Hull MA CCI Strategy (Python)
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) &...
Install-Package StockSharp.Strategies.0205_Hull_MA_CCI.py -Version 5.0.1
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.
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