Session-Filtered HMA Strategy with Multi-Timeframe and Indicator Confluence

Summary

The document presents a configurable long-and-short strategy built around fast and slow EMA crossovers, with optional confirmation from higher-timeframe Hull moving averages, RSI, VWAP, MACD, volume, and recent price structure. Only enabled higher-timeframe filters need to agree on direction. Entries are further restricted to selected New York time windows, with a switch to allow all-day trading. The defaults enable a London window, one higher-timeframe HMA, EMA confluence, and RSI filtering; other filters can be turned on or off.

Risk controls include dollar-denominated target and stop inputs converted to ticks using the instrument’s point value and tick size, an ATR-based trailing distance, and configurable daily or weekly exit behavior. The visible excerpt also shows a dashboard for trade statistics and status. However, the source is truncated after the entry section and resumes near the dashboard, so key exit and trade-management logic cannot be fully reviewed. No backtest results or evidence of profitability are supplied, and the configurable filters and session windows require instrument-specific evaluation.

Key ideas

• The strategy uses EMA crossovers as triggers and can require agreement from higher-timeframe HMA trends.
• Optional RSI, VWAP, MACD, volume, and price-structure filters add signal confluence.
• Entries can be limited to configurable sessions expressed in New York time.
• Dollar targets and stops are converted into instrument ticks, alongside an ATR-based trailing distance.
• The provided source is incomplete and contains no backtest evidence, limiting assessment of its exit logic and performance.

Tags

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