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 CNH4
Execution detail:
| Date/time | Symbol | Side | Price | Position |
|---|---|---|---|---|
| 2024-02-20 09:12:50 | CNG4 | buy | $11621.00 | long |
| 2024-02-23 09:59:32 | CNG4 | sell | $11958.00 | long |
| 2024-02-23 10:00:04 | CNG4 | sell | $11964.00 | 0 |
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