StockSharp.Strategies.0169_Hull_MA_Stochastic.py
5.0.1
Prefix Reserved
dotnet add package StockSharp.Strategies.0169_Hull_MA_Stochastic.py --version 5.0.1
NuGet\Install-Package StockSharp.Strategies.0169_Hull_MA_Stochastic.py -Version 5.0.1
<PackageReference Include="StockSharp.Strategies.0169_Hull_MA_Stochastic.py" Version="5.0.1" />
<PackageVersion Include="StockSharp.Strategies.0169_Hull_MA_Stochastic.py" Version="5.0.1" />
<PackageReference Include="StockSharp.Strategies.0169_Hull_MA_Stochastic.py" />
paket add StockSharp.Strategies.0169_Hull_MA_Stochastic.py --version 5.0.1
#r "nuget: StockSharp.Strategies.0169_Hull_MA_Stochastic.py, 5.0.1"
#:package StockSharp.Strategies.0169_Hull_MA_Stochastic.py@5.0.1
#addin nuget:?package=StockSharp.Strategies.0169_Hull_MA_Stochastic.py&version=5.0.1
#tool nuget:?package=StockSharp.Strategies.0169_Hull_MA_Stochastic.py&version=5.0.1
Hull Ma Stochastic Strategy (Python Version)
Hull Moving Average + Stochastic Oscillator strategy. Strategy enters when HMA trend direction changes with Stochastic confirming oversold/overbought conditions.
Testing indicates an average annual return of about 94%. It performs best in the stocks market.
Hull MA quickly reveals trend direction. Stochastic waits for a dip or rally within that trend to trigger the trade.
A flexible approach for those wanting smooth signals. ATR-based stops cap potential loss.
Details
- Entry Criteria:
- Long:
HullMA turning up && StochK < 20
- Short:
HullMA turning down && StochK > 80
- Long:
- Long/Short: Both
- Exit Criteria:
- Hull MA change of direction
- Stops: ATR-based using
StopLossAtr
- Default Values:
HmaPeriod
= 9StochPeriod
= 14StochK
= 3StochD
= 3CandleType
= TimeSpan.FromMinutes(5).TimeFrame()StopLossAtr
= 2m
- Filters:
- Category: Mean reversion
- Direction: Both
- Indicators: Hull MA, Moving Average, Stochastic Oscillator
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Mid-term
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
Learn more about Target Frameworks and .NET Standard.
This package has no dependencies.
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