Hull Ma Volume Strategy

Strategy that uses Hull Moving Average for trend direction and volume confirmation for trade entries.

Testing indicates an average annual return of about 169%. It performs best in the crypto market.

The Hull moving average smooths out noise, and rising volume confirms conviction. Entries occur when price moves with the Hull slope backed by a volume surge.

This method targets traders watching for strong participation on breakouts. ATR-based stops defend against sudden reversals.

Details

• Entry Criteria:
  • Long: HullMA(t) > HullMA(t-1) && Volume > AvgVolume * VolumeMultiplier
  • Short: HullMA(t) < HullMA(t-1) && Volume > AvgVolume * VolumeMultiplier
• Long/Short: Both
• Exit Criteria:
  • Long: HullMA(t) < HullMA(t-1)
  • Short: HullMA(t) > HullMA(t-1)
• Stops: StopLossAtr ATR from entry
• Default Values:
  • HullPeriod = 9
  • VolumePeriod = 20
  • VolumeMultiplier = 1.5m
  • StopLossAtr = 2.0m
  • AtrPeriod = 14
  • CandleType = TimeSpan.FromMinutes(5).TimeFrame()
• Filters:
  • Category: Breakout
  • Direction: Both
  • Indicators: Hull MA, Moving Average, Volume
  • Stops: Yes
  • Complexity: Intermediate
  • Timeframe: Mid-term
  • Seasonality: No
  • Neural Networks: No
  • Divergence: No
  • Risk Level: Medium