Hull Ma Rsi Strategy (Python)
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). Hull MA provides a smoothed tr...
Install-Package StockSharp.Strategies.0159_Hull_MA_RSI.py -Version 5.0.1
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). 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.
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