StockSharp.Strategies.0334_Hull_MA_K-Means_Cluster.py
5.0.1
Prefix Reserved
dotnet add package StockSharp.Strategies.0334_Hull_MA_K-Means_Cluster.py --version 5.0.1
NuGet\Install-Package StockSharp.Strategies.0334_Hull_MA_K-Means_Cluster.py -Version 5.0.1
<PackageReference Include="StockSharp.Strategies.0334_Hull_MA_K-Means_Cluster.py" Version="5.0.1" />
<PackageVersion Include="StockSharp.Strategies.0334_Hull_MA_K-Means_Cluster.py" Version="5.0.1" />
<PackageReference Include="StockSharp.Strategies.0334_Hull_MA_K-Means_Cluster.py" />
paket add StockSharp.Strategies.0334_Hull_MA_K-Means_Cluster.py --version 5.0.1
#r "nuget: StockSharp.Strategies.0334_Hull_MA_K-Means_Cluster.py, 5.0.1"
#:package StockSharp.Strategies.0334_Hull_MA_K-Means_Cluster.py@5.0.1
#addin nuget:?package=StockSharp.Strategies.0334_Hull_MA_K-Means_Cluster.py&version=5.0.1
#tool nuget:?package=StockSharp.Strategies.0334_Hull_MA_K-Means_Cluster.py&version=5.0.1
Hull MA K-Means Cluster (Python Version)
The Hull MA K-Means Cluster strategy is built around that trades based on Hull Moving Average direction with K-Means clustering for market state detection.
Testing indicates an average annual return of about 97%. It performs best in the crypto market.
Signals trigger when its indicators confirms trend changes on intraday (5m) data. This makes the method suitable for active traders.
Stops rely on ATR multiples and factors like HullPeriod, ClusterDataLength. Adjust these defaults to balance risk and reward.
Details
- Entry Criteria: see implementation for indicator conditions.
- Long/Short: Both directions.
- Exit Criteria: opposite signal or stop logic.
- Stops: Yes, using indicator-based calculations.
- Default Values:
HullPeriod = 9
ClusterDataLength = 50
RsiPeriod = 14
CandleType = TimeSpan.FromMinutes(5).TimeFrame()
- Filters:
- Category: Trend following
- Direction: Both
- Indicators: multiple indicators
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday (5m)
- 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
Fix C# indentation and move remaining strategy resets