A B OD held 12.00, enter when got above VWAP
LE1 12.37 move above VWAP
add1 12.53 continued strength above ODH
x1 12.50 weakening, can't hold 12.50, but holding above VWAP
flat 12.36 can't hold VWAP; look for reentry if signs of strength
add was too aggressive
Execution detail:
Date/time | Symbol | Side | Price | Position |
---|---|---|---|---|
2014-08-27 09:39:23 | TUBE | buy | $12.370 | long |
2014-08-27 09:41:04 | TUBE | buy | $12.530 | long |
2014-08-27 09:44:33 | TUBE | sell | $12.500 | long |
2014-08-27 09:48:22 | TUBE | buy | $12.530 | long |
2014-08-27 09:50:27 | TUBE | sell | $12.360 | 0 |
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