Shared by
RyanDoran
Not the best trade, still worked out ok, should have held onto second position till the VWAP!!
PW-VWAP = (1): Price respected PW-VWAP level
CW-VWAP = (0): Not yet developed
D-VWAP = (1): +1SD fading back to mean
PROFILE = (0): no clear position within CVA
O/N = (1): failed to go lower, then higher just before open
EVA = (1): nice VP EVA that I faded back into
O/F = (0): neutral
Execution detail:
| Date/time | Symbol | Side | Price | Position |
|---|---|---|---|---|
| 2021-02-01 09:34:36 | ESH1 | sell | $3745.00 | short |
| 2021-02-01 09:34:36 | ESH1 | sell | $3745.00 | short |
| 2021-02-01 09:35:42 | ESH1 | buy | $3739.50 | short |
| 2021-02-01 09:39:26 | ESH1 | buy | $3738.00 | 0 |
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