The Hull Moving Average responds quickly to price changes while remaining smooth. A change in its direction can foreshadow a short-term reversal. This strategy monitors consecutive Hull MA values and trades when the slope flips.
When the moving average transitions from falling to rising, a long position is opened. A shift from rising to falling initiates a short. Risk is controlled using an ATR-based stop placed beyond the recent candle.
Exits rely on that protective stop, capturing a portion of the move that follows the momentum shift highlighted by the Hull MA.
Entry Criteria: Hull MA slope changes direction.
Long/Short: Both.
Exit Criteria: Stop-loss.
Stops: Yes, ATR based.
Default Values:
HmaPeriod = 9
AtrMultiplier = 2 ATR
CandleType = 15 minute
[*]Filters:
Category: Trend following
Direction: Both
Indicators: Hull MA, ATR
Stops: Yes
Complexity: Basic
Timeframe: Intraday
Seasonality: No
Neural networks: No
Divergence: No
Risk level: Medium