Momentum strategies generate signals based on a momentum indicator.
The AwesomeOscillatorStrategy uses the ao values that are generated by the AwesomeOscillator indicator function to provide a SELL action when the ao is below zero, and a BUY action when ao is above zero.
actions := indicator.AwesomeOscillatorStrategy(asset)The RsiStrategy uses the rsi values that are generated by the Rsi indicator function to provide a BUY action when rsi is below the buyAt parameter, and a SELL action when rsi is above the sellAt parameter.
actions := indicator.RsiStrategy(asset, 70, 30)The RSI strategy is usually used with 70-30, or 80-20 values. The DefaultRsiStrategy function uses the 70-30 values.
actions := indicator.DefaultRsiStrategy(asset)The function signature of RsiStrategy does not match the StrategyFunction type, as it requires an additional sellAt, and buyAt parameters. The MakeRsiStrategy function can be used to return a StrategyFunction instance based on the given sellAt, and buyAt values.
strategy := indicator.MakeRsiStrategy(80, 20)
actions := strategy(asset)The Rsi2Strategy uses the rsi values that are generated by the Rsi2 indicator function to provide a BUY action when 2-period RSI moves below 10, and a SELL action when the 2-period RSI moved above 90, and a HOLD action otherwise.
actions := indicator.Rsi2Strategy(asset)The WilliamsRStrategy uses the wr values that are generated by the WilliamsR indicator function to provide a SELL action when the wr is below -20, and a BUY action when wr is above -80.
actions := indicator.WilliamsRStrategy(asset)The information provided on this project is strictly for informational purposes and is not to be construed as advice or solicitation to buy or sell any security.
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The source code is provided under MIT License.