Hull MA Reversal Strategy

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