HMA and CCI Trend Entries with Indicator-Based Exits

Summary

This strategy pairs a Hull moving average (HMA) slope change with Commodity Channel Index (CCI) threshold crossings. It enters long when HMA turns upward and CCI crosses above a lower threshold, and enters short when HMA turns downward and CCI crosses below an upper threshold. Optional exits close positions when HMA reverses; enabled CCI exits close longs above an upper exit threshold and shorts below a lower exit threshold. The listed defaults include an HMA length of 21, a CCI length of 10, and entry thresholds of −50 and 50.

The published configuration specifies a BTC/USDT futures backtest on a three-hour period over roughly one month, but provides no performance metrics. The source includes a leverage input, though it is not used in the shown entry or exit logic, and it has no explicit stop-loss order. The description says the indicators can lag and CCI may be less reliable in complex conditions. Results would need broader testing and careful risk controls before drawing conclusions about trend performance.

Key ideas

• Long entries combine an upward HMA turn with CCI crossing above its lower threshold.
• Short entries combine a downward HMA turn with CCI crossing below its upper threshold.
• Optional exits use an opposite HMA turn or CCI moving beyond exit thresholds.
• The BTC/USDT futures test settings report no performance results.
• The shown logic has no explicit stop-loss order, and its leverage input is unused.

Tags

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