UT Bot Trailing Stops and Hull Moving Average Trend Confirmation

Summary

This strategy pairs an ATR-based UT Bot trailing stop with Hull Moving Average (HMA) direction to generate long and short entries. A long signal requires price to be above the trailing stop, a fresh upward crossover of the fast price signal over that stop, and price above a rising HMA. A short signal uses the inverse conditions with a falling HMA. The parameters include UT sensitivity, ATR period, an option to use Heikin-Ashi prices, and HMA length.

Although the description also mentions Open Range Breakout, the supplied code does not implement an ORB condition; its actual entries depend on the UT Bot and HMA rules. Backtest settings specify two-hour BTC/USDT futures data for about a month, but no performance evidence is provided. The document flags whipsaws in ranging markets, delayed reversals, false breakouts, and parameter sensitivity. It proposes filters, parameter evaluation, volume confirmation, time restrictions, and volatility-aware sizing as possible refinements.

Key ideas

• The UT Bot stop adjusts with ATR, and price crossovers of that stop contribute to entry signals.
• HMA slope and price position relative to HMA confirm the direction of long and short entries.
• The source code does not include the Open Range Breakout component described in the prose.
• The stated backtest settings include two-hour BTC/USDT futures data, but no results are reported.

Tags

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