Hull Moving Average Crossover Swing Strategy

Summary

This swing strategy uses a Hull Moving Average calculation on a selected price series and a one-candle-shifted version to define trading conditions. The code derives weighted moving averages over the full period and half period, then smooths their difference. It uses the resulting line and its shifted counterpart to form price thresholds: price crossing above or below those thresholds opens long or short positions, while crossing opposing thresholds closes positions. The script defaults to a period of 210 and the open price as its input.

The document also describes chart coloring and buy/sell signals and provides backtest settings for BTC-USDT Binance futures on 15-minute bars over roughly one month. It reports no returns, drawdowns, or other test results, so the settings alone do not establish effectiveness. The strategy’s date-window function always returns true, meaning its date inputs do not actually restrict trading in the supplied code. Position sizing is set to the full equity, and no separate stop-loss rule is shown.

Key ideas

• The strategy builds a smoothed Hull-style moving average from weighted moving averages over full and half periods.
• It uses price thresholds based on the current and shifted calculations to open and close long and short positions.
• The default Hull period is 210, and the default input price is the open.
• Published test settings specify BTC-USDT futures and 15-minute bars, but provide no performance statistics.
• The code always enables its trading window and sizes positions using the full equity.

Tags

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