Momentum Percentage (C#)
Strategy based on price momentum percentage change Momentum Percentage tracks percent change in price. Trades trigger when momentum exceeds positive or negative levels and exit on the counter signal o...
Install-Package StockSharp.Strategies.0020_Momentum_Percentage -Version 5.0.1
Strategy based on price momentum percentage change Momentum Percentage tracks percent change in price. Trades trigger when momentum exceeds positive or negative levels and exit on the counter signal or a volatility stop. By measuring returns over a set lookback, the system adapts to different markets. The volatility stop ensures large adverse moves exit quickly.
Entry Criteria: Signals based on MA, Momentum.
Long/Short: Both directions.
Exit Criteria: Opposite signal or stop.
Stops: Yes.
Default Values:
MomentumPeriod = 10
ThresholdPercent = 5m
StopLossPercent = 2m
CandleType = TimeSpan.FromMinutes(5) [*]Filters:
Category: Trend
Direction: Both
Indicators: MA, Momentum
Stops: Yes
Complexity: Basic
Timeframe: Intraday (5m)
Seasonality: No
Neural Networks: No
Divergence: No
Risk Level: Medium