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 =
Rebalance: 12Feb24
Exit: Stop
Execution detail:
| Date/time | Symbol | Side | Price | Position |
|---|---|---|---|---|
| 2024-02-09 04:38:23 | LEJ4 | buy | $187.350 | long |
| 2024-02-12 09:29:52 | LEJ4 | sell | $186.575 | long |
| 2024-02-15 08:13:42 | LEJ4 | sell | $183.425 | 0 |
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