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 SIK4
Execution detail:
| Date/time | Symbol | Side | Price | Position |
|---|---|---|---|---|
| 2024-03-08 20:32:02 | SIJ4 | buy | $24.435 | long |
| 2024-03-25 01:47:09 | SIJ4 | sell | $24.670 | 0 |
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