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Pivot Trendlines and HMA-Kahlman Crossovers for Directional Signals

Article Strategy library · Author: ChaoZhang

Summary

BRAHMASTRA combines a smoothed moving-average crossover module with pivot-based trendlines. The HMA-Kahlman component compares two Hull moving-average variants, optionally smoothed with a Kahlman filter, and marks bullish or bearish crossovers. The accompanying source turns those crossovers into long or short strategy entries. Its inputs control the price series, lookback, filter gain, labels, and offset.

The document's description of its trendline process says to identify sequences of rising or falling pivots, draw candidate lines, and retain the strongest line based on pivot connections and price interactions. However, the supplied code appears to draw and replace lines from recent pivots and does not clearly implement the full strength-ranking process described. The published configuration is a one-month BTC-USDT futures test, but no outcome statistics are included. These signals are therefore best understood as indicator rules rather than evidence of predictive performance; pivot confirmation and parameter choices also affect timing and interpretation.

Key ideas

  • The HMA-Kahlman module signals direction changes through crossovers of two smoothed moving averages.
  • The source enters long on a bullish crossover and short on a bearish crossover.
  • The trendline description ranks candidate lines by pivot connections and price interactions.
  • The shown code may not implement all of the described trendline ranking behavior.
  • A brief BTC-USDT futures test configuration is provided without performance results.

Tags

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