Smart Factors Momentum Market (Python)
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README
Smart Factors Momentum Market (Python Version)
The Smart Factors Momentum Market strategy blends multiple equity factors with a broad market trend filter. The system goes long the market only when both the momentum factor basket and the overall index show positive trends, and exits to cash otherwise.
Details
- Entry Criteria: Composite factor momentum and market trend confirmation.
- Long/Short: Long only.
- Exit Criteria: Exit when factor momentum or market trend turns negative.
- Stops: No explicit stop.
- Default Values:
CandleType = TimeSpan.FromDays(1).TimeFrame()
- Filters:
- Category: Momentum
- Direction: Long
- Indicators: Multiple
- Stops: No
- Complexity: Intermediate
- Timeframe: Medium-term
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
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