Multi-Timeframe Hull Moving Average Signals With Trailing Stops

Summary

This strategy uses a Hull moving average, or its exponential and triangular variants, to identify direction from the relationship between the current line and its recent value. Entries occur when that relationship crosses, subject to a user-selected trading direction and session. Positions are closed at the end of the session. A trailing stop is attached to entries, with a configurable activation distance and offset.

The article describes multiple-timeframe confirmation and claims this can reduce false signals, but the supplied code does not show a separate comparison across timeframes. It also gives no performance statistics. The published backtest settings specify BTC/USDT on Binance futures from July 2023 to July 2024, using daily bars with hourly base data; they do not establish how the strategy performed. The text cautions that fast signals may overtrade in ranges, and that parameter sensitivity and slippage can matter, especially in less liquid markets.

Key ideas

• Entries are based on crossovers between a Hull moving average and its value from two bars earlier.
• The script offers HMA, EHMA, and THMA variants, and can restrict trades by direction and session.
• Trailing exits use configurable activation and offset distances, and positions close at session end.
• The article discusses multi-timeframe confirmation, but the supplied code does not implement a distinct timeframe comparison.
• No backtest performance statistics are provided, and range-bound markets may produce false signals.

Tags

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