Hull MA, Price Channel, and Linear Regression Swing Strategy

Summary

This swing strategy combines a Hull moving average, an EMA price action channel, an EMA signal line, and linear regression. The Hull calculation supplies a broad directional filter; the channel’s high and low boundaries mark price regions, while linear regression and the signal EMA help time entries and exits. The document describes long entries when the trend filter points up and price is above the channel, with the reverse conditions for shorts. It also outlines exits involving a channel boundary and a change in regression direction. The parameter list gives a Hull period of 377, an EMA signal period of 89, a channel length of 34, and a regression length of 89.

The source code offers more precise conditions than the prose, including close-price and prior-bar checks, but does not include performance statistics. The published test settings use one-minute BTC-USDT Binance futures data for a short late-November 2023 window. The text warns that sideways markets may trigger losses and that fixed parameters may limit adaptability; claims of improved accuracy or low drawdown are not backed by results here.

Key ideas

• The Hull moving average acts as the broad trend filter, and the EMA channel marks price boundaries.
• Linear regression and an EMA signal line contribute to entry and exit timing.
• The prose specifies directional entries beyond the channel and exits tied to channel movement and regression direction.
• The listed parameters are a 377-period Hull, 89-period EMA signal, 34-period channel, and 89-period regression.
• The brief one-minute BTC-USDT futures test provides no performance statistics, and the document flags range-bound conditions as a risk.

Tags

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