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 = 4.7
exit: roll to CCK4
Execution detail:
| Date/time | Symbol | Side | Price | Position |
|---|---|---|---|---|
| 2024-02-01 00:21:59 | CCH4 | buy | $4852 | long |
| 2024-02-08 09:28:22 | CCH4 | buy | $5479 | long |
| 2024-02-15 08:12:16 | CCH4 | buy | $5988 | long |
| 2024-02-20 09:00:55 | CCH4 | sell | $5824 | 0 |
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