Linear Regression and Shifted Hull Average Crossover Signals

Summary

The script plots a Hull moving average and a modified Hull-based series on a selectable timeframe, alongside a linear regression of closing prices. It marks a buy when the regression line crosses above the modified series and a sell when it crosses below; the source also submits long and short strategy entries on those signals. The listed defaults include a 24-period Hull calculation, a one-bar shift, and a 100-bar regression window. The published test configuration uses BTC/USDT futures, but no performance results are supplied.

The description is limited: it provides no rationale for the crossover, risk controls, transaction costs, or evidence that the signals are profitable. The code’s timeframe inputs and implementation details should be checked before relying on the plotted or backtested behavior, and the brief test setup alone does not establish robustness across markets or periods.

Key ideas

• The strategy compares a linear regression of closing prices with a shifted, modified Hull-based series.
• An upward crossover generates a long entry signal, while a downward crossover generates a short entry signal.
• The displayed defaults set the Hull period to 24, the shift to one bar, and the regression length to 100 bars.
• The published configuration tests BTC/USDT futures, but reports no performance results or risk controls.

Tags

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