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Strategy Type

Momentum Trading Strategies

Trend Following & Momentum Capture

Momentum strategies capture the continuation of existing price trends by buying assets with strong recent performance and selling weak performers. These strategies ride the wave of market trends until momentum shows signs of exhaustion.

1 algorithms1 libraries
Algorithm Network

How Momentum algorithms connect across libraries

📈Momentum
🔧
vn.py1 algos
DoubleMaStrategybeginner
Trading Decision Pipeline

How Momentum algorithms work together in a trading system

1
📊

Trend Detection

Momentum measurement

Moving average slope
Rate of change (ROC)
2
💪

Momentum Strength

Trend conviction level

ADX > 25 (strong trend)
Volume confirmation
3
📈

Trend Entry

Ride the momentum

Fast MA crosses above slow MA
Price above 200-period MA
4
📉

Momentum Exit

Trend exhaustion detection

MA crossover reversal
Momentum divergence
5
🛡️

Chop Filter

Avoid ranging markets

ADX < 20 = no trade
Volatility regime check
Complexity:

vn.py

DoubleMaStrategy
vn.py
Momentumbeginner

Classic dual moving average crossover strategy going long on golden cross, short on death cross.

Speed⚡⚡
Accuracy📊📊📊
Key Parameters
fast_window10Fast MA period
slow_window20Slow MA period
Source:vnpy_ctastrategy
Related Strategy Types
Breakout →Indicator-Based →All Algorithms →

Momentum Trading Strategies, Algorithm Reference

DoubleMaStrategy (vn.py)
Classic dual moving average crossover strategy going long on golden cross, short on death cross. Key parameters: fast_window (Fast MA period), slow_window (Slow MA period).Source: https://github.com/vnpy/vnpy_ctastrategy.