Momentum Algo

Hi All,

Another strategy I'm looking to code:

Indicators: 3 x EMA

Constraints: Market days and hours, check if there is currently a trade in the direction.

Money Management: Stop loss based on EMA (trailing). Position size to be calculated per distance from entry to stop as a % of account NAV. Take profit optional.

Triggers: Two conditions will be specified

Entry: Based on close of a candle after all previous triggers have been met.