Moving Average Signals from Short SMA and Medium HMA Relationships
Summary
This strategy compares a one-period simple moving average with a 20-period Hull moving average and checks whether price is above or below the Hull average. It enters long when the short average and closing price are both above the medium average; it enters short when the short average is below it or price falls below it. The source also plots a 25-period EMA and highest-high and lowest-low channels, though these are not part of the stated entry conditions.
The document describes moving average comparisons as a way to identify directional shifts, while warning that short-term signals can be false and that range-bound markets can produce repeated trades. It suggests tuning lengths, adding volume or volatility filters, and using stops. Published settings show a one-month BTC/USDT futures test period on hourly bars, but no performance figures are supplied. The prose calls the medium average weighted, while the implementation uses a Hull moving average, so the exact method should be taken from the source logic when reproducing it.
Key ideas
- A one-period SMA above the 20-period HMA, with price also above the HMA, triggers a long entry.
- A short entry is triggered when the SMA is below the HMA or price closes below the HMA.
- A 25-period EMA and high-low channels are plotted but do not drive the stated entry rules.
- The source allows reversal between long and short positions without describing a separate risk-control system.
- The published BTC/USDT futures test window is short and includes no reported performance results.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.