Author Topic: Pair Databse Filter by Model  (Read 1770 times)

steven fastuca

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Pair Databse Filter by Model
« on: December 02, 2015, 02:59:26 pm »
I love the Pair Database for finding potential new pairs. I am not getting the exact info i want though and the process becomes very time consuming.

I only want to see results for the ratio model. Is this possible?


The Problem: Say for example that I want to see pairs with high system scores in the  Consumer Cyclical Sector. The search will return results, but the system scores for all models may not be that high yet the ratio model is very high.. I may end up not seeing the pair at all if the average score does not meet my criteria.

Currently I run a scan and then have to test each possible pair individually. Finding a good pair is sort of a combination of searching and finding the right parameters and a little bit of luck.


admin

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Re: Pair Databse Filter by Model
« Reply #1 on: December 03, 2015, 09:54:05 am »
In our opinion, you want to trade pairs which work fine with all models over wide parameter space to make sure they are robust enough.

But you want to focus on Ratio strategy, fine - the database contains a Sharpe Ratio value for single ratio strategy for every pair, so you can filter and sort using this field.

Take look on public preset "Profitable pairs focused on Ratio model". Unfortunately we don't index separate CAGR and Linearity just for Ratio model.

Quote
I am not getting the exact info i want though and the process becomes very time consuming.

...

Currently I run a scan and then have to test each possible pair individually. Finding a good pair is sort of a combination of searching and finding the right parameters and a little bit of luck.

We are working on an ultimate solution to this, but I will not disclose details at this moment.