MULTI FACTOR MOMENTUM Guia de trading

The Multi-Factor Momentum Score es una herramienta cuantitativa de análisis técnico. Multi-Factor Momentum Score (MFMS) Combines 4 orthogonal (independent) momentum factors into one composite score: 1. Price Momentum — ROC normalized by ATR (trend direction)

¿Qué muestra el indicador?

• Estructura del mercado e impulso: Visualiza la dirección de la tendencia dominante y zonas clave de reversión.
• Señales COMPRA / VENTA: Muestra puntos de entrada y salida confirmados según reglas cuantitativas.
• Límites dinámicos: Proporciona niveles adaptativos para gestionar el riesgo y beneficio de las operaciones.

Ajustes clave

• ROC Longitud (rocLen): Controls the calculation period and sensitivity for market detection.
• ATR Longitud (atrLen): Controls the calculation period and sensitivity for market detection.
• OBV Slope Longitud (obvSlopeLen): Controls the calculation period and sensitivity for market detection.
• Mean EMA Longitud (meanEmaLen): Controls the calculation period and sensitivity for market detection.
• RSI Longitud (rsiLen): Controls the calculation period and sensitivity for market detection.
• RSI Accel Smooth (rsiAccelSmooth): Controls the calculation period and sensitivity for market detection.
• Weight: Price Mom (wPrice): Controls the calculation period and sensitivity for market detection.
• Weight: Volume Mom (wVolume): Controls the calculation period and sensitivity for market detection.
• Weight: Mean Rev (wMean): Controls the calculation period and sensitivity for market detection.
• Weight: Mom Quality (wQuality): Controls the calculation period and sensitivity for market detection.
• Normalize EMA Len (normLen): Controls the calculation period and sensitivity for market detection.
• Normalize Factor (normFactor): Controls the calculation period and sensitivity for market detection.
• Signal EMA Longitud (signalLen): Controls the calculation period and sensitivity for market detection.
• Strong Level (strongLevel): Controls the calculation period and sensitivity for market detection.
• No-Trade Zone (noTradeZone): Controls the calculation period and sensitivity for market detection.
• Whale Vol Umbral (whaleThresh): Controls the calculation period and sensitivity for market detection.
• Show Signal Line (showSignal): Controls the calculation period and sensitivity for market detection.
• Show Component Dots (showDots): Controls the calculation period and sensitivity for market detection.
• Pivot Longitud (pivotLen): Controls the calculation period and sensitivity for market detection.
• Bull Strong (bullStrong): Controls the calculation period and sensitivity for market detection.
• Bull Weak (bullWeak): Controls the calculation period and sensitivity for market detection.
• Bear Strong (bearStrong): Controls the calculation period and sensitivity for market detection.
• Bear Weak (bearWeak): Controls the calculation period and sensitivity for market detection.
• Signal Line (signalLine): Controls the calculation period and sensitivity for market detection.
• Whale Buy (whaleBuy): Controls the calculation period and sensitivity for market detection.
• Whale Sell (whaleSell): Controls the calculation period and sensitivity for market detection.
• Price Factor (dotPrice): Controls the calculation period and sensitivity for market detection.
• Volume Factor (dotVolume): Controls the calculation period and sensitivity for market detection.
• Mean Rev Factor (dotMean): Controls the calculation period and sensitivity for market detection.
• Quality Factor (dotQuality): Controls the calculation period and sensitivity for market detection.
• Bull Divergence (divBull): Controls the calculation period and sensitivity for market detection.
• Bear Divergence (divBear): Controls the calculation period and sensitivity for market detection.
• MFMS Score (composite): Controls the calculation period and sensitivity for market detection.
• Signal (signal): Controls the calculation period and sensitivity for market detection.
• Price Mom (nP): Controls the calculation period and sensitivity for market detection.
• Volume Mom (nV): Controls the calculation period and sensitivity for market detection.
• Mean Rev (nM): Controls the calculation period and sensitivity for market detection.
• Mom Quality (nQ): Controls the calculation period and sensitivity for market detection.
• Whale Buy (whaleBuy): Controls the calculation period and sensitivity for market detection.
• Whale Sell (whaleSell): Controls the calculation period and sensitivity for market detection.
• Bull Divergence (divBull): Controls the calculation period and sensitivity for market detection.
• Bear Divergence (divBear): Controls the calculation period and sensitivity for market detection.
• MFMS Score (composite): Controls the calculation period and sensitivity for market detection.
• Signal Line (signal): Controls the calculation period and sensitivity for market detection.
• Is Alcista (isAlcista): Controls the calculation period and sensitivity for market detection.
• Is Bajista (isBajista): Controls the calculation period and sensitivity for market detection.
• Is No-Trade Zone (isNoTrade): Controls the calculation period and sensitivity for market detection.
• Is Strong Signal (isStrong): Controls the calculation period and sensitivity for market detection.
• Strong Cross Up (crossUp): Controls the calculation period and sensitivity for market detection.
• Strong Cross Down (crossDown): Controls the calculation period and sensitivity for market detection.
• Whale Buy (whaleBuy): Controls the calculation period and sensitivity for market detection.
• Whale Sell (whaleSell): Controls the calculation period and sensitivity for market detection.
• Alcista Divergence (divBull): Controls the calculation period and sensitivity for market detection.
• Bajista Divergence (divBear): Controls the calculation period and sensitivity for market detection.

Cómo usar los parámetros de estrategia (Condition Source)

Dentro del módulo Strategy Tester, este indicador se puede utilizar tanto como fuente directa de señales como filtro del estado del mercado.

1. Eventos de señal

• isAlcista - Is Alcista event signal.
• isBajista - Is Bajista event signal.
• isNoTrade - Is No-Trade Zone event signal.
• isStrong - Is Strong Signal event signal.
• crossUp - Strong Cross Up event signal.
• crossDown - Strong Cross Down event signal.
• whaleBuy - Whale Buy event signal.
• whaleSell - Whale Sell event signal.
• divBull - Alcista Divergence event signal.
• divBear - Bajista Divergence event signal.

2. Filtros y niveles de trading

• rocLen - ROC Longitud value used for structural qualification or thresholds.
• atrLen - ATR Longitud value used for structural qualification or thresholds.
• obvSlopeLen - OBV Slope Longitud value used for structural qualification or thresholds.
• meanEmaLen - Mean EMA Longitud value used for structural qualification or thresholds.
• rsiLen - RSI Longitud value used for structural qualification or thresholds.
• rsiAccelSmooth - RSI Accel Smooth value used for structural qualification or thresholds.
• wPrice - Weight: Price Mom value used for structural qualification or thresholds.
• wVolume - Weight: Volume Mom value used for structural qualification or thresholds.
• wMean - Weight: Mean Rev value used for structural qualification or thresholds.
• wQuality - Weight: Mom Quality value used for structural qualification or thresholds.
• normLen - Normalize EMA Len value used for structural qualification or thresholds.
• normFactor - Normalize Factor value used for structural qualification or thresholds.
• signalLen - Signal EMA Longitud value used for structural qualification or thresholds.
• strongLevel - Strong Level value used for structural qualification or thresholds.
• noTradeZone - No-Trade Zone value used for structural qualification or thresholds.
• whaleThresh - Whale Vol Umbral value used for structural qualification or thresholds.
• showSignal - Show Signal Line value used for structural qualification or thresholds.
• showDots - Show Component Dots value used for structural qualification or thresholds.
• pivotLen - Pivot Longitud value used for structural qualification or thresholds.
• composite - MFMS Score value used for structural qualification or thresholds.
• signal - Signal value used for structural qualification or thresholds.
• nP - Price Mom value used for structural qualification or thresholds.
• nV - Volume Mom value used for structural qualification or thresholds.
• nM - Mean Rev value used for structural qualification or thresholds.
• nQ - Mom Quality value used for structural qualification or thresholds.
• whaleBuy - Whale Buy value used for structural qualification or thresholds.
• whaleSell - Whale Sell value used for structural qualification or thresholds.
• divBull - Bull Divergence value used for structural qualification or thresholds.
• divBear - Bear Divergence value used for structural qualification or thresholds.
• composite - MFMS Score value used for structural qualification or thresholds.
• signal - Signal Line value used for structural qualification or thresholds.

Ejemplo de estrategia: Entrar en Long cuando buySignal es true y trendFilter == 1, asegurando que las operaciones se alineen con el impulso principal.