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: timestop
Execution detail:
| Date/time | Symbol | Side | Price | Position |
|---|---|---|---|---|
| 2024-02-20 09:14:55 | LEJ4 | buy | $187.625 | long |
| 2024-03-01 06:49:12 | LEJ4 | sell | $186.200 | long |
| 2024-03-18 08:48:01 | LEJ4 | sell | $187.475 | 0 |
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