策略類型
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 個演算法1 個函式庫
演算法網路
動量演算法如何跨函式庫連接
Momentum
vn.py1 algos
DoubleMaStrategybeginner
交易決策流程
動量演算法如何在交易系統中協同運作
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，演算法參考
- DoubleMaStrategy (vn.py)
- Classic dual moving average crossover strategy going long on golden cross, short on death cross. 關鍵參數： fast_window (Fast MA period), slow_window (Slow MA period).原始碼： https://github.com/vnpy/vnpy_ctastrategy.