OPEN-SOURCE SCRIPT
MOC Delta MOO Entry
This model is a momentum-based futures strategy that uses the buy/sell delta during the MOC window (3:50–3:59 EST) to determine market sentiment. If the MOC delta exceeds a customizable percentage of total daily volume, a trade is triggered at the next day’s 9:30 open, but only if the price opens above or below the 15 and 30 SMAs (for long or short entries, respectively). All trades are exited at 3:50 PM EST on the same day.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.