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 ZSK4
Execution detail:
Date/time | Symbol | Side | Price | Position |
---|---|---|---|---|
2024-02-15 08:15:14 | ZSH4 | sell | $1167.25 | short |
2024-02-20 09:16:12 | ZSH4 | buy | $1182.75 | short |
2024-02-26 09:11:43 | ZSH4 | buy | $1141.75 | 0 |
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