HMA and Daily Price Crossover Rules with Fixed Profit and Loss Exits

Summary

This strategy uses a Hull moving average on the chart timeframe alongside daily price data to form directional entries. Long entries require the HMA to be rising, current price to exceed the daily price references, and recent daily values to be advancing; short entries apply the corresponding falling conditions. Open positions are closed when open profit falls below the configured loss threshold or exceeds the profit target, which the example sets at five cents in either direction.

The document includes parameter examples and a BTC/USDT futures backtest configuration, but reports no backtest outcomes. The rules are described as medium- to long-term trend trading, while the published test spans about a month on hourly bars; that brief sample cannot establish robustness. The fixed profit and loss thresholds, HMA lag, and lack of an explicit trend-strength filter may produce poor entries or exits in changing conditions. Costs are included in the source settings, but the strategy still needs longer, broader testing and careful validation of its multi-timeframe conditions.

Key ideas

• The entry rule combines HMA slope with current and recent daily price comparisons.
• Long and short entries use mirrored conditions to trade in either direction.
• Positions close when open profit crosses configured fixed loss or profit thresholds.
• The published example uses BTC/USDT futures, but supplies no performance results.
• HMA lag, fixed exit thresholds, and absent trend-strength checks are limitations.

Tags

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