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 = 3.4
Exit: roll to HEJ4
Execution detail:
Date/time | Symbol | Side | Price | Position |
---|---|---|---|---|
2024-02-01 00:23:54 | HEG4 | buy | $76.231 | long |
2024-02-09 04:40:49 | HEG4 | sell | $73.656 | 0 |
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