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Hull Strategy [Bitduke]
Description
The Hull Moving Average (HMA) was developed by Alan Hull for the purpose of reducing lag, increasing responsiveness while at the same time eliminating noise. Its calculation is elaborate and makes use of the Weighted Moving Average (WMA).
It uses two lagged hull moving averages at the intersection of which a change in trend is determined.
Risk Management
Risk is managed by limiting the loss per trade (in%) using stop loss variable.
Improvements
Can be improved by experiments with stop loss and take profit.
Backtesting
Bitmex
XBTUSD
FTX BTC-PERP
FTX SHIT-PERP
The Hull Moving Average (HMA) was developed by Alan Hull for the purpose of reducing lag, increasing responsiveness while at the same time eliminating noise. Its calculation is elaborate and makes use of the Weighted Moving Average (WMA).
It uses two lagged hull moving averages at the intersection of which a change in trend is determined.
Risk Management
Risk is managed by limiting the loss per trade (in%) using stop loss variable.
Improvements
Can be improved by experiments with stop loss and take profit.
Backtesting
Bitmex
XBTUSD- Timeframe 3H
- Stop 2%, take profit : n/a
- 193.5% profit
- 22.42% drawdown
FTX BTC-PERP
- Timeframe 3H
- Stop 2%, take profit : n/a
- 187.5% profit
- 14.79% (!) drawdown
FTX SHIT-PERP
- Timeframe 3H
- Stop 2%, take profit : n/a
- 112.5% profit
- 13.79% (!) drawdown
نص برمجي محمي
تم نشر هذا النص البرمجي بمصدر غير مفتوح ويمكنك استخدامه بحرية. يمكنك جعله مفضلاً لاستخدامه على الرسم البياني. لا يمكنك مشاهدة أو تعديل كود المصدر الخاص به.
هل تريد استخدام هذا النص البرمجي على الرسم البياني؟
إخلاء المسؤولية
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