Hi Cobra. (1) Yesterday your SPY ST Model says long if SPY is up today. Does it need today's close > today's open to be confirmed?
(2) The stop loss"1.5xATR(10)" is updated based on everyday's new ATR(10) or just the fixed ATR(10) of the entry day?
(3) What is the entry point for today's long position by ST model? Close price 120.86 or open price 120.10 or else?
Thanks.