Apama Capital Markets Foundation Documentation : Algorithmic Trading Accelerator : Running the ATA Samples : Using Algorithmic Trading strategies : Momentum trading
Momentum trading
Momentum trading identifies a strong trend in the market and attempts to follow that trend. When a trend is identified it takes up a position, and then monitors the market. If the trend continues, it takes up another position, and continues to do so. Once the trend is identified as completed, the position built up is then neutralized. This scenario is intended for use on large trends in the market rather than constant intra-day trading such as statistical arbitrage.
Select an instance in the Scenario Instances to view its data in the graphic section.
To run strategies, click Create New. In the Momentum Trading: Create dialog box, choose from the symbol sets to which you are subscribed, and then an instrument in the selected set.
When you change the value of a parameter, press Enter (while focus is on that field) to persist the change.
Click Create to save the parameters, and then click on its line on the page to run the strategy. Create as many strategies as you want.
Copyright © 2013-2017 Software AG, Darmstadt, Germany. (Innovation Release)

Product LogoContact Support   |   Community   |   Feedback