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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