Hull Suite by MRS**Hull Suite by MRS Strategy Indicator**
The Hull Suite by MRS Strategy is a technical analysis tool designed to provide insights into market trends using variations of the Hull Moving Average (HMA). This strategy aims to help traders identify optimal entry points for both long and short positions by utilizing multiple types of Hull-based indicators.
### Key Features:
1. **Hull Moving Average Variations**: The indicator offers three different Hull Moving Average variants:
- **HMA (Hull Moving Average)**: A fast-moving average that minimizes lag and reacts quickly to price changes.
- **EHMA (Enhanced Hull Moving Average)**: A smoother version of HMA with reduced noise, offering a clearer view of market trends.
- **THMA (Triple Hull Moving Average)**: A more complex Hull average that aims to provide a stronger confirmation of trend direction.
2. **Customizable Parameters**:
- **Source Selection**: Allows traders to choose the source for calculation (e.g., closing prices).
- **Length**: A configurable parameter to adjust the period over which the moving average is calculated (e.g., 55-period for swing entries).
- **Trend Coloring**: Users can enable automatic color-coding of the Hull moving average to reflect whether the market is in an uptrend (green) or downtrend (red).
- **Candle Color**: Option to color candles based on Hull's trend, further improving the visual clarity of trend direction.
3. **Entry and Exit Signals**:
- **Buy Signal**: Generated when the Hull moving average crosses above its historical value, indicating a potential upward price movement.
- **Sell Signal**: Triggered when the Hull moving average crosses below its historical value, signaling a potential downward price movement.
- The strategy can be customized to work with long, short, or both directions, making it adaptable for various market conditions.
4. **Visual Representation**:
- **Hull Bands**: The indicator can plot the Hull moving average as bands, with customizable transparency to suit individual preferences.
- **Band Filler**: The area between the two Hull moving averages is filled, making it easier to identify trends at a glance.
5. **Backtesting and Strategy Execution**: This strategy can be tested on historical data with adjustable backtest start and stop dates, providing traders with a better understanding of its performance before live trading.
### Purpose:
The Hull Suite by MRS Strategy is designed to assist traders in determining the optimal time to enter and exit the market based on robust Hull moving averages. With its flexibility, it can be used for trend-following, swing trading, or other strategic applications.
HMA
Precision Trading Strategy: Golden EdgeThe PTS: Golden Edge strategy is designed for scalping Gold (XAU/USD) on lower timeframes, such as the 1-minute chart. It captures high-probability trade setups by aligning with strong trends and momentum, while filtering out low-quality trades during consolidation or low-volatility periods.
The strategy uses a combination of technical indicators to identify optimal entry points:
1. Exponential Moving Averages (EMAs): A fast EMA (3-period) and a slow EMA (33-period) are used to detect short-term trend reversals via crossover signals.
2. Hull Moving Average (HMA): A 66-period HMA acts as a higher-timeframe trend filter to ensure trades align with the overall market direction.
3. Relative Strength Index (RSI): A 12-period RSI identifies momentum. The strategy requires RSI > 55 for long trades and RSI < 45 for short trades, ensuring entries are backed by strong buying or selling pressure.
4. Average True Range (ATR): A 14-period ATR ensures trades occur only during volatile conditions, avoiding choppy or low-movement markets.
By combining these tools, the PTS: Golden Edge strategy creates a precise framework for scalping and offers a systematic approach to capitalize on Gold’s price movements efficiently.
Double CCI Confirmed Hull Moving Average Reversal StrategyOverview
The Double CCI Confirmed Hull Moving Average Strategy utilizes hull moving average (HMA) in conjunction with two commodity channel index (CCI) indicators: the slow and fast to increase the probability of entering when the short and mid-term uptrend confirmed. The main idea is to wait until the price breaks the HMA while both CCI are showing that the uptrend has likely been already started. Moreover, strategy uses exponential moving average (EMA) to trail the price when it reaches the specific level. The strategy opens only long trades.
Unique Features
Dynamic stop-loss system: Instead of fixed stop-loss level strategy utilizes average true range (ATR) multiplied by user given number subtracted from the position entry price as a dynamic stop loss level.
Configurable Trading Periods: Users can tailor the strategy to specific market windows, adapting to different market conditions.
Double trade setup confirmation: Strategy utilizes two different period CCI indicators to confirm the breakouts of HMA.
Trailing take profit level: After reaching the trailing profit activation level scrip activate the trailing of long trade using EMA. More information in methodology.
Methodology
The strategy opens long trade when the following price met the conditions:
Short-term period CCI indicator shall be above 0.
Long-term period CCI indicator shall be above 0.
Price shall cross the HMA and candle close above it with the same candle
When long trade is executed, strategy set the stop-loss level at the price ATR multiplied by user-given value below the entry price. This level is recalculated on every next candle close, adjusting to the current market volatility.
At the same time strategy set up the trailing stop validation level. When the price crosses the level equals entry price plus ATR multiplied by user-given value script starts to trail the price with EMA. If price closes below EMA long trade is closed. When the trailing starts, script prints the label “Trailing Activated”.
Strategy settings
In the inputs window user can setup the following strategy settings:
ATR Stop Loss (by default = 1.75)
ATR Trailing Profit Activation Level (by default = 2.25)
CCI Fast Length (by default = 25, used for calculation short term period CCI
CCI Slow Length (by default = 50, used for calculation long term period CCI)
Hull MA Length (by default = 34, period of HMA, which shall be broken to open trade)
Trailing EMA Length (by default = 20)
User can choose the optimal parameters during backtesting on certain price chart.
Justification of Methodology
Before understanding why this particular combination of indicator has been chosen let's briefly explain what is CCI and HMA.
The Commodity Channel Index (CCI) is a momentum-based technical indicator used in trading to measure a security's price relative to its average price over a given period. Developed by Donald Lambert in 1980, the CCI is primarily used to identify cyclical trends in a security, helping traders to spot potential buying or selling opportunities.
The CCI formula is:
CCI = (Typical Price − SMA) / (0.015 × Mean Deviation)
Typical Price (TP): This is calculated as the average of the high, low, and closing prices for the period.
Simple Moving Average (SMA): This is the average of the Typical Prices over a specific number of periods.
Mean Deviation: This is the average of the absolute differences between the Typical Price and the SMA.
The result is a value that typically fluctuates between +100 and -100, though it is not bounded and can go higher or lower depending on the price movement.
The Hull Moving Average (HMA) is a type of moving average that was developed by Alan Hull to improve upon the traditional moving averages by reducing lag while maintaining smoothness. The goal of the HMA is to create an indicator that is both quick to respond to price changes and less prone to whipsaws (false signals).
How the Hull Moving Average is Calculated?
The Hull Moving Average is calculated using the following steps:
Weighted Moving Average (WMA): The HMA starts by calculating the Weighted Moving Average (WMA) of the price data over a period square root of n (sqrt(n))
Speed Adjustment: A WMA is then calculated for half of the period n/2, and this is multiplied by 2 to give more weight to recent prices.
Lag Reduction: The WMA of the full period n is subtracted from the doubled n/2 WMA.
Final Smoothing: To smooth the result and reduce noise, a WMA is calculated for the square root of the period n.
The formula can be represented as:
HMA(n) = WMA(WMA(n/2) × 2 − WMA(n), sqrt(n))
The Weighted Moving Average (WMA) is a type of moving average that gives more weight to recent data points, making it more responsive to recent price changes than a Simple Moving Average (SMA). In a WMA, each data point within the selected period is multiplied by a weight, with the most recent data receiving the highest weight. The sum of these weighted values is then divided by the sum of the weights to produce the WMA.
This strategy leverages HMA of user given period as a critical level which shall be broken to say that probability of trend change to the upside increased. HMA reacts faster than EMA or SMA to the price change, that’s why it increases chances to enter new trade earlier. Long-term period CCI helps to have an approximation of mid-term trend. If it’s above 0 the probability of uptrend increases. Short-period CCI allows to have an approximation of short-term trend reversal from down to uptrend. This approach increases chances to have a long trade setup in the direction of mid-term trend when the short-term trend starts to reverse.
ATR is used to adjust the strategy risk management to the current market volatility. If volatility is low, we don’t need the large stop loss to understand the there is a high probability that we made a mistake opening the trade. User can setup the settings ATR Stop Loss and ATR Trailing Profit Activation Level to realize his own risk to reward preferences, but the unique feature of a strategy is that after reaching trailing profit activation level strategy is trying to follow the trend until it is likely to be finished instead of using fixed risk management settings. It allows sometimes to be involved in the large movements. It’s also important to make a note, that script uses HMA to enter the trade, but for trailing it leverages EMA. It’s used because EMA has no such fast reaction to price move which increases probability not to be stopped out from any significant uptrend move.
Backtest Results
Operating window: Date range of backtests is 2022.07.01 - 2024.08.01. It is chosen to let the strategy to close all opened positions.
Commission and Slippage: Includes a standard Binance commission of 0.1% and accounts for possible slippage over 5 ticks.
Initial capital: 10000 USDT
Percent of capital used in every trade: 100%
Maximum Single Position Loss: -4.67%
Maximum Single Profit: +19.66%
Net Profit: +14897.94 USDT (+148.98%)
Total Trades: 104 (36.54% win rate)
Profit Factor: 2.312
Maximum Accumulated Loss: 1302.66 USDT (-9.58%)
Average Profit per Trade: 143.25 USDT (+0.96%)
Average Trade Duration: 34 hours
These results are obtained with realistic parameters representing trading conditions observed at major exchanges such as Binance and with realistic trading portfolio usage parameters.
How to Use
Add the script to favorites for easy access.
Apply to the desired timeframe and chart (optimal performance observed on 2h BTC/USDT).
Configure settings using the dropdown choice list in the built-in menu.
Set up alerts to automate strategy positions through web hook with the text: {{strategy.order.alert_message}}
Disclaimer:
Educational and informational tool reflecting Skyrex commitment to informed trading. Past performance does not guarantee future results. Test strategies in a simulated environment before live implementation
Baseline Cross Qualifier Volatility Strategy with HMA Trend BiasFor trading ES on 30min Chart
Trading Rules
Post Baseline Cross Qualifier (PBCQ): If price crosses the baseline but the trade is invalid due to additional qualifiers, then the strategy doesn't enter a trade on that candle. This setting allows you override this disqualification in the following manner: If price crosses XX bars ago and is now qualified by other qualifiers, then the strategy enters a trade.
Volatility: If price crosses the baseline, we check to see how far it has moved in terms of multiples of volatility denoted in price (ATR x multiple). If price has moved by at least "Qualifier multiplier" and less than "Range Multiplier", then the strategy enters a trade. This range is shown on the chart with yellow area that tracks price above/blow the baseline. Also, see the dots at the top of the chart. If the dots are green, then price passes the volatility test for a long. If the dots are red, then price passes the volatility test for a short.
Take Profit/Stoploss Quantity Removed
1 Take Profit: 100% of the trade is closed when the profit target or stoploss is reached.
2 Take Profits: Quantity is split 50/50 between Take Profit 1 and Take Profit 2
3 Take Profits: Quantify is split 50/25/25.
Stratgey Inputs
Baseline Length
37
Post Baseline Cross Qualifier Enabled
On
Post Baseline Cross Qualifier Bars Ago
9
ATR Length
9
Volatility Multiplier
0
Volatility Range Multiplier
10
Volatility Qualifier Multiplier
2
Take Profit Type
1 Take Profit
HMA Length
11
Strategy Myth-Busting #9 - HullSuite+LSMA - [MYN]This is part of a new series we are calling "Strategy Myth-Busting" where we take open public manual trading strategies and automate them. The goal is to not only validate the authenticity of the claims but to provide an automated version for traders who wish to trade autonomously.
Our 9th one is an automated version of the "I Tested The Best 1 Minute Scalping Strategy That Will Blow Your Mind 100 Times" strategy from "Profit Now" who claims to have achieved 36.7% profit scalping XRPUSDT on the 1 minute timeframe in only 15 days. As you can see from the backtest results below, I was unable to substantiate anything remotely close to that that claim on any timeframe or symbol. Myth 10000% busted.
This strategy uses a combination of 2 open-source public indicators: Hull Suite by InSilico and Least Squares Moving Average (LSMA)
The Hull Moving Average (HMA) is a faster version of the traditional moving average and is designed to reduce lag and improve the responsiveness of the average to price changes. In this strategy the HMA is used as a trend-following indicator, When the HMA is rising it is indicative of an upwards trend and when its falling its indicative of a downtrend.
The Least Squares Moving Average (LSMA) used in this strategy is similar to the HMA in that it is designed to reduce lag and improve the responsiveness of the average to price changes. In this strategy the LSMA is used to also not only identify trends but also confirm signals, it also is used to identify possible changes in the trend and market conditions.
When we use these together, the Hull Suite and LSMA indicators provide a complimentary confirmation of trend direction and trend swings. The Hull Suite helps to identify and confirm trends, while the LSMA aids to confirm signals and identify potential changes in market conditions.
The way this strategy is designed is when the Hull Suite HMA is trending up and the LSMA crosses above the HMA, we enter a long condition. When the Hull Suite is trending down and the LSMA crosses below the HMA we take a short position. Because of the low latency of these two indicators this strategy can be used on lower time frames down to 1 minute. On high volatility crypto on the lowest time frames, a 1:4 Risk Ratio should be used. A lower less risk ratio should be used on less volatile archetypes of securities.
If you know of or have a strategy you want to see myth-busted or just have an idea for one, please feel free to message me
Hull Suite + Stoch RSI Strategy v1.1 This strategy uses Hull Suite with Stoch RSI
Uses Hull Suite as trend and only trades with the direction of the trend.
Entry conditions:
Hull Suite as a trend
Stoch RSI overbought for short entries & oversold for long entries
Current parameters works best on BINANCE:BNBBUSDPERP pair.
MA MTF Cross StrategyStrategy Introduction
This multi-timeframe strategy generates buy and sell entries based on two Moving Averages’ cross with an option to turn on trend direction confirmation through 3rd Moving Average selection. While all three moving averages can be selected from the following list:
SMA
EMA
DEMA
TEMA
LRC
WMA
MF
VAMA
TMA
HMA
JMA
Kijun v2
EDSMA
McGinley
Only long trades are enabled currently
Default Settings
I've set the default selection to the perfect options for 1D timeframe. You can modify all MAs selections and their lengths according to your selected timeframes.
Following default settings are used:
Heiken Ashi Candles are selected by default as source
1st Moving Average selection is set to LRC (Linear Regression Curve)
Length of 1st Moving Average is set to 50
2nd Moving Average is set to EDSMA (Ehlers Deviation-Scaled Moving Average)
Length of 2nd Moving Average is set to 30
3rd Moving Average is set to HMA (Hull Moving Average)
Length of 3rd Moving Average is set to 200
Uptrend direction confirmation through 3rd Moving Average is set to false by default
Start date is set to start from 2013
Backtesting can also be done selecting %age of equity
Suggestions for Usage
Mostly winning trades by set defaults have no prominent drawdown so losing trades can be abolished with Stoploss. Would soon add Stoploss and Takeprofit options in next version. Also, if you want an alerts version of it then just comment below and would publish it later. I’ve found this strategy useful on 1D timeframe with described default settings but multiple Mas selections can be explored further.
Hull MA TimeFrame CrossOverHello traders,
Although this strategy is configured on BTCUSDT , with a changing of settings, it can be used on any trading instrument.
Here it is seen, on the 2 hour chart. With Trading Fees included in result (adjust to suit your exchange fees).
The candle crossover is set to Daily timeframe.
That means that the Candle crossover is going to see if todays price is higher than yesterdays price.
If user sets this to 4 hour timeframe, the candle crossover would be when price is higher than the the price 4 hours ago...
The rest is simple, a moving average to detect direction, and an ATR StopLoss (if activated).
There is StopLoss and Take Profit settings which work by percentage.
The periods of the moving average and the ATR can be adjusted, as can the TP % and SL %.
The price is taken from the CLOSE or the OPEN or OHLC4 etc... which can be changed in the settings. OPEN is recommended to avoid repainting.
The moving average also has selectable types (ALMA,SMA,EMA,WMA,HMA)
So if the Price is above the Moving average, and the moving average is above the alternate timeframe value, then a buy is activated
if the Price is below the Moving average, and the moving average is below the alternate timeframe value, then a sell is activated
if OPEN is selected as Price source, then the alternate timeframe value would be the OPEN of the alternate timeframes candle.
the values are all plotted on chart so user can see what is happening when what crosses over what, and then what changes when settings are adjusted.
Have FuN!
if this strategy brings you the epik win......
.... dont forget about me
seaside420 ❤️
UT Bot v5This is an update by request, on someone elses strategy! well more of an edit, but also update from pine v4 to pine v5.
//CREDITS to HPotter for the orginal code. The guy trying to sell this as his own is a scammer lol.
//Edited and converted to @version=5 by SeaSide420 for Paperina
The UT Bot v5 is Movinging average (the MA) vs ATR (the ATR is in the form intended for use as trailing stop loss (ATR_TSL))
Entry logic:
buy = the MA > ATR_TSL and Price > ATR_TSL
sell = the MA < ATR_TSL and Price < ATR_TSL
The Moving average type can be changed in the settings:
options = "SMA", "EMA", "WMA", "HMA"]
the edits i made were:
convert to v5
Add TP and SL
Add Buy only or Sell only option
Add MA type option
Add price source option
Draw MA and ATR_TSL on-chart
Juicy TrendThis script is simple.
It uses EMA and HMA crosses to find entries and exits.
There is an option for sourcing Heikin Ashi based entries/exits.
There is an option for Stop Loss percentage.
It is made for finding Long entries on the 45min chart.
You can optimize the signals by adjusting the moving average lengths.
The default settings are for BTC/USDT 45min.
Suggestion, reduce the Stop Loss percentage for smaller / more volatile assets.
Advanced OutSide with HMA and Klinger Forex Swing strategyThis is a swing forex strategy, adapted for big timeframes, such as 4h+.
For this example I adapted the strategy to EUR USD main forex pair.
Its components are:
Outside condition
Klinger Oscillator
Hull moving average
Rules for entry
For long: if current high is bigger than previous high and current is smaller than previous low and klinger is positive, close of the candle is above lsma and we have a bull candle.
For short: if current high is smaller than previous high and current is bigger than previous low and klinger is negative, close of the candle is below lsma and we have a bear candle.
Rules for exit
We exit when we have a reverse condition
We exit in case we hit the tp/sl based on % movement of the price.
If you have any questions, let me know !
Hull Crossover Strategy no TP or SLWhat is it?
A simple yet effective strategy ran on the 30m chart.
This is a basic idea that can be expanded on using different indicator to either add signals or filter out certain bad signals!
The strategy consists of 1 fast moving average and 1 slow moving average.
Both of these moving averages are the Hull Moving Average
What is the Hull Moving Average?
The Hull Moving Average ( HMA ) is a directional trend indicator.
It captures the current market conditions and uses recent price action to determine if conditions are bullish or bearish relative to historical data.
The Hull is different from traditional trend indicators like the EMA and the SMA .
It is designed to reduce the lag often associated with other MAs by providing a faster signal on a smoother visual plane.
How it works?
When the fast HMA crosses over the slow HMA , we initiate a long signal, and
when the fast HMA crosses under the slow HMA , we initiate a short signal.
Conclusion
The power of simplicity is what makes this such a great core to use to build onto making something even better!
The results were optimised to suit the most common market conditions seen today.
******** Not financial advice! ********
HMA_ATR StrategyATR with HMA experimental minimalist bot for ETHBTC .
A strategy for use by Automated Algorithm systems.
Different from normal ATR as it uses HMA for smoothing.
Example settings result shown here on chart include commission 0.5%
Technicals Rating Strategy v420Ichimoku, HMA, RSI, Stoch, CCI, MACD, Technicals Rating Strategy is a trading Bot that looks at these chosen indicators and assigns a value to each, then calculates the result of adding each indicators result value to a overall rating, which is then compared to a user set level. Here seen on Bitcoin, it has the broker fee included in the testing result. If you choose to use it on Forex etc, perhaps remove the broker fee which is unrealistic for FX trading.
It has a Win/Loss ratio of only 40% wins, but it catches the big moves and thats the main thing, so if ELON MUSK had of used this strategy instead of BUY and HOLD, he could of made 700% instead of 7% (as is, may, 2021)
Mainly intended for use as Automated TRADE BOT.
(imagine if Elon Musk did use this bot with his 1.3 billion $ worth of BTC, the drawdown would be like, half a billion or something haha (p.s.- use smaller lotsize % to get smaller drawdown, but then smaller profit....) )
For use with any pair and timeframe. In fact there is a timeframe setting to set the strategy to look at alternative timeframe from chart, but as default will just be set to charts timeframe.
HULLTSIBOTDo you like TSI indicator?
Do you like HMA indicator?
The all new, HULLTSIBOT indicator!
About:
TSI indicator was on a space mission to mine other planets and then the crew stumbled upon a bunch of HMA indicator eggs. In the darkness of the slime room they found, There was a suddenly a bunch of failing and swearing and machinegun fire muzzle flashes, then all fell silent.
from the back shadow mist stepped forward a TSI indicator, but its eyes were bloodshot and it did not look the same...
The rescue ship found the TSI indicator motionless but still with a heartbeat....
a few days went past, the TSI indicator layed in the medic bay,
A medic noticed a bulge in the abdomen, that started to move!
The alien lifeform burst through the stomach of the TSI indicator and flew at the medic, covering the face and overpowering the new victim with ease...
Quickly it spread throughout the entire rescue ships crew, with many new alien lifeforms searching every corner for a new host.
The rescue ship flew on, able to land with autopilot as programmed for in emergencies, Thus the HULLTSIBOT was introduced to the humans world...
planet earth
72s Strat: Backtesting Adaptive HMA+ pt.1This is a follow up to my previous publication of Adaptive HMA+ few months ago, as a mean to provide some kind of initial backtesting tools. Which can be use to explore many possible strategies, optimise its settings to better conform user's pair/tf, and hopefully able to help tweaking your general strategy.
If you haven't read the study or use the indicator, kindly go here first to get the overall idea.
The first strategy introduce in this backtest is one most basic already described in the study; buy/sell is when movement is there and everything is on the right side; When RSI has turned to other side, we can use it as exit point (if in profit of course, else just let it hit our TP/SL, why would we exit before profit). Also, base on RSI when we make entry, we can further differentiate type of signals. --Please check all comments in code directly where the signals , entries , and exits section are.
Second additional strategy to check; is when we also use second faster Adaptive HMA+ for exit. So this is like a double orders on a signal but with different exit-rule (/more on this on snapshots below). Alternatively, you can also work the code so to only use this type of exit.
There's also an additional feature which you can enable its visuals, the Distance Zone , is to help measuring price distance to our xHMA+. It's just a simple atr based envelope really, I already put the sample code in study's comment section, but better gonna update it there directly for non-coder too, after this.
In this sample I use Lot for order quantity size just because that's what I use on my broker. Also what few friends use while we forward-testing it since the study is published, so we also checked/compared each profit/loss report by real number. To use default or other unit of measurement, change the entry code accordingly.
If you change your order size, you should also change the commission in Properties Tab. My broker commission is 5 USD per order/lot, so in there with example order size 0.1 lot I put commission 0.5$ per order (I'll put 2.5$ for 0.5 lot, 10$ for 2 lot, and so on). Crypto usually has higher charge. --It is important that you should fill it base on your broker.
SETTINGS
I'm trying to keep it short. Please explore it further again. (Beginner should also first get acquaintance with terms use here.)
ORDERS:
Base Minimum Profit Before Exit:
The number is multiplier of ongoing ATR. Means that when basic exit condition is met, algo will check whether you're already in minimum profit or not, if not, let it still run to TP or SL, or until it meets subsequent exit condition, then it will check again.
Default Target Profit:
Multiplier of ATR at signal. If reached before any eligible exit condition is met, exit TP.
Base StopLoss Point:
You can change directly in code to use other like ATR Trailing SL, fix percent SL, or whatever. In the sample, 4 options provided.
Maximum StopLoss:
This is like a safety-net, that if at some point your chosen SL point from input above happens to be exceeding this maximum input that you can tolerate, then this max point is the one will be use as SL.
Activate 2nd order...:
The additional doubling of certain buy/sell with different exits as described above. If enable, you should also set pyramiding to at least: 2. If not, it does nothing.
ADAPTIVE HMA+ PERIOD
Many users already have their own settings for these. So in here I only sample the default as first presented in the study. Make it to your adaptive.
MARKET MOVEMENT
(1) Now you can check in realtime how much slope degree is best to define your specific pair/tf is out of congestion (yellow) area. And (2) also able to check directly what ATR lengths are more suitable defining your pair's volatility.
DISTANCE ZONE
Distance Multiplier. Each pair/tf has its own best distance zone (in xHMA+ perspective). The zone also determine whether a signal should appear or not. (Or what type of signal, if you wanna go more detail in constructing your strategy)
USAGE
(Provided you already have your own comfortable settings for minimum-maximum period of Adaptive HMA+. Best if you already have backtested it manually too and/or apply as an add-on to your working strategy)
1. In our experiences, first most important to define is both elements in the Market Movement Settings . These also tend to be persistent for whole season since it's kinda describing that pair/tf overall behaviour. Don't worry if you still get a low Profit Factor here, but by tweaking you should start to see positive changes in one of Max Drawdown and Net Profit, or Percent Profitable.
2. Afterwards, find your pair/tf Distance Zone . When optimising this, what we seek is just a "not to bad" equity curves to start forming. At least Max Drawdown should lessen more. Doesn't have to be great already, but should be better, no red in Net Profit.
3. Then go manage the "Trailing Minimum Profit", TP, SL, and max SL.
4. Repeat 1,2,3. 👻
5. Manage order size, commission, and/or enable double-order (need pyramiding) if you like. Check if your equity can handle max drawdown before margin call.
6. After getting an acceptable backtest result, go to List of Trades tab and find the biggest loss or when many sequencing loss in a row happened. Click on it to go to exact point on chart, observe why the signal failed and get at least general idea how it can be prevented . The rest is yours, you should know your pair/tf more than other.
You can also re-explore your minimum-maximum period for both Major and minor xHMA+.
Keep in mind that all numbers in Setting are conceptually in a form of range . You don't want to get superb equity curves but actually a "fragile" , means one can easily turn it to disaster just by changing only a fraction in one/two of the setting.
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If you just wanna test the strength of the indicator alone, you can disable "Use StopLoss" temporarily while optimising settings.
Using no SL might be tempting in overall result data in some cases, but NOTE: It is not recommended to not using SL, don't forget that we deliberately enter when it's in high volatility. If want to add flexibility or trading for long-term, just maximise your SL. ie.: chose SL Point>ATR only and set it maximum. (Check your max drawdown after this).
I think this is quite important specially for beginners, so here's an example; Hypothetically in below scenario, because of some settings, the buy order after the loss sell signal didn't appear. Let's say if our initial capital only 1000$ using leverage and order size 0,5 lot (risky position sizing already), moreover if this happens at the beginning of your trading season, that's half of account gone already in one trade . Your max SL should've made you exit after that pumping bar.
The Trailing Minimum Profit is actually look like this. Search in the code if you want to plot it. I just don't like too many lines on chart.
To maximise profit we can try enabling double-order. The only added rule coded is: RSI should rising when buy and falling when sell. 2nd signal will appears above or below default buy/sell signal. (Of course it's also prone to double-loss, re-check your max drawdown after. Profit factor play its part in here for a long run). Snapshot in comparison:
Two default sell signals on left closed at RSI exit, the additional sell signal closed later on when price crossover minor xHMA+. On buy side, price haven't met our minimum profit when first crossunder minor xHMA+. If later on we hit SL on this "+buy" signal, at least we already profited from default buy signal. You can also consider/treat this as multiple TP points.
For longer-term trading, what you need to maximise is the Minimum Profit , so it won't exit whenever an exit condition happened, it can happen several times before reaching minimum profit. Hopefully this snapshot can explain:
Notice in comparison default sell and buy signal now close in average after 3 days. What's best is when we also have confirmation from higher TF. It's like targeting higher TF by entering from smaller TF.
As also mention in the study, we can still experiment via original HMA by putting same value for minimum-maximum period setting. This is experimental EU 1H with Major xHMA+: 144-144, Flat market 13, Distance multiplier 3.6, with 2nd order activated.
Kiwi was a bit surprising for me. It's flat market is effectively below 6, with quite far distance zone of 3.5. Probably because I'm using big numbers in adaptive period.
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The result you see in strategy tester report below for EURUSD 15m is using just default settings you see in code, as follow:
0,1 lot for each order (which is the smallest allowed by my broker).
No pyramiding. Commission: 0.5 usd per order. Slippage: 3
Opening position is only using basic strategy #1 (RSI exit). Additional exit not activated.
Minimum Profit: 1. TP: 3.
SL use: Half-distance zone. Max SL: 4.5.
Major xHMA+: 172-233. minor xHMA+: 89-121
Distance Zone Multiplier: 2.7
RSI: Standard 14.
(From our forward-testing, the difference we get from net profit is because of the spread, our entry isn't exactly at the close/open price. Not so much though, but not the same. If somebody can direct me to any example where we can code our entry via current bid/ask price, that would be awesome!)
It's already a long post (sorry), think I'm gonna pause here. Check out the code :)
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DISCLAIMER: Past performance is no guarantee of future results , and so on.. you know the drill ;)
Please read whole description first before using, don't take 1-2 paragraph and claim it's the whole logic, you are responsible of your own actions and understanding.
wtfBUYorSELLffsMultiple timeframe Hull moving averages. 1 Hull period, 3 timeframes.
With Info Panel
This strategy is for any pair but the settings are tuned for DOGEUSDT
It is 3 Hull moving averages crossovers.
The first HMA is taken from the timeframe of the chart.
The second and third HMA's have a setting for TIMEFRAME.
For example the user can have the chart on 15m, 2nd HMA on 60m(1H), 3rd HMA on 240m(1H)
A info panel is on chart with the signal from each timeframe.
The binance (where DOGEUSDT can be traded) commission fee of 0.1% is added to the results.
Adjust the commission fee to suit your broker and pair.
Tuned for trading cryptocurrency Elon Musk has constantly been backing – dogecoin.
TSI HMA CCIHi!
This strategy has TSI and CCI indicators with the CCI being based on a HMA instead of the Price.
There is a number of conditions that must combine to create buy or sell signals, but it is basically a couple of MA crossovers.
The strategy opens new orders on each candle if the conditions are met, Either direction, so it is hedging.
It wont open new orders if there is a floating loss, and so is constantly attempting to hold a floating profit (drawup instead of drawdown)
But It has a StopLoss (set by user) for closing of losing orders, and it closes all orders in basket style when account is in profit to users set amount target profit.
Low commission set to simulate swap but Forex pairs generally dont have commission like the crypto exchanges do. So if you use this on cryptos, remember to increase the commission to your brokers amount.
Crypto users will likely find that because this opens so many orders the commission could erase its profits.
So i recommend this for Forex only, and perhaps, only NZDUSD 4H chart. other pairs, change settings for.
The strategy has settings for testing on target time spans, so you could test it on just Jan-Feb 2020 for example, if you want, or from Jan 2020 to present day.
Have Fun! Open Script for copy/paste/edit/publish your own version :)
Fancy Bollinger Bands Strategy [BigBitsIO]This script is for a Bollinger Band type indicator with built-in TradingView strategy including as many features as I can possibly fit into a Bollinger Band type indicator including a wide variety of options to create the most flexible Bollinger Bands strategy possible.
Features:
- A single custom moving average serving as the middle band.
- Standard MA inputs.
- MA type.
- MA period.
- MA price.
- MA resolution (time frame).
- Visibility toggle.
- MA Candle Type
- Fancy MA inputs.
- Toggle to show only candles included in the MA calculation ("Highlight inclusion") or display entire MA history.
- Toggle to show a ghost trail when Highlight inclusion is toggled on. Displays a shaded version of past MA history before the inclusion period (as seen on snapshot).
- Toggle to show forecast values for the MA.
- Other inputs related to forecasting:
- Forecast bias. (Neutral forecasts MA if the current price remains the same.)
- Forecast period.
- Forecast magnitude.
- Toggle showing details on the screen
- Toggle the visibility of the fill between the upper and lower bands.
- Toggle to use ATR instead of the standard deviation to calculate the location of the upper and lower bands.
- Custom input for the ATR period.
Strategy Features
-Strategy Window - only test during this window
-Take Profit and Stop Loss
-Open and Close conditions, including condition counts and any/all requirements
-Many conditions to choose from that can either be selected to open, close or open and close a position
-Conditions include:
-Price crossing above/below the Upper, Middle, or Lower bands
-Price being above/below the Upper, Middle, or Lower bands
-Bollinger Band width crossing or being above/below custom values
-Percent B crossing or being above/below custom values
This script may contain errors, or out of date code. Please be mindful of updates to the script.
*** DISCLAIMER: For educational and entertainment purposes only. Nothing in this content should be interpreted as financial advice or a recommendation to buy or sell any sort of security or investment including all types of crypto. DYOR, TYOB. ***
Hull FisherThis strategy has a Fisher-Transform indicator applied to the highs and lows of a Hull moving average instead of the price. It also has a Commodity Channel Index to help with entry/exit. Each part of the strategy can be turned on and off, for example turn off CCI or HMA so they are not used in the order opening/exiting. The base of the strategies entry and exit logic is the fisher transform line, if it crosses over outside the lines or either side of zero (adjustable in settings).
This example on ETHBTC Daily chart has common crypto exchange commission 0.25% added. Please adjust that setting to suit your pair/broker. For example a Forex pair does not have that much commission so reduce it for Forex charts.
Can be applied to any time frame or trading instrument.
TEMA/DEMA/HMA StrategyThe TEMA/DEMA/HMA strategy is a basic trend follower looking for when the TEMA crosses above the DEMA as a buy signal and the opposite for the sell.
The HMA is used as a longer more Dynamic MA to confirm the wider trend to filter out bad trades.
This is a basic idea that can be expanded on using different indicator types to either add signals or filter out more bad signals!
Easy System 420In this strategy, 15 indicators are used, each giving its results as a numerical value, which then is added or subtracted from the total points, gathered from all 15 indicators.
Many thanks to RafaelZioni for his great work making the EasySys1 script which i modified to create this script.
Onchart is drawn some of the indicators, but not all, a info panel is drawn showing the value each indicator has calculated. The info panel can be turned on or off.
Many of the indicator settings can be changed by user, and this is recommended, to tune the strategy to users chosen pair/timeframe.
Therefore any pair or timeframe can be used, the strategy tester results showing possible results, remember to set commission to match your broker. example chart settings here have common crypto exchange commission value: 0.25%
indicator list : SAR + STT + ZigZag + ROC + DMI + CCI + Weis + SMA + AO + MOM + Hist + BB + Ichimoku + HMA
HMA & D1 crossoverCan work on Forex if change equity currency and SL and TP etc
This example tuned for ETH/BTC
Enters on HMA (Hull Moving Average) and D1 (Daily Candle) crossovers, Exits basket when profit = TP (Target Profit)
Has Commission and slippage added, test equity at 1 BTC lotsize set too 1% of equity for each order
