Hull and Super Smoother Crossover Signals for Trend Timing
Summary
This document describes a crossover approach that compares a faster price series with a smoother one to generate long and short signals. It explains the Hull moving average, built from weighted averages at different lengths, and the Super Smoother filter, which uses lagged values to smooth price. The general rule is to go long when the fast line crosses above the slow line and short when it crosses below. The implementation offers several moving-average variants and optional alternate-timeframe data, so the written explanation of a Hull/Super Smoother pair does not fully describe every configuration exposed in the code.
The document argues that a responsive fast line and smoother slow line may help identify trend changes, but it provides no performance statistics supporting those claims. It warns that crossovers can whipsaw in ranges, while wider separation or added filters may reduce false signals at the cost of missed trades. Parameter changes, trend-quality filters, and trend-strength-based position sizing are suggested for exploration. Published backtest settings use BTC/USDT futures with daily strategy bars and hourly base data; those settings alone do not establish profitability, and the code’s alternate-resolution option uses lookahead behavior that warrants careful review before interpreting historical signals.
Key ideas
- The strategy enters long or short when a fast series crosses a smoother series in either direction.
- The Hull average is intended to respond quickly, while the Super Smoother reduces price noise.
- The implementation allows multiple average types and optional alternate-timeframe calculations.
- Ranging markets can produce whipsaws, while wider signal separation can cause missed opportunities.
- No performance evidence is reported, and alternate-timeframe lookahead behavior complicates historical evaluation.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.