Weighted Moving Average Crossovers with HullMA and Price Filters

Summary

This trend-following method combines weighted moving averages with a Hull-style momentum check and a daily price direction filter. A faster weighted average crossing above or below a slower one provides the directional signal; the change in a smoothed difference between weighted averages is used to confirm direction. The described setup also checks whether the current daily close is above or below the prior day's close before entering long or short.

The document gives parameter defaults and a published one-year BTC/USDT futures backtest configuration, but reports no performance statistics, so it does not establish profitability. Its narrative describes crossovers, while the supplied strategy logic uses price direction and the Hull-derived difference for entries; exits are conditioned on open profit exceeding a set threshold. It warns that sideways markets can cause repeated signals and slippage, and suggests parameter tuning or additional filters.

Key ideas

• The strategy uses weighted moving average relationships to define trend direction.
• A smoothed difference between weighted averages acts as an additional directional confirmation.
• Daily price direction is used to validate long and short entries.
• The published material provides a backtest configuration but no outcome statistics.
• Sideways markets may produce frequent signals and slippage.

Tags

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