BTC Futures HMA Price-Crossover Strategy with Fixed Exits

Summary

This BTC futures strategy uses a 104-period Hull Moving Average to generate directional entries. It opens a long position when the close crosses above the HMA and a short position when it crosses below, using two contracts per trade. Each entry has a fixed stop and profit target, and the strategy tracks open trades to avoid duplicate entries in the same direction.

The document describes a backtest on Binance BTC/USDT futures using daily bars from January to March 2024, but reports no performance results. The fixed dollar exit distances may not scale with BTC price or changing volatility, while a single moving average can produce whipsaws in ranging markets. The write-up also notes that costs can rise with frequent signals and suggests testing alternative periods, adding market filters, or adjusting exits and position size. Its claims of adaptability and effectiveness are not supported by reported backtest metrics.

Key ideas

• Price crossing above or below the 104-period HMA triggers long or short entries.
• Each trade uses two contracts with fixed dollar stop-loss and take-profit levels.
• The strategy tracks open positions and resets its entry flags after a trade closes.
• The published backtest uses daily BTC/USDT futures data but gives no performance statistics.
• Fixed exits and a single indicator may behave poorly when volatility changes or prices range.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.