OPEN-SOURCE SCRIPT

Hull Moving Average based strategy

4 760
This is a simple Hull Moving Average based strategy using a short term HMA for signal generation and a long term HMA for filtering purposes.

A long entry is generated if the short term HMA changes direction from decreasing to increasing values and if the long term HMA indicates an uptrend (i.e. previous value < current value)
A short entry is generated if the short term HMA changes direction from increasing to decreasing values and if the long term HMA indicates a downtrend (i.e. previous value > current value)

Positions are closed using an ATR based stop loss/take profit system. Stop Loss (red) and Take Profit (blue) levels are plotted on the chart.

Declinazione di responsabilità

Le informazioni ed i contenuti pubblicati non costituiscono in alcun modo una sollecitazione ad investire o ad operare nei mercati finanziari. Non sono inoltre fornite o supportate da TradingView. Maggiori dettagli nelle Condizioni d'uso.