Hull Moving Average Slope Strategy for Bitcoin Futures

Summary

This strategy uses a Hull moving average (HMA), an exponential variant (EHMA), or a triangular variant (THMA) to generate directional entries. It compares the selected curve with its value two bars earlier: a higher reading triggers a long entry, while a lower reading triggers a short entry. The strategy can restrict trading to long, short, or both directions and offers chart display options, including trend coloring and a band between the current and lagged curve.

The published settings describe a four-hour Bitcoin/USDT futures backtest spanning roughly one year, with a fifteen-minute base period. No performance results are supplied, so the document offers no evidence that the approach is profitable. The source sets commission and slippage to zero, which may make simulated results less realistic. It also has no explicit stop-loss or take-profit rule; entries can change direction when the slope condition reverses. The selected curve length and variant may materially affect signals.

Key ideas

• The strategy compares a Hull-family moving average with its value two bars earlier to determine direction.
• It enters long when the curve is rising and short when it is falling, subject to the chosen direction setting.
• HMA, EHMA, and THMA provide alternative smoothing methods.
• The document gives backtest settings but reports no performance evidence.
• The source specifies zero commission and slippage and no explicit stop-loss rule.

Tags

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