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

📊

Trend Detection

Momentum measurement

Moving average slope

Rate of change (ROC)

💪

Momentum Strength

Trend conviction level

ADX > 25 (strong trend)

Volume confirmation

📈

Trend Entry

Ride the momentum

Fast MA crosses above slow MA

Price above 200-period MA

📉

Momentum Exit

Trend exhaustion detection

MA crossover reversal

Momentum divergence

🛡️

Chop Filter

Avoid ranging markets

ADX < 20 = no trade

Volatility regime check

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_window	10	Fast MA period
slow_window	20	Slow MA period

Source:vnpy_ctastrategy

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.