MULTI FACTOR MOMENTUM Guia de trading

The Multi-Factor Momentum Score é uma ferramenta quantitativa de análise técnica. Multi-Factor Momentum Score (MFMS) Combines 4 orthogonal (independent) momentum factors into one composite score: 1. Price Momentum — ROC normalized by ATR (trend direction)

O que o indicador mostra?

• Estrutura de mercado e momento: Visualiza direções de tendência predominantes e zonas de reversão chave.
• Sinais COMPRA / VENDA: Destaca oportunidades de entrada e saída confirmadas com base em regras quantitativas.
• Limites dinâmicos: Fornece níveis adaptativos para gerenciar risco e metas de negociação.

Configurações principais

• ROC Comprimento (rocLen): Controls the calculation period and sensitivity for market detection.
• ATR Comprimento (atrLen): Controls the calculation period and sensitivity for market detection.
• OBV Slope Comprimento (obvSlopeLen): Controls the calculation period and sensitivity for market detection.
• Mean EMA Comprimento (meanEmaLen): Controls the calculation period and sensitivity for market detection.
• RSI Comprimento (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 Comprimento (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 Limiar (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 Comprimento (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 Alta (Bullish) (isAlta (Bullish)): Controls the calculation period and sensitivity for market detection.
• Is Baixa (Bearish) (isBaixa (Bearish)): 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.
• Alta (Bullish) Divergence (divBull): Controls the calculation period and sensitivity for market detection.
• Baixa (Bearish) Divergence (divBear): Controls the calculation period and sensitivity for market detection.

Como usar parâmetros de estratégia (Condition Source)

No módulo Strategy Tester, este indicador pode ser usado tanto como fonte direta de sinal quanto como filtro de estado de mercado.

1. Eventos de sinal

• isAlta (Bullish) - Is Alta (Bullish) event signal.
• isBaixa (Bearish) - Is Baixa (Bearish) 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 - Alta (Bullish) Divergence event signal.
• divBear - Baixa (Bearish) Divergence event signal.

2. Filtros e níveis de negociação

• rocLen - ROC Comprimento value used for structural qualification or thresholds.
• atrLen - ATR Comprimento value used for structural qualification or thresholds.
• obvSlopeLen - OBV Slope Comprimento value used for structural qualification or thresholds.
• meanEmaLen - Mean EMA Comprimento value used for structural qualification or thresholds.
• rsiLen - RSI Comprimento 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 Comprimento 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 Limiar 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 Comprimento 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.

Exemplo de estratégia: Entrar em Long quando buySignal for true e trendFilter == 1, garantindo alinhamento com a tendência principal.