RSI Hull MA Strategy (C#)

RSI Hull MA Strategy

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

Testing indicates an average annual return of about 58%. It performs best in the stocks market.

Details

• Entry Criteria:
  • Long: RSI < RsiOversold && HMA(t) > HMA(t-1) (oversold with rising HMA)
  • Short: RSI > RsiOverbought && HMA(t) < HMA(t-1) (overbought with falling HMA)
• Long/Short: Both sides.
• Exit Criteria:
  • Long: Exit long position when RSI returns to neutral zone
  • Short: Exit short position when RSI returns to neutral zone
• Stops: Yes.
• Default Values:
  • RsiPeriod = 14
  • RsiOversold = 30
  • RsiOverbought = 70
  • HullPeriod = 9
  • AtrPeriod = 14
  • AtrMultiplier = 2 30 and 70 are the defaults of the RSI levels the rules quote. The neutral zone starts at RSI 50: a long closes once RSI reaches 50 and a short once it falls to 50. The stop lies AtrMultiplier times the AtrPeriod ATR from the entry close and is checked on candle closes; 0 disables it. An entry signal against an open position reverses it.
  • CandleType = TimeSpan.FromMinutes(5)
• Filters:
  • Category: Mixed
  • Direction: Both
  • Indicators: RSI Hull MA
  • Stops: Yes
  • Complexity: Intermediate
  • Timeframe: Intraday
  • Seasonality: No
  • Neural networks: No
  • Divergence: No
  • Risk Level: Medium