I can not seem to design the strategy I want. Let's say the ES is trading at 1225.00 currently. I want to design a strategy that buys:
1 contract limit at 1224.00
1 contract limit at 1223.00
1 contract limit at 1222.00
And as price comes down, I want my target to be 1 point from my average price at all times and my stop to be 2 points below my average price at all times.
Can anyone help me here? Been trying for a while to design this one.
Alan
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