Momentum

Momentum is a trend-following strategy that uses an EMA crossover to generate directional signals.

Algorithm

1. Maintain a fast EMA (default period 12) and a slow EMA (default period 26) over trade prices.
2. When fast EMA crosses above slow EMA: emit a buy signal.
3. When fast EMA crosses below slow EMA: emit a sell signal.
4. No signal is emitted until both EMAs have warmed up (require slow_period trades).

Parameters