StockSharp.Strategies.0159_Hull_MA_RSI

Hull Ma Rsi Strategy

Implementation of strategy #159 - Hull Moving Average + RSI. Buy when HMA is rising and RSI is below 30 (oversold). Sell when HMA is falling and RSI is above 70 (overbought).

Hull MA provides a smoothed trend line and RSI highlights momentum divergences. Trades occur when RSI turns at extremes while price follows the Hull direction.

Suited to short-term swing traders who want early signals. ATR-based stops protect the trade.

Details

• Entry Criteria:
  • Long: HullMA turning up && RSI < RsiOversold
  • Short: HullMA turning down && RSI > RsiOverbought
• Long/Short: Both
• Exit Criteria:
  • Hull MA change of direction
• Stops: ATR-based using StopLoss
• Default Values:
  • HmaPeriod = 9
  • RsiPeriod = 14
  • RsiOversold = 30m
  • RsiOverbought = 70m
  • StopLoss = new Unit(2, UnitTypes.Absolute)
  • CandleType = TimeSpan.FromMinutes(5).TimeFrame()
• Filters:
  • Category: Mean reversion
  • Direction: Both
  • Indicators: Hull MA, Moving Average, RSI
  • Stops: Yes
  • Complexity: Intermediate
  • Timeframe: Mid-term
  • Seasonality: No
  • Neural Networks: No
  • Divergence: No
  • Risk Level: Medium