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
<PackageReference Include="StockSharp.Strategies.0089_Hull_MA_Reversal.py" Version="5.0.1" />
<PackageVersion Include="StockSharp.Strategies.0089_Hull_MA_Reversal.py" Version="5.0.1" />
<PackageReference Include="StockSharp.Strategies.0089_Hull_MA_Reversal.py" />
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"
#:package StockSharp.Strategies.0089_Hull_MA_Reversal.py@5.0.1
#addin nuget:?package=StockSharp.Strategies.0089_Hull_MA_Reversal.py&version=5.0.1
#tool nuget:?package=StockSharp.Strategies.0089_Hull_MA_Reversal.py&version=5.0.1
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
= 9AtrMultiplier
= 2 ATRCandleType
= 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
Learn more about Target Frameworks and .NET Standard.
This package has no dependencies.
NuGet packages
This package is not used by any NuGet packages.
GitHub repositories
This package is not used by any popular GitHub repositories.
fixes
Move state reset to OnReseted for strategies 81-90
Move state reset to OnReseted for strategies 81-90