Hull MA CCI Strategy

This strategy uses Hull MA CCI indicators to generate signals. Long entry occurs when HMA(t) > HMA(t-1) && CCI < -100 (HMA rising with oversold conditions). Short entry occurs when HMA(t) < HMA(t-1) && CCI > 100 (HMA falling with overbought conditions). It is suitable for traders seeking opportunities in mixed markets.

Testing indicates an average annual return of about 52%. It performs best in the crypto market.

Details

• Entry Criteria:
  • Long: HMA(t) > HMA(t-1) && CCI < -100 (HMA rising with oversold conditions)
  • Short: HMA(t) < HMA(t-1) && CCI > 100 (HMA falling with overbought conditions)
• Long/Short: Both sides.
• Exit Criteria:
  • Long: Exit long position when HMA starts falling
  • Short: Exit short position when HMA starts rising
• Stops: Yes.
• Default Values:
  • HullPeriod = 9
  • CciPeriod = 20
  • AtrPeriod = 14
  • AtrMultiplier = 2m
  • CandleType = TimeSpan.FromMinutes(5)
• Filters:
  • Category: Mixed
  • Direction: Both
  • Indicators: Hull MA CCI
  • Stops: Yes
  • Complexity: Intermediate
  • Timeframe: Intraday
  • Seasonality: No
  • Neural networks: No
  • Divergence: No
  • Risk Level: Medium