Hull Moving Average and Daily Candle Crossover — Strategy by SeaSide420
By SeaSide420
Performance Metrics
- Author: SeaSide420
- Symbol: BITFINEX:BTCUSD
- Timeframe: 1 hour
- Net P&L: +410,622.00 USD (+411.87%)
- Win Rate: 73.0%
- Profit Factor: 1.48
- Max Drawdown: 51,589.10 USD (15.71%)
- Total Trades: 806
- Sharpe Ratio: 1.11
Description
Hull Moving Average. Alan Hull developed Hull Moving Average in 2005 in his quest to create a moving average that is "responsive to current price activity while maintaining curve smoothness". Hull claims that his moving average "almost eliminates lag altogether and manages to improve smoothing at the same time"This strategy has Lag built in, the signal will appear 1 or 2 candles lagged, but it wont repaint the signal.... in theory!Does this repaint? you tell me. thankyouChange the settings every time you change timeframe or pair