Despite the correct assumptions I was not able to start PTJ strategy. It requires more risk taking or faster reaction to 1SD price movements on 1 hour time frame.
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Exec Time | Spread | Side | Qty | Pos Effect | Symbol | Exp | Strike | Type | Price | Net Price |
4/29/2016 15:28 | FUTURE | SELL | -1 | TO OPEN | /6JM6 | 16-Jun | FUTURE | 0.009391 | 0.009391 | |
4/29/2016 14:59 | CUSTOM | BUY | 1 | TO CLOSE | /ESM6 1/50 JUN 16 | /ESM6 | 2060 | CALL | 37.5 | 54.75 |
BUY | 1 | TO CLOSE | /ESM6 1/50 JUN 16 | /ESM6 | 2060 | PUT | 49.75 | DEBIT | ||
SELL | -1 | TO CLOSE | /ESM6 1/50 JUN 16 | /ESM6 | 2010 | PUT | 32.5 | |||
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