Rate Of Change Trend Strategy (ROC)

13 มิ.ย. 2022

This is very simple trend following or momentum strategy. If the price change over the past number of bars is positive, we buy. If the price change over the past number of bars is negative, we sell. This is surprisingly robust, simple, and effective especially on trendy markets such as cryptos.


Works for many markets such as:
BTCUSD
ETHUSD
SPX
NDX
TSLA