last post by svkuz on March 01, 2023, 05:53:01 am »
Hello!

Firtly, congratulate with all work done, it's really helpful.

I have done some own tests to do backtests, and I found that your z-score its different than mine, using this backtest as a reference: https://www.pairtradinglab.com/backtests/Y-33ItOP-XTOENSI

Details:

What could be wrong in my calculations of z-score to be near of yours?

I attached my dataframe exported to excel to compare.

Thank you again,
Best Regards.
20
Portfolio Management / Re: more than 10 pairs in one portfolio?
« Last post by admin on February 27, 2023, 10:26:26 am »
https://www.pairtradinglab.com/faq#ptl-website-portfolio-unique-legs
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