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 = 2.4
Rebalance: 12Feb24
Exit: stop
Execution detail:
| Date/time | Symbol | Side | Price | Position |
|---|---|---|---|---|
| 2024-02-01 00:27:24 | KCH4 | buy | $193.05 | long |
| 2024-02-12 06:40:06 | KCH4 | buy | $194.85 | long |
| 2024-02-15 08:13:09 | KCH4 | sell | $188.00 | 0 |
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