Pair Trading > Technical Details

new pair in PTL during trading session and z-score threshold

(1/1)

Piotr Arendarski:
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

admin:
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.

Piotr Arendarski:
Thank you, I will do it next time.

Piotr

Navigation

[0] Message Index