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 =
Exit: stop
Execution detail:
| Date/time | Symbol | Side | Price | Position |
|---|---|---|---|---|
| 2024-02-15 08:15:52 | HEJ4 | buy | $85.067 | long |
| 2024-02-29 10:12:26 | HEJ4 | sell | $86.350 | long |
| 2024-03-01 06:48:10 | HEJ4 | sell | $86.400 | long |
| 2024-03-05 09:24:04 | HEJ4 | buy | $86.200 | long |
| 2024-03-06 09:41:21 | HEJ4 | sell | $84.833 | 0 |
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