Hull Trend Direction, EMA Entries, and RSI Exits

Summary

This swing strategy combines a Hull-style moving-average direction filter, several exponential moving averages, RSI, and loss-based exits. In the code, the Hull calculation determines whether the strategy is in a long or short regime. Entry then depends on price crossing below an EMA for a long, or below a slower EMA for a short, while RSI controls exits: crossing the configured oversold or overbought thresholds closes positions. A fixed loss distance is also applied. The published configuration describes BTC-USDT futures over about one month, but gives no performance results.

The accompanying prose instead characterizes entries as fast-versus-slow EMA crossovers confirmed by RSI, and the parameter labels assign oversold and overbought values in reverse order from the values described in the text. The source and explanation therefore conflict on key mechanics. The note flags whipsaws in ranging markets and RSI failure, and suggests testing alternative averages, filters, and ATR-based stops. Those are proposed refinements, not evidence that the strategy has been validated across conditions.

Key ideas

• The code uses a Hull-style moving average to set the broad long or short regime.
• EMA price-cross conditions trigger entries, while RSI threshold crossings close positions.
• A fixed loss distance supplements the RSI exits.
• The prose describes a different EMA crossover entry rule, and the parameter labels invert the stated RSI thresholds.
• The backtest settings do not include outcome statistics, so profitability is unestablished.

Tags

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