Thought I was recognizing some compression here as we dipped below CVAL and began to gain on delta but I was wrong.
We had three His with delta support but it was in a downtrend so it should have been fade rules.
Execution detail:
Date/time | Symbol | Side | Price | Position |
---|---|---|---|---|
2022-07-01 10:24:30 | ESU2 | buy | $3773.50 | long |
2022-07-01 10:25:08 | ESU2 | sell | $3770.50 | 0 |
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