Lune Momento
An automated strategy that uses statistical analysis to classify market regimes and score signals adjusted for current conditions.
Overview#
Lune Momento is an automated strategy that uses statistical analysis to identify trading signals. It uses a multi-factor system to classify the market into bullish, bearish, or neutral regimes. By analyzing price distribution and trend stability, the strategy generates a risk-adjusted signal score to find entry points.
This data-driven approach suits traders who prefer a transparent, statistically grounded strategy that adapts to changing market dynamics.
Key features#
- Statistical regime detection: Classifies the market into distinct states by analyzing price distribution and volatility.
- Risk-adjusted signal scoring: Generates signals from a statistical score adjusted for current market conditions and risk factors.
- Trend persistence analysis: Measures the stability of market trends to filter trading opportunities.
- Adaptive statistical thresholds: Adjusts signal sensitivity based on changes in market behavior.
- Automation compatibility: Built with an alert system that integrates with Lune Auto Trader for automated execution.
Backtested strategy settings#
Find and use strategy settings by copying and pasting from here:
- Regular Backtests: https://www.lunetrading.com/lune-momento-backtests
- Verified Deep Backtests: https://discord.com/channels/940718912738328586/1374499015982321786
Replicating results
To match the results shown in a backtest, replicate the entire trading environment. Copying the strategy inputs is not enough. Make sure the following match exactly:
- Symbol/Instrument: Use the exact ticker and the correct exchange data feed.
- Chart Timeframe: The chart interval must match the backtest (for example, 5-minute vs 15-minute).
- Candle Type: Use Standard Candles. Renko or Heikin Ashi produce different results.
- Properties Settings: In the strategy settings "Properties" tab, match the Initial Capital, Order Size, and Pyramiding settings.
- Session: Check whether the chart is set to Regular Trading Hours (RTH) or Electronic Trading Hours (ETH).
- Data Range: If your chart does not load the same historical data range (start and end dates) as the original test, the cumulative results will differ.
These backtest results show settings across a variety of symbols and market conditions. The spreadsheets highlight specific equities or assets, but the configurations adapt to any market, including stocks, crypto, forex, indices, and futures.
Each setup helps you apply a strategy without building it from scratch.
Features#
Learn more about Lune Momento's features.
Read more
Read more
Read more
Read more
Read more
Alerts#
Learn more about Lune Momento's built-in alert system, which sends multiple TradingView alerts with a single alert.
Update logs#
See the changes, improvements, and bug fixes made to this strategy.
How to update#
Learn how to update your TradingView strategy.