Type de stratégie
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 algorithmes1 bibliothèques
Réseau d'algorithmes
Comment les algorithmes Momentum se connectent entre bibliothèques
Momentum
vn.py1 algos
DoubleMaStrategybeginner
Pipeline de décision de trading
Comment les algorithmes Momentum fonctionnent ensemble dans un système de trading
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
Momentum Trading Strategies, référence des algorithmes
- DoubleMaStrategy (vn.py)
- Classic dual moving average crossover strategy going long on golden cross, short on death cross. Paramètres clés : fast_window (Fast MA period), slow_window (Slow MA period).Source : https://github.com/vnpy/vnpy_ctastrategy.