Hull MA Volume Spike (C#)

The Hull MA Volume Spike strategy is built around Hull Moving Average with Volume Spike detection. Signals trigger when Spike confirms trend changes on intraday (5m) data. This makes the method suitab...

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NuGet 5.0.2 Install-Package StockSharp.Strategies.0312_Hull_MA_Volume_Spike -Version 5.0.2
Hull MA Volume Spike (C#)

The Hull MA Volume Spike strategy is built around Hull Moving Average with Volume Spike detection. Signals trigger when Spike confirms trend changes on intraday (5m) data. This makes the method suitable for active traders. Stops rely on ATR multiples and factors like HmaPeriod, VolumeAvgPeriod. Adjust these defaults to balance risk and reward.

  • Entry Criteria: see implementation for indicator conditions.

  • Long/Short: Both directions.

  • Exit Criteria: opposite signal or stop logic.

  • Stops: Yes, using indicator-based calculations.

  • Default Values:

  • HmaPeriod = 9

  • VolumeAvgPeriod = 20

  • VolumeThresholdFactor = 2.0m

  • CandleType = TimeSpan.FromMinutes(5).TimeFrame() [*]Filters:

  • Category: Trend following

  • Direction: Both

  • Indicators: Spike

  • Stops: Yes

  • Complexity: Intermediate

  • Timeframe: Intraday (5m)

  • Seasonality: No

  • Neural Networks: No

  • Divergence: No

  • Risk Level: Medium

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