Time-Series Momentum (ROC 28 + EMA 50)¶
What it does: Holds while 28-day momentum is positive and price is above the 50-day average. Rate of change (ROC) measures how much the price has moved over a period. This buys when the 28-day ROC turns positive while the price is above its 50-day average, and sells when the 28-day ROC turns negative, or at the stop-loss.
Style: Momentum · Difficulty: Beginner · Risk: medium · Ready: 2 of 2 variants
When people use it: It tends to work in trends that persist for weeks.
Where it struggles: It struggles in choppy months and after sharp reversals.
Markets it was written for: BTC, ETH, majors. Timeframes: 1d.
Open it in the Strategy Library (on the Strategies page), pick a variant, adjust the settings and press Add to my strategies. It becomes your own strategy: edit, backtest or trade it like any other.
Long¶
Holds while 28-day momentum is positive and price is above the 50-day average.
Labels: Momentum, Long, Spot, Beginner, Slow
- Direction: Buy (long) · Market: spot
- Trigger: On candle close · Main timeframe: Auto (1d)
Entry
- IF ROC(28) crosses above 0 (1d) and Price > EMA(50) (1d)
Exit: Indicator-Based Exit
- IF ROC(28) crosses below 0 (1d)
- Loss controls: Stop-loss % 15%
Settings
| Setting | Default | Editable | What changing it does |
|---|---|---|---|
| ROC lookback days | 28 | Yes (sets 2 fields) | How far back momentum is measured. Shorter reacts sooner (more trades, more false turns); longer reacts later but steadier. Changes both the entry and the exit. |
| Trend average | 50 | Yes | It only trades on the trend side of this average (buys above it; the short version shorts below it). Shorter allows trades sooner; longer is stricter. |
How it works (as shown in the app)
- Rate of change (ROC) measures how much the price has moved over a period. This buys when the 28-day ROC turns positive while the price is above its 50-day average, and sells when the 28-day ROC turns negative, or at the stop-loss.
- It tends to work in trends that persist for weeks.
- It struggles in choppy months and after sharp reversals.
- Built for daily candles.
Short (perp)¶
Stays short while 28-day momentum is negative and price is below the 50-day average.
Labels: Momentum, Short, Futures, Slow, Backtest Only
- Direction: Sell (short) · Market: swap
- Trigger: On candle close · Main timeframe: Auto (1d)
Entry
- IF ROC(28) crosses below 0 (1d) and Price < EMA(50) (1d)
Exit: Indicator-Based Exit
- IF ROC(28) crosses above 0 (1d)
- Loss controls: Stop-loss % 12%
Settings
| Setting | Default | Editable | What changing it does |
|---|---|---|---|
| ROC lookback days | 28 | Yes (sets 2 fields) | How far back momentum is measured. Shorter reacts sooner (more trades, more false turns); longer reacts later but steadier. Changes both the entry and the exit. |
| Trend average | 50 | Yes | It only trades on the trend side of this average (buys above it; the short version shorts below it). Shorter allows trades sooner; longer is stricter. |
How it works (as shown in the app)
- Rate of change (ROC) measures how much the price has moved over a period. This shorts when the 28-day ROC turns negative while the price is below its 50-day average, and buys back when the 28-day ROC turns positive, or at the stop-loss.
- It tends to work in downtrends that persist for weeks.
- It struggles in choppy months and after sharp recoveries.
- Built for daily candles.
- Shorting means you profit if the price falls and lose if it rises.
- Suggested leverage is at most 2x. On isolated margin, at 2x the exchange closes the position (liquidation) if the price moves about 49.7% against you, and you lose the margin you put into it. Keep your stop well inside that.
- For now this version runs in backtests only; paper and live futures trading are coming later.
Warnings¶
- "Backtest only for now: paper and live trading of shorts are coming later.": shown on short variants. They need perpetual or futures pairs.
- Some variants suggest leverage. On isolated margin a liquidation loses the margin in that position; keep any stop well inside the liquidation distance (the Trade Builder warns you when it isn't).
- Once added, the strategy's conditions get the usual condition checks. Messages show under each condition on the entry / exit conditions screen; setting errors start with the indicator's short name (for example "MACD: Fast must be between 1 and 1000") and block saving, while the other warnings never block saving and repeat in the strategy's Entry or Exit section. See the indicator pages below for each one.
- "You already have this strategy with these settings (…). Change a setting to add another copy.": shown on the variant's page in the Strategy Library when you already added this variant with the same settings.
Good to know¶
- After you add it, the strategy keeps the library's trigger and an Auto main timeframe; you can change both in the builder. Nothing links it back to the library, except that the builder still shows the library's explanations in the info bubbles.
- Changing a setting before adding it also changes the saved name, so you can tell copies apart.
- Past results don't predict future ones. Try it in a backtest and on paper before using real money.
- Indicators used: EMA, ROC.