+$1000, Russell - Nasdaq Algo Trade #1

Am posting this ATF cause was very busy with the day job and algo developing. The good news is that starting from this trade Russell - Nasdaq pair trading is fully algorithmic. The result of the backtest is shown here. Later I will publish details in a separate post.

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Order Type	Spread
9/11/2019 14:22	FUTURE	BUY	1	TO OPEN	/NQU19	19-Sep		FUTURE	7871	MKT	-20
9/11/2019 14:22	FUTURE	SELL	-1	TO OPEN	/RTYU19	19-Sep		FUTURE	1574	MKT
9/11/2019 14:22	FUTURE	SELL	-1	TO OPEN	/RTYU19	19-Sep		FUTURE	1574	MKT
9/12/2019 15:24	FUTURE	SELL	-1	TO CLOSE	/NQU19	19-Sep		FUTURE	7950	MKT	-1050
9/12/2019 15:24	FUTURE	BUY	1	TO CLOSE	/RTYU19	19-Sep		FUTURE	1579.5	MKT
9/12/2019 15:24	FUTURE	BUY	1	TO CLOSE	/RTYU19	19-Sep		FUTURE	1579.5	MKT