Hull Moving Average Trend Strategy with Direction and Momentum Filters

Summary

The document presents a trend-following approach built around Hull moving averages, intended to respond more quickly than ordinary moving averages. Its description proposes using a short-period Hull average for trade direction and a longer one for broader trend context, with crossover, price-break, and rate-of-change conditions to filter entries. It also discusses stop-loss and take-profit controls. The listed settings give both Hull lengths as 14, a decision threshold of 0.001, and monetary stop and target inputs. A BTC-USDT futures test configuration on one-minute bars is included, but no outcomes or performance statistics are reported.

The supplied source has implementation inconsistencies that limit how confidently the prose can be treated as a description of the code. Although two length inputs exist, calculations for the second Hull series reuse variables based on the first length; the long-length input is not meaningfully applied in those calculations. The monetary stop and target defaults are also unusually distant, and exits use open profit comparisons. The document itself notes that results depend on parameter choices, that frequent trades can increase costs and slippage, and that testing across instruments is needed. Its profitability claims are not substantiated by reported evidence.

Key ideas

• The proposed method uses Hull averages to follow trend direction with reduced lag.
• The description combines moving-average direction, price position, and a rate-of-change filter.
• The code's second Hull calculations reuse first-series variables, so the stated dual-length design is not fully implemented.
• The backtest configuration is provided without performance results.
• Parameter sensitivity, trading costs, and stop placement are identified as concerns.

Tags

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