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: Roll to CLK4
Execution detail:
| Date/time | Symbol | Side | Price | Position |
|---|---|---|---|---|
| 2024-02-16 06:33:20 | CLJ4 | buy | $77.54 | long |
| 2024-02-19 06:34:36 | CLJ4 | sell | $77.99 | long |
| 2024-02-28 06:35:32 | CLJ4 | buy | $78.48 | long |
| 2024-03-01 06:36:19 | CLJ4 | sell | $78.51 | long |
| 2024-03-15 09:51:04 | CLJ4 | sell | $81.14 | 0 |
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