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 =
adjustment = sz x 40
Exit: Roll to TWNJ4
Execution detail:
Date/time | Symbol | Side | Price | Position |
---|---|---|---|---|
2024-02-22 09:27:08 | TWNH4 | buy | $1604.250 | long |
2024-02-29 09:47:15 | TWNH4 | sell | $1614.750 | long |
2024-03-01 23:52:39 | TWNH4 | sell | $1616.250 | long |
2024-03-07 09:23:12 | TWNH4 | buy | $1675.500 | long |
2024-03-08 20:37:41 | TWNH4 | sell | $1683.500 | long |
2024-03-11 10:33:08 | TWNH4 | sell | $1683.250 | long |
2024-03-22 09:42:34 | TWNH4 | buy | $1724.000 | long |
2024-03-25 02:07:12 | TWNH4 | sell | $1722.000 | 0 |
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