4.1.1
Sector Momentum Rotation MA Filter
PYTHON PLUGIN
Etf
Momentum
Description
Strategy 4.1.1: Momentum rotation filtered by SMA(200) trend
Strategy Logic
Strategy 4.1.1: Sector Momentum Rotation with MA Filter.
Same as 4.1 but only enter long if price > SMA(200).
Trend filter avoids going long in a downtrend.
Parameters
| Parameter | Default Value | Type |
|---|---|---|
| momentum_period | 63 | int |
| ma_period | 200 | int |
| top_n | 3 | int |
| bottom_n | 3 | int |
Risk Configuration
| Risk Parameter | Value |
|---|---|
| Max Position Pct | 10.0% |
| Stop Loss Pct | 5.0% |
| Take Profit Pct | 10.0% |
| Max Drawdown Pct | 15.0% |