Combining UT Bot, HMA, and Momentum for Trend Entries

Summary

This strategy combines an ATR-based UT Bot trailing stop, a Hull Moving Average trend filter, and a weighted moving average momentum signal. It enters long only when price crosses above the trailing stop and HMA, momentum crosses above its signal line, and an enabled London, New York, or Tokyo session is active. Exits use fixed point stop-loss and take-profit levels.

The document explains the intended benefits of requiring several forms of confirmation, while also noting that the filters can delay entries and reduce trade frequency. Fixed exits may not suit changing volatility, and the setup may struggle in ranging or rapidly reversing markets. It offers design suggestions such as volatility-adjusted exits and additional market filters. Published backtest settings specify one-minute ETH/USDT futures data over a short period, but no performance results are supplied; the described benefits therefore remain unverified.

Key ideas

• A long entry requires agreement between the UT Bot crossover, price crossing above HMA, and bullish momentum confirmation.
• Trading can be restricted to selected London, New York, and Tokyo sessions.
• The strategy pairs an ATR-based trailing signal with fixed point stop-loss and take-profit exits.
• Multiple filters may reduce false entries but can also delay signals and lower trade frequency.
• The published backtest settings identify a short test window, but provide no results to establish performance.

Tags

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