전략 유형
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.
1개 알고리즘1개 라이브러리
알고리즘 네트워크
모멘텀 알고리즘이 라이브러리 간에 어떻게 연결되는지
Momentum
vn.py1 algos
DoubleMaStrategybeginner
트레이딩 결정 파이프라인
모멘텀 알고리즘이 거래 시스템에서 어떻게 함께 작동하는지
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, 알고리즘 참조
- DoubleMaStrategy (vn.py)
- Classic dual moving average crossover strategy going long on golden cross, short on death cross. 주요 파라미터: fast_window (Fast MA period), slow_window (Slow MA period).소스: https://github.com/vnpy/vnpy_ctastrategy.