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 =
Exit: roll to CCN4
Execution detail:
| Date/time | Symbol | Side | Price | Position |
|---|---|---|---|---|
| 2024-02-20 09:03:18 | CCK4 | buy | $5478 | long |
| 2024-02-20 09:03:50 | CCK4 | sell | $5484 | long |
| 2024-02-29 09:43:21 | CCK4 | sell | $5941 | long |
| 2024-03-01 06:40:29 | CCK4 | sell | $6149 | long |
| 2024-03-11 10:45:07 | CCK4 | sell | $6444 | long |
| 2024-03-18 09:26:10 | CCK4 | sell | $8416 | long |
| 2024-03-19 08:59:33 | CCK4 | sell | $8239 | long |
| 2024-03-20 11:00:32 | CCK4 | sell | $7887 | long |
| 2024-03-21 11:01:18 | CCK4 | sell | $8450 | long |
| 2024-03-22 09:27:59 | CCK4 | sell | $8552 | long |
| 2024-03-27 02:45:40 | CCK4 | buy | $9509 | long |
| 2024-04-11 08:11:05 | CCK4 | buy | $10506 | long |
| 2024-04-17 09:39:28 | CCK4 | sell | $10320 | long |
| 2024-04-18 09:55:02 | CCK4 | sell | $10723 | 0 |
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