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Combining Hull Moving Average Direction with WaveTrend Crosses

Article Strategy library · Author: ChaoZhang

Summary

This strategy combines a Hull moving average trend signal with crosses between two WaveTrend lines. A bullish Hull configuration paired with an upward WaveTrend cross is intended to trigger a long entry; the inverse combination supports short entries. The source exposes parameters for the WaveTrend channel and smoothing lengths, Hull lookback and optional Kahlman smoothing, along with switches for stop loss, take profit, and alternate cross conditions. It also describes fixed percentage exits and closing positions when opposite signals occur.

The document provides formulas and a Binance BTC/USDT futures test setup using hourly bars with a 15-minute base period over about one month, but gives no reported returns or risk statistics. The source’s conditional branches are not fully consistent with the prose, including an alternate short-side branch that appears to submit a long entry. Both indicators can lag or produce misleading signals in unclear or ranging markets, so the described logic and implementation need verification before evaluation.

Key ideas

  • The Hull moving average pair is used to identify directional bias, while WaveTrend line crosses provide entry timing.
  • Long and short signals combine Hull direction with matching WaveTrend crosses, subject to configurable signal modes.
  • The source includes optional fixed percentage stop-loss and take-profit exits, as well as exits on opposing signals.
  • Parameters can be tuned, but the document supplies no backtest performance results.
  • The source contains inconsistent conditional logic, so its actual order behavior should be checked before use.

Tags

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