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 FBTPM4
Execution detail:
| Date/time | Symbol | Side | Price | Position |
|---|---|---|---|---|
| 2024-02-26 09:05:48 | FBTPH4 | buy | 118.53 EUR | long |
| 2024-02-28 09:33:37 | FBTPH4 | sell | 117.40 EUR | long |
| 2024-02-28 09:34:19 | FBTPH4 | buy | 117.42 EUR | long |
| 2024-03-01 07:26:41 | FBTPH4 | sell | 117.66 EUR | long |
| 2024-03-04 07:27:13 | FBTPH4 | sell | 117.36 EUR | 0 |
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