> Are you trading  D2 , D3 , D4 Simultaneously on the  ES ?
>

Yes, each one is trading one ES contract independently and
simultaneously. Effectively, this means that I could be 3 contracts
short, 3 contracts long, or anything in between. In practice, the
holding period is rather short (somewhere around 30 minutes or so), so
most of the time, I am flat on all three.

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