Normalized MACD Signals with Hull Moving Average Trend Filtering

Summary

This strategy normalizes a MACD-derived series over a rolling window, smooths it with a weighted moving average trigger, and uses crossings to identify potential trades. Short- and long-period Hull-style moving averages provide a broader trend check. The article describes entering long when normalized MACD crosses above its trigger and short when it crosses below, with stop-loss and target settings intended to limit per-trade risk.

The supplied parameter list includes a Hull moving average length of 21, trigger length of 34, normalization window of 50, a dollar stop setting of -420, and a target setting of 31. The published backtest configuration is for BTC/USDT futures, using a six-hour period over roughly one month; the document gives no performance statistics. Its source code uses additional entry and exit conditions, including open-profit thresholds and a transformed signal, so the prose summary is not a complete specification of execution. The article cautions that parameter tuning can overfit, tight stops can exit prematurely, and signals may lag at trend changes.

Key ideas

• The strategy scales a MACD-derived value within a rolling range before comparing it with a smoothed trigger.
• Hull-style moving averages are used to provide a broader trend filter.
• The article describes both long and short entries and includes dollar-denominated stop and target settings.
• The published BTC/USDT futures configuration does not include reported performance results.
• The source code adds conditions beyond the simplified prose, and tuning or delayed signals remain risks.

Tags

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