A A pbVWAP after OD drop below pML
se 75.30 -- VWAP 75.36
x1 75.10 -- exit half after bounce off 75.00
stop 75.30 -- stopped, unable to get below 75.00
Execution detail:
Date/time | Symbol | Side | Price | Position |
---|---|---|---|---|
2015-03-18 09:32:21 | ADBE | sell | $75.300 | short |
2015-03-18 09:35:57 | ADBE | buy | $75.100 | short |
2015-03-18 09:43:19 | ADBE | buy | $75.300 | 0 |
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