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Momentum


class backtide.strategies.Momentum(period=14, ma_period=50)

Trend-following strategy driven by short-term price momentum.

Buys when short-term momentum turns positive (e.g. price rises above a recent trough) and sells when the price falls below a trend-filtering moving average. A straightforward trend-following approach that aims to ride established moves and exit before they reverse.

Parameters

period : int, default=14

Look-back period for the momentum calculation.

ma_period : int, default=50
Moving average period for the trend filter.

Attributes

name : str

Human-readable strategy name.

is_multi_asset : bool
Whether this is a multi-asset strategy.


See Also

BuyAndHold

Passive baseline that buys once and holds indefinitely.

Roc

Rate of Change momentum strategy.

SmaCrossover

Simple Moving Average crossover strategy using fast and slow periods.


Methods

description Short explanation of what the strategy does.
required_indicators Indicators that must be computed up-front for this


method backtide.strategiesdescription()

Short explanation of what the strategy does.

Returns

str

The description.



method backtide.strategiesrequired_indicators()

Indicators that must be computed up-front for this

strategy.

Returns a list of indicator instances, already parameterised with this strategy's current settings, that the engine will auto-include before the simulation starts.

Returns

list

The required indicator instances.