Dual Hull Moving Average Crossover for Trend Trading

Summary

This strategy uses crossovers between a 60-period and a 175-period Hull moving average to signal directional trades. An upward cross triggers a long entry, while a downward cross triggers a short entry. Both averages can use a selected price source, and the script submits entries when the crossover occurs.

The document explains that the Hull average is intended to respond quickly to price changes and presents the approach as a simple way to follow shorter-term trend shifts. It warns that crossover signals lag and can whipsaw in sideways markets, especially when the faster average changes direction repeatedly. The example settings specify BTC/USDT futures with two-hour bars over a one-month period, but no performance results are reported. It offers parameter tuning and additional signal filters as possible refinements; suitability across markets and timeframes is not established.

Key ideas

• An upward cross of the 60-period Hull average over the 175-period average signals a long entry.
• A downward cross signals a short entry.
• The strategy provides adjustable periods and price sources for both averages.
• Crossovers may lag and produce repeated false signals in range-bound markets.
• The published example specifies BTC/USDT futures, but gives no backtest performance results.

Tags

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