StockSharp.Strategies.0089_Hull_MA_Reversal.py 5.0.1

Prefix Reserved
dotnet add package StockSharp.Strategies.0089_Hull_MA_Reversal.py --version 5.0.1
                    
NuGet\Install-Package StockSharp.Strategies.0089_Hull_MA_Reversal.py -Version 5.0.1
                    
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package.
<PackageReference Include="StockSharp.Strategies.0089_Hull_MA_Reversal.py" Version="5.0.1" />
                    
For projects that support PackageReference, copy this XML node into the project file to reference the package.
<PackageVersion Include="StockSharp.Strategies.0089_Hull_MA_Reversal.py" Version="5.0.1" />
                    
Directory.Packages.props
<PackageReference Include="StockSharp.Strategies.0089_Hull_MA_Reversal.py" />
                    
Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package.
paket add StockSharp.Strategies.0089_Hull_MA_Reversal.py --version 5.0.1
                    
#r "nuget: StockSharp.Strategies.0089_Hull_MA_Reversal.py, 5.0.1"
                    
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package.
#:package StockSharp.Strategies.0089_Hull_MA_Reversal.py@5.0.1
                    
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package.
#addin nuget:?package=StockSharp.Strategies.0089_Hull_MA_Reversal.py&version=5.0.1
                    
Install as a Cake Addin
#tool nuget:?package=StockSharp.Strategies.0089_Hull_MA_Reversal.py&version=5.0.1
                    
Install as a Cake Tool

Hull MA Reversal Strategy (Python Version)

The Hull Moving Average responds quickly to price changes while remaining smooth. A change in its direction can foreshadow a short-term reversal. This strategy monitors consecutive Hull MA values and trades when the slope flips.

Testing indicates an average annual return of about 154%. It performs best in the stocks market.

When the moving average transitions from falling to rising, a long position is opened. A shift from rising to falling initiates a short. Risk is controlled using an ATR-based stop placed beyond the recent candle.

Exits rely on that protective stop, capturing a portion of the move that follows the momentum shift highlighted by the Hull MA.

Details

  • Entry Criteria: Hull MA slope changes direction.
  • Long/Short: Both.
  • Exit Criteria: Stop-loss.
  • Stops: Yes, ATR based.
  • Default Values:
    • HmaPeriod = 9
    • AtrMultiplier = 2 ATR
    • CandleType = 15 minute
  • Filters:
    • Category: Trend following
    • Direction: Both
    • Indicators: Hull MA, ATR
    • Stops: Yes
    • Complexity: Basic
    • Timeframe: Intraday
    • Seasonality: No
    • Neural networks: No
    • Divergence: No
    • Risk level: Medium
There are no supported framework assets in this package.

Learn more about Target Frameworks and .NET Standard.

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NuGet packages

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Version Downloads Last Updated
5.0.1 248 8/7/2025
5.0.0 89 7/19/2025

fixes
Move state reset to OnReseted for strategies 81-90
Move state reset to OnReseted for strategies 81-90