Pair Trading Lab Helpdesk & Forum

Pair Trading => Technical Details => Topic started by: Piotr Arendarski on November 02, 2016, 09:13:56 am

Title: new pair in PTL during trading session and z-score threshold
Post by: Piotr Arendarski on November 02, 2016, 09:13:56 am

Hi,

Yesterday I have the following scenario:

My PTL worked well in terms of execution, and during the trading session i added a new pair, z-score theshold was 2.0, and the actual threshold was far above but there was no trade execution... or maybe i missed something.

Piotr

Title: Re: new pair in PTL during trading session and z-score threshold
Post by: admin on November 02, 2016, 02:40:18 pm

Dear Piotr,

what was it indicating in "engine status"? Maybe one of the legs was hard-to-borrow at the moment...or maybe you also have max score rule configured.

Also, you can use Helpdesk if you would like to go into details (like pair name) without disclosing it to public.

Title: Re: new pair in PTL during trading session and z-score threshold
Post by: Piotr Arendarski on November 02, 2016, 06:46:02 pm

Thank you, I will do it next time.

Piotr