Tipo de estratégia
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 algoritmos1 bibliotecas
Rede de algoritmos
Como os algoritmos Momentum se conectam entre bibliotecas
Momentum
vn.py1 algos
DoubleMaStrategybeginner
Pipeline de decisão de trading
Como os algoritmos Momentum trabalham juntos em um sistema 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, referência de algoritmos
- DoubleMaStrategy (vn.py)
- Classic dual moving average crossover strategy going long on golden cross, short on death cross. Parâmetros principais: fast_window (Fast MA period), slow_window (Slow MA period).Fonte: https://github.com/vnpy/vnpy_ctastrategy.