戦略タイプ
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 アルゴリズム1 ライブラリ
アルゴリズムネットワーク
モメンタムアルゴリズムのライブラリ間連携
Momentum
vn.py1 algos
DoubleMaStrategybeginner
トレーディング判断パイプライン
モメンタムアルゴリズムが取引システム内でどのように協調するか
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, アルゴリズムリファレンス
- DoubleMaStrategy (vn.py)
- Classic dual moving average crossover strategy going long on golden cross, short on death cross. 主要パラメータ: fast_window (Fast MA period), slow_window (Slow MA period).ソース: https://github.com/vnpy/vnpy_ctastrategy.