yeah while that's one option to use a higher expiration contract
i.e. in this case Sept futures vs Dec futures, I think it's easier
to treat it by simple math. The short will trigger today so with
the longs you have
3ES + -1ES = 2 ES net long until one of the systems closed out -
math is easy
yeah while that's one option
KISS trend update
Posted by matt on 24th of Jun 2022 at 03:43 pm
yeah while that's one option to use a higher expiration contract i.e. in this case Sept futures vs Dec futures, I think it's easier to treat it by simple math. The short will trigger today so with the longs you have
3ES + -1ES = 2 ES net long until one of the systems closed out - math is easy
I like this strategy keep
Posted by srusso1 on 24th of Jun 2022 at 03:57 pm
I like this strategy keep in mind for when I have more money to trade