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 = stop
adjustment: px x jpyusd x 10000 = x68
Execution detail:
| Date/time | Symbol | Side | Price | Position |
|---|---|---|---|---|
| 2024-03-04 07:24:49 | JTIM4 | buy | $2695.500 | long |
| 2024-03-05 07:32:08 | JTIM4 | buy | $2675.000 | long |
| 2024-03-14 09:36:24 | JTIM4 | sell | $2622.500 | 0 |
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