MULTI FACTOR MOMENTUM Гайд по трейдингу

The Multi-Factor Momentum Score — это квантитативный инструмент технического анализа. Multi-Factor Momentum Score (MFMS) Combines 4 orthogonal (independent) momentum factors into one composite score: 1. Price Momentum — ROC normalized by ATR (trend direction)

Что показывает индикатор?

• Структура рынка и импульс: Визуализирует преобладающие направления тренда и ключевые зоны разворота.
• Сигналы ПОКУПКА / ПРОДАЖА: Отмечает подтвержденные точки входа и выхода на основе алгоритмических правил.
• Динамические границы: Предоставляет адаптивные уровни для управления рисками и целями сделки.

Ключевые настройки

• ROC Длина (rocLen): Controls the calculation period and sensitivity for market detection.
• ATR Длина (atrLen): Controls the calculation period and sensitivity for market detection.
• OBV Slope Длина (obvSlopeLen): Controls the calculation period and sensitivity for market detection.
• Mean EMA Длина (meanEmaLen): Controls the calculation period and sensitivity for market detection.
• RSI Длина (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 Длина (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 Порог (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 Длина (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 Бычий (isБычий): Controls the calculation period and sensitivity for market detection.
• Is Медвежий (isМедвежий): 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.
• Бычий Divergence (divBull): Controls the calculation period and sensitivity for market detection.
• Медвежий Divergence (divBear): Controls the calculation period and sensitivity for market detection.

Как использовать параметры стратегии (Condition Source)

В модуле Strategy Tester этот индикатор можно использовать как прямой источник сигналов, так и в качестве фильтра состояния рынка.

1. События сигналов

• isБычий - Is Бычий event signal.
• isМедвежий - Is Медвежий 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 - Бычий Divergence event signal.
• divBear - Медвежий Divergence event signal.

2. Фильтры и торговые уровни

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

Пример стратегии: Вход в лонг, когда buySignal == true и trendFilter == 1, что гарантирует соответствие сделок основному импульсу рынка.