StockSharp.Strategies.0159_Hull_MA_RSI.py 5.0.1

Prefix Reserved 
dotnet add package StockSharp.Strategies.0159_Hull_MA_RSI.py --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0159_Hull_MA_RSI.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.0159_Hull_MA_RSI.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.0159_Hull_MA_RSI.py" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0159_Hull_MA_RSI.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.0159_Hull_MA_RSI.py --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0159_Hull_MA_RSI.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.0159_Hull_MA_RSI.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.0159_Hull_MA_RSI.py&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0159_Hull_MA_RSI.py&version=5.0.1
                    


                            Install as a Cake Tool

Hull Ma Rsi Strategy (Python Version)

Implementation of strategy - Hull Moving Average + RSI. Buy when HMA is rising and RSI is below 30 (oversold). Sell when HMA is falling and RSI is above 70 (overbought).

Testing indicates an average annual return of about 64%. It performs best in the forex market.

Hull MA provides a smoothed trend line and RSI highlights momentum divergences. Trades occur when RSI turns at extremes while price follows the Hull direction.

Suited to short-term swing traders who want early signals. ATR-based stops protect the trade.

Details

  • Entry Criteria:
    • Long: HullMA turning up && RSI < RsiOversold
    • Short: HullMA turning down && RSI > RsiOverbought
  • Long/Short: Both
  • Exit Criteria:
    • Hull MA change of direction
  • Stops: ATR-based using StopLoss
  • Default Values:
    • HmaPeriod = 9
    • RsiPeriod = 14
    • RsiOversold = 30m
    • RsiOverbought = 70m
    • StopLoss = new Unit(2, UnitTypes.Absolute)
    • CandleType = TimeSpan.FromMinutes(5).TimeFrame()
  • Filters:
    • Category: Mean reversion
    • Direction: Both
    • Indicators: Hull MA, Moving Average, RSI
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Mid-term
    • Seasonality: No
    • Neural Networks: No
    • Divergence: No
    • Risk Level: Medium
There are no supported framework assets in this package.

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Version Downloads Last Updated
5.0.1 251 8/7/2025
5.0.0 95 7/19/2025

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