TSI, CCI, and Hull Moving Average Trend Strategy

Summary

This strategy combines the True Strength Index (TSI), Commodity Channel Index (CCI), and a Hull moving average calculation to form directional entry and exit rules. It opens a long position when the TSI signal is rising relative to its lagged value, price is above the Hull-based line, and CCI is positive and increasing. Short entries use the opposite conditions. Positions can close on opposing signals or when a configured profit threshold is reached.

The document gives indicator inputs and published backtest settings for BTC/USDT futures over a short period, but provides no performance statistics to support its favorable backtest claim. Its explanation also simplifies the implementation: CCI direction and a separate smoothed price series refine entries and exits, while the Hull calculation is not simply a price crossing alone. The authors identify indicator lag, reversal timing, and profit-target selection as limitations, and suggest testing parameters and adding filters. Results may vary across instruments and market conditions.

Key ideas

• Long and short entries require alignment among TSI direction, CCI sign and direction, and price relative to a Hull-based line.
• Exit rules respond to opposite conditions or a preset profit threshold.
• The implementation calculates a custom CCI using a smoothed price series.
• Indicator lag and profit-target choices can affect timing and captured returns.
• The published settings do not include enough performance data to assess robustness.

Tags

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