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Multi-Filter Crypto Trend Strategy with Hull, Supertrend, and Volume

Article Strategy library · Author: lolorenzo13

Summary

This crypto strategy combines trend, momentum, candle, and volume filters to generate long entries. A close must cross above the Hull moving average, the Heikin-Ashi candle must be bullish, price must be above the Supertrend line, volume must meet a fraction of its 10-period average, and momentum checks must pass. The momentum checks require RSI below 70 and CCI above zero; price must also be above either a recent high-volume close, labeled as a point of control, or the 200-period exponential moving average. An exit follows a Supertrend cross or a Hull cross under while RSI is elevated. Daily Hull and RSI signals and monthly high-low levels are plotted as additional context.

The text frames the filters as a way to screen for trend momentum, but includes no backtest settings or reported performance evidence. It calls the high-volume close a point of control without calculating volume-at-price, so that label should be treated cautiously. The script is long-only and has no explicit position sizing, stop-loss order, or stated risk results; its thresholds and higher-timeframe plots also require independent evaluation before relying on them.

Key ideas

  • Long entries require agreement among a Hull crossover, bullish candle state, Supertrend direction, volume, and momentum filters.
  • The volume filter compares current volume with a multiple of its 10-period average.
  • A close below Supertrend or a Hull cross under with elevated RSI triggers an exit.
  • Daily signals and monthly range levels are displayed as context but do not form the core entry rule.
  • The document reports no strategy performance, and its high-volume-close point-of-control label is not a volume-at-price calculation.

Tags

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