PROTECTED SOURCE SCRIPT
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
Protected script
This script is published as closed-source. However, you can use it freely and without any limitations – learn more here.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Protected script
This script is published as closed-source. However, you can use it freely and without any limitations – learn more here.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.