Triple Hull Moving Average Trend Signals with Reversal Exits

Summary

This strategy offers a choice among the Hull Moving Average (HMA), its exponential variant (EHMA), and a triple Hull variant (THMA). It identifies direction by comparing the selected average with its value two bars earlier: a higher current value indicates a long bias, while a lower one indicates a short bias. A change in direction closes the opposing position and opens a position in the new direction. The strategy specifies position sizing at 1% of account equity and does not use fixed stop-loss or profit-target orders.

The document explains how the variants trade responsiveness against smoothing, and gives a default length of 55. It supplies a one-day ETH/USDT futures backtest configuration covering roughly one year, but no performance results, so it does not establish profitability or the claimed risk control. Without protective stops, reversals can leave positions exposed to substantial drawdowns; the document also identifies parameter sensitivity and poor fit in range-bound markets as concerns.

Key ideas

• The strategy can use HMA, EHMA, or THMA to track trend direction.
• It signals direction by comparing the current average with its value two bars earlier.
• A directional change closes the opposing trade and opens a position in the new direction.
• The stated sizing is 1% of account equity, with no fixed stop-loss or take-profit.
• The ETH/USDT daily backtest configuration reports no results, and the lack of stops leaves reversal risk.

Tags

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