tailieunhanh - Seven Trading Systems for the S&P Futures Gap Strategies to Day Trade the Opening Bell_2

Tham khảo tài liệu 'seven trading systems for the s&p futures gap strategies to day trade the opening bell_2', tài chính - ngân hàng, tài chính doanh nghiệp phục vụ nhu cầu học tập, nghiên cứu và làm việc hiệu quả | 52 2 Pail ìnriũig IIG Act vision This is the n verse leg AÌX L-J HQI Tail tiade slhHYHŨ. I tgiue and is a LoiỊg A-Short B Entry. Note tile symmetry ofthe spread Banda in the Acme s prca d 1 - 11 C ir T Esscn- ally t h 5 sjiTiead IS a minor 1 ítge rf the sjircad showin til previous example but the SB is th same 0 1025 nw hMM BDO r trt H- IK SẾM IR71W Ĩ1DC fit ll L Vl. LJ .t i5Jt JĨH Ằrmr it tfl DzHJCtitE rf D 4 ì íú O-lílỉS eoxí u 1MC ÙÍVEX 11X5 lh 5 LÌK 1S 1 35 1S05 7fio IMS 11 15 H Lurv . ĩ1 I QI .Lit I inaied-ActnisKin pail Tables and shall1 the results ofTradujgboth legs otllie ATV1-THQI pair f LU 11 November Cl 2O0Ũ through 3. latch 22 nel 2001 J lie average trade netted J235 forthc ATVI leg and 462 forthcTHQI leg totaling 747 for the stock pair Net of commissions and sl-pỊMực 1 C average trade tor th s a coi t S 7C ueidd fall Ũ. t .e taiỊge cfS5 ii te Sect I. TiS example N atypical sceiunic for a pair trade one profitable kg and one unprofitable leg. J hr goal is - capitalize on the price difference with proper position szLUf Some of the most effective pail trades occur when one stock in the paưgape dispfCipoitianHtel Io the othei slock J 111 exampile if two stocks with the same A l li blit differenl pt icts p up one poi i eg. die stock fijlures are up then r r pạp íTcaĩcs a pricing tbspanty 1 ere tfcck defied a T and r i ether a JQ then the pair spread is 131 30 033 minus 41 4Ọ I 025 equals Hence Ute fcri hi er Slock is overvalued relat ive lo th e talter sett i ng up a possible Sl cn i A Loig B pair Iradc 2 6 Examples r ill Ik . JI a deSlation Strawy Perfot inaitoe Report- Acme p Syaetn ATV1-5 in in Total Net Piofit 9 Open posilirr P L iftjM GftBS Profit 422 39200 Goss Lobs Ù Trial til trades 32 Percent profitable n .l ui trader 19 Number losing trades 13 Larges win-ing t-B de 43J 1 losing trade 42E80 f i AveragpM inningtrade 4 7 53 .