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 RCN4
Execution detail:
| Date/time | Symbol | Side | Price | Position |
|---|---|---|---|---|
| 2024-03-08 20:25:11 | RCK4 | buy | $3355 | long |
| 2024-03-11 10:44:22 | RCK4 | sell | $3309 | long |
| 2024-03-22 09:38:41 | RCK4 | buy | $3360 | long |
| 2024-03-25 02:24:15 | RCK4 | buy | $3370 | long |
| 2024-03-27 02:40:21 | RCK4 | buy | $3493 | long |
| 2024-04-10 08:03:07 | RCK4 | buy | $3732 | long |
| 2024-04-17 09:35:25 | RCK4 | sell | $4000 | long |
| 2024-04-17 09:44:05 | RCK4 | sell | $4228 | 0 |
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