Hull Ma Rsi Strategy

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