SPY Trend/Pullkack exited

    Posted by matt on 5th of Jul 2023 at 09:48 am

    exited on Monday - weird fact about Tradestation, or let's just call it a stupid bug they never patched. The exit didn't show up until 4 pm on Monday - because that's when the normal daily bar would close. Even though the bar closes at 12:30, TS doesn't count the bars as closed until 4 pm during the week - which is dumb as they don't treat those 1/2 days correctly.

    anwway - if anyone is still in the Trend/Pullback trade, you could exit there, or place a stop at today's lows

    the image shows both versions of the systsem, the one on the left shows the reversion to mean version that exits after price crosses a short term MA, we exited 1/2 our position according to that version and held the other 1/2 to the version on the right which holds for longer period of time.

    anyway nice system trade


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