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DIB Strategy

One of the most viable MP trades that has been identified is the DIB trade. This requires more investigation and I would like to test it against different IB sizes to see if the size of the IB has an effect to the profitability on the standard strategy and if the targets, stops and MacGyvers can be adjusted depending on the size of the IB.

Initial Entry:
Open: 1 tick inside (front run) DIB
Target: 4 ticks

MacGyver: 5 ticks beyond DIB (same size as original entry)
Target: DIB for full position (+5 ticks on MacGyver and -1 on original position for net +4 ticks profit)

Stop: about 10 ticks