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 =
PIL = FCE
Exit: Roll to FCEJ4
Execution detail:
Date/time | Symbol | Side | Price | Position |
---|---|---|---|---|
2024-02-13 09:41:37 | FCEH4 | buy | 7680.5 EUR | long |
2024-02-13 09:42:11 | FCEH4 | sell | 7680.0 EUR | long |
2024-02-18 08:09:29 | FCEH4 | sell | 7775.0 EUR | long |
2024-02-29 23:47:59 | FCEH4 | sell | 7951.0 EUR | long |
2024-03-05 07:33:41 | FCEH4 | buy | 7943.5 EUR | long |
2024-03-07 09:22:16 | FCEH4 | buy | 7927.0 EUR | long |
2024-03-10 10:42:51 | FCEH4 | sell | 8004.5 EUR | long |
2024-03-11 09:14:36 | FCEH4 | sell | 8001.7 EUR | 0 |
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