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 = 4.2
rebalance: 16Feb24, 19Feb24
Exit: Roll to NQM4
Execution detail:
| Date/time | Symbol | Side | Price | Position |
|---|---|---|---|---|
| 2024-02-01 00:06:01 | NQH4 | buy | $17304.25 | long |
| 2024-02-09 04:30:17 | NQH4 | buy | $17865.25 | long |
| 2024-02-16 08:30:12 | NQH4 | sell | $17937.00 | long |
| 2024-02-19 07:59:20 | NQH4 | sell | $17757.25 | long |
| 2024-02-29 09:48:05 | NQH4 | sell | $17908.25 | long |
| 2024-03-01 23:41:15 | NQH4 | sell | $18120.50 | long |
| 2024-03-11 09:09:47 | NQH4 | sell | $18046.75 | 0 |
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