Shared by
condasys
TURN is defined as MOMIdx score OPPOSITE sign of TRADE Direction.
BREAKOUT is defined as MOMIdx score abs(0-2) in same direction as TRADE direction.
CONTINUE is defined as MOMIdx score abs(>2) in same direction as TRADE Direction.
MOMIdx score = -2.8
Rebalance: 12Feb24, 19Feb24
Exit: Stop
Execution detail:
| Date/time | Symbol | Side | Price | Position |
|---|---|---|---|---|
| 2024-02-01 00:08:56 | JYH4 | sell | $0.0068610 | short |
| 2024-02-05 01:01:10 | JYH4 | sell | $0.0067735 | short |
| 2024-02-12 01:01:50 | JYH4 | buy | $0.0067410 | short |
| 2024-02-19 08:04:10 | JYH4 | buy | $0.0066990 | short |
| 2024-03-01 23:38:51 | JYH4 | buy | $0.0066690 | short |
| 2024-03-08 20:21:09 | JYH4 | buy | $0.0067775 | 0 |
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