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 =
ES = EP
Exit: Roll to ESM4
Execution detail:
| Date/time | Symbol | Side | Price | Position |
|---|---|---|---|---|
| 2024-02-07 09:34:50 | ESH4 | buy | $4981.25 | long |
| 2024-02-19 08:01:55 | ESH4 | sell | $5021.75 | long |
| 2024-03-01 23:46:16 | ESH4 | sell | $5106.75 | long |
| 2024-03-11 09:04:57 | ESH4 | sell | $5129.00 | 0 |
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