StockSharp.Strategies.0205_Hull_MA_CCI.py
5.0.1
Prefix Reserved
dotnet add package StockSharp.Strategies.0205_Hull_MA_CCI.py --version 5.0.1
NuGet\Install-Package StockSharp.Strategies.0205_Hull_MA_CCI.py -Version 5.0.1
<PackageReference Include="StockSharp.Strategies.0205_Hull_MA_CCI.py" Version="5.0.1" />
<PackageVersion Include="StockSharp.Strategies.0205_Hull_MA_CCI.py" Version="5.0.1" />
<PackageReference Include="StockSharp.Strategies.0205_Hull_MA_CCI.py" />
paket add StockSharp.Strategies.0205_Hull_MA_CCI.py --version 5.0.1
#r "nuget: StockSharp.Strategies.0205_Hull_MA_CCI.py, 5.0.1"
#:package StockSharp.Strategies.0205_Hull_MA_CCI.py@5.0.1
#addin nuget:?package=StockSharp.Strategies.0205_Hull_MA_CCI.py&version=5.0.1
#tool nuget:?package=StockSharp.Strategies.0205_Hull_MA_CCI.py&version=5.0.1
Hull MA CCI Strategy (Python Version)
This strategy uses Hull MA CCI indicators to generate signals. Long entry occurs when HMA(t) > HMA(t-1) && CCI < -100 (HMA rising with oversold conditions). Short entry occurs when HMA(t) < HMA(t-1) && CCI > 100 (HMA falling with overbought conditions). It is suitable for traders seeking opportunities in mixed markets.
Testing indicates an average annual return of about 52%. It performs best in the crypto market.
Details
- Entry Criteria:
- Long: HMA(t) > HMA(t-1) && CCI < -100 (HMA rising with oversold conditions)
- Short: HMA(t) < HMA(t-1) && CCI > 100 (HMA falling with overbought conditions)
- Long/Short: Both sides.
- Exit Criteria:
- Long: Exit long position when HMA starts falling
- Short: Exit short position when HMA starts rising
- Stops: Yes.
- Default Values:
HullPeriod
= 9CciPeriod
= 20AtrPeriod
= 14AtrMultiplier
= 2mCandleType
= TimeSpan.FromMinutes(5)
- Filters:
- Category: Mixed
- Direction: Both
- Indicators: Hull MA CCI
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday
- Seasonality: No
- Neural networks: No
- Divergence: No
- Risk Level: Medium
Learn more about Target Frameworks and .NET Standard.
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Fix C# strategy indentation