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