On the MiM:



Another partial trade on the MiM.  So here is how it works for me:  At 3pm I entered long (it should be 200MM but all the data wasn’t in yet and I extrapolated that it would be 200M so I entered there).  At 3:20PM we continued to have a signal and our size had grown so another entry.  At the 3:30pm entry time the dollar size had moved from 268M down to 263M, so no entry but stayed in the trade with the 3pm and 3:20pm entry.  By 3:40pm the signal was gone so I exited all entries.


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Date Of Signal Direction x:00 Entry/Close x:20 Entry/Close x:30 Entry/Close
5/6/2014 Long 1.88 (xx:20) -- --
5/8/2014 Long 3.11 (xx:40) 1.24 (xx:40) --
Total   4.99 1.24 --


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