Momentum

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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.
evaluate	Evaluate the strategy and return orders.
required_indicators	Indicators that must be computed up-front for this strategy.

method description()

Short explanation of what the strategy does.

Returns

str The description.

method evaluate(data, portfolio, state, indicators=None)

Evaluate the strategy and return orders.

Parameters

data : dict[str, np.array | pd.DataFrame | pl.DataFrame] Keys are the experiment's symbols and values are the historical OHLCV data available up to the current bar. portfolio : Portfolio Current portfolio holdings (cash, positions and open orders). state : State Current simulation state. indicators : dict[str, dict[str, np.array | pd.DataFrame | pl.DataFrame]] | None The first keys are the indicator names. The second keys are the experiment's symbols. The values are the pre-computed indicator values. None if no indicators were selected.

Returns

list[Order] Orders to place this tick.

method required_indicators()

Indicators that must be computed up-front for this strategy.

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

Returns

list[BaseIndicator] The required indicator instances.