Overview
A time-series momentum system: it holds the trend while the trend pays, and steps aside when it stops paying. No pattern recognition, no oscillator confluence, one idea, executed consistently.
Momentum is the most documented anomaly in the academic literature, and also the easiest to ruin with over-fitting. This implementation stays deliberately plain: a momentum measurement over a lookback, a volatility-aware trailing exit, and nothing else to tune into oblivion.
What you get
- Per-timeframe Pine dispatchers (4h · 6h · 8h · 12h · 1d · 3d) with per-symbol configuration
- Trailing exit, so a trade is not closed by a fixed target that the trend never respects
- Alert coverage for bot execution
- A written performance report per instrument: return, average annual, max drawdown, Sharpe, profit factor, trades, win rate
Best for: traders who want a diversifier rather than another entry signal. Momentum is close to uncorrelated with the mean-reversion and divergence tools in the catalogue, it tends to make money in the periods where those struggle, which is the point of owning both.
Honest framing: momentum is a low-win-rate, high-payoff profile. Expect to be wrong more often than right, and to make it back on the trades that run. If a sub-50% win rate would make you abandon the system in month two, this is not the right tool for you. Results are historical and hypothetical.