Multi-Timeframe Hull Moving Average Crossover Strategy

Summary

This strategy calculates Hull moving averages on three timeframes and uses the crossover between the shorter and medium timeframe averages to generate long and short signals. A longer timeframe HMA is plotted as a broader trend reference, but the described entry rules do not use it as a filter. The source allows users to configure the moving-average lengths and price inputs, and it sizes trades as a fixed share of account equity. Signals are also displayed and can trigger alerts.

The document explains the rationale for using HMAs, which are designed to respond more quickly than traditional moving averages, and proposes several possible additions, including a long-term trend filter and stop rules. It supplies backtest settings for a BTC/USDT futures market over a stated period, but gives no performance statistics or conclusions from that test. Crossover systems can generate false signals in sideways markets and incur trading costs; results may also depend heavily on parameter choices. The document cautions against assuming historical parameter optimization will transfer to live trading.

Key ideas

• The strategy uses crossovers between short- and medium-timeframe HMAs to signal long and short trades.
• A third, longer-timeframe HMA provides visual context but is not part of the stated entry condition.
• The source includes configurable HMA lengths and price inputs, plus a fixed equity allocation for trades.
• Sideways conditions can produce false crossovers, while frequent trading may add slippage and costs.
• Published backtest settings are provided, but no performance results are reported.

Tags

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