Thursday, March 17, 2016

Test of Strategy1: Scalping /ES

Rules:
1. Sell new top (about +0.5SD );
2. Take profit at 0.25SD;
3.Stop loss +1SD;
4. Play Time 2 trading days;
5. If time is due change into the option play or make it flat.
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3/17/16-3/18/18 +7 points ($350)

Exec Time Spread Side Qty Pos Effect Symbol Exp Type Price Net Price Order Type
3/18/2016 16:13 FUTURE BUY 1 TO CLOSE /ESM6 16-Jun FUTURE 2037.75 2037.75 LMT
3/18/2016 15:14 FUTURE SELL -1 TO OPEN /ESM6 16-Jun FUTURE 2041 2041 LMT
3/18/2016 13:36 FUTURE BUY 1 TO CLOSE /ESM6 16-Jun FUTURE 2033.5 2033.5 LMT
3/18/2016 9:31 FUTURE SELL -1 TO OPEN /ESM6 16-Jun FUTURE 2036.75 2036.75 LMT
3/17/2016 15:51 FUTURE BUY 1 TO CLOSE /ESM6 16-Jun FUTURE 2033.5 2033.5 LMT
3/17/2016 14:10 FUTURE SELL -1 TO OPEN /ESM6 16-Jun FUTURE 2034.5 2034.5 LMT


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