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 |
---|---|---|---|---|
2024-03-14 09:40:49 | HGK4 | buy | $4.0680 | long |
2024-03-25 10:23:28 | HGK4 | buy | $4.0005 | long |
2024-03-27 10:21:41 | HGK4 | sell | $4.0051 | 0 |
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