Momentum

Definition

Subtracts the price N periods ago from the current price to measure the speed of price change.

Boundary

It measures only speed of change and does not distinguish trend from noise.

Role distribution

Market regimes

Common parameters

Frequent co-occurrence

• False Signal430
• Breakout315
• ATR235
• EMA225
• False Breakout223
• Cross Above193
• MACD188
• Cross Below165
• Overbought160
• Stop Loss143

Semantic relations

• Derivation ← Rate of ChangeROC is a rate-of-change version of momentum normalized by the base price.
• Basis → Momentum FilterMomentum filters use momentum indicators to confirm direction.

Evidence strategies

• 基于LazyBear压缩动量指标的量化交易策略Squeeze-Momentum-Trading-Strategy-Based-on-LazyBear-IndicatorFilter
• 动量双均线交叉策略Momentum-Dual-Moving-Average-Crossover-StrategyFilter
• 波尔带通道动量波动策略Bollinger-Band-Momentum-Burst-StrategyFilter
• 动态趋势动量交叉策略-基于双重EMA与MACD指标的量化交易系统-Dynamic-Trend-Momentum-Crossover-Strategy-Quantitative-Trading-System-Based-on-Dual-EMA-and-MACD-IndicatorsFilter
• 价格动量追踪策略Price-Momentum-Tracking-StrategyFilter
• 动量指标与恐慌指数交叉策略Momentum-and-Fear-Index-Crossover-StrategyTrigger
• 多动量指标组合策略Multi-Momentum-Indicators-Combo-StrategyTrigger
• 动量均线破坏策略Momentum-Breakout-StrategyFilter
• 基于趋势追踪的动量突破策略Trend-Following-Momentum-Breakout-StrategyFilter
• 动量突破交易策略Momentum-Breakout-StrategyFilter
• 动量位置型NoroBands波段策略NoroBands-Momentum-Position-StrategyTrigger
• 多重趋势跟踪与结构突破策略-Multi-Trend-Following-and-Structure-Breakout-StrategyTrigger
• 首个蜡烛突破-止损或收盘自动平仓策略-First-Candle-Breakout-with-Stop-Loss-or-End-of-Day-Closing-StrategyTrigger

Corpus quotes