Hull Ma Stochastic Strategy (C#)

Hull Ma Stochastic Strategy

Hull Moving Average + Stochastic Oscillator strategy. Strategy enters when HMA trend direction changes with Stochastic confirming oversold/overbought conditions.

Testing indicates an average annual return of about 94%. It performs best in the stocks market.

Hull MA quickly reveals trend direction. Stochastic waits for a dip or rally within that trend to trigger the trade.

A flexible approach for those wanting smooth signals. ATR-based stops cap potential loss.

Details

• Entry Criteria:
  • Long: HullMA turning up && StochK < StochOversold
  • Short: HullMA turning down && StochK > StochOverbought
• Long/Short: Both
• Exit Criteria:
  • Hull MA change of direction
• Stops: ATR-based using StopLossAtr
• Default Values:
  • HmaPeriod = 9
  • StochPeriod = 14
  • StochK = 3
  • StochOversold = 20
  • StochOverbought = 80
  • CandleType = TimeSpan.FromMinutes(5).TimeFrame()
  • StopLossAtr = 2
  • AtrPeriod = 14 The Hull average turns up when it rises after falling and turns down when it falls after rising; a long closes when it falls and a short when it rises. %K is the stochastic over StochPeriod candles smoothed over StochK candles, and %D plays no part. The stop lies StopLossAtr ATRs (AtrPeriod) from the entry close and is checked on candle closes. An entry signal against an open position reverses it.
• Filters:
  • Category: Mean reversion
  • Direction: Both
  • Indicators: Hull MA, Moving Average, Stochastic Oscillator
  • Stops: Yes
  • Complexity: Intermediate
  • Timeframe: Mid-term
  • Seasonality: No
  • Neural Networks: No
  • Divergence: No
  • Risk Level: Medium