Momentum Percentage

Strategy based on price momentum percentage change

Testing indicates an average annual return of about 97%. It performs best in the crypto market.

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.

Details

• 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