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 CNJ4
Execution detail:
| Date/time | Symbol | Side | Price | Position |
|---|---|---|---|---|
| 2024-02-23 10:01:46 | CNH4 | buy | $11961.00 | long |
| 2024-02-23 10:02:19 | CNH4 | buy | $11968.00 | long |
| 2024-03-01 06:37:11 | CNH4 | sell | $11913.00 | long |
| 2024-03-05 07:31:22 | CNH4 | buy | $11893.00 | long |
| 2024-03-07 09:17:55 | CNH4 | buy | $11947.00 | long |
| 2024-03-18 09:19:26 | CNH4 | buy | $12144.00 | long |
| 2024-03-25 02:15:11 | CNH4 | sell | $12133.00 | 0 |
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