Combining Hull Averages, VWMA, MACD, and TSI for Trend Trades

Summary

This strategy combines two Hull moving average constructions with a volume-weighted moving average, MACD, and the True Strength Index (TSI). The Hull lines provide the main directional signals. The other indicators act as conditions: price and Hull values are compared with VWMA, MACD is checked against its signal line, and a smoothed TSI value helps time entries. The supplied code also closes long or short positions when paired Hull and VWMA conditions are met. Its default settings include Hull lengths of 7 and 14, MACD lengths of 7 and 14 with a 3-period signal, and TSI lengths of 5 and 3 with a 2-period signal.

The published backtest configuration covers BTC/USDT futures from November to December 2023, but no returns or other results are reported. The accompanying discussion cautions that trend indicators can fluctuate in choppy markets and that poorly chosen parameters or abnormal data can impair signals. It recommends further testing, risk controls, and parameter tuning; the document does not demonstrate that the strategy is adaptive or consistently profitable.

Key ideas

• Two Hull moving average lines supply the main trend direction in the strategy.
• VWMA, MACD, and TSI conditions further restrict entries and exits.
• The supplied code uses no pyramiding and opens a trade only when no trade is open.
• The published BTC/USDT futures backtest spans one month, but the document reports no performance statistics.
• Choppy conditions, parameter choices, and data quality may affect results.

Tags

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