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Hull MA Volatility Contraction More info on web site https://stocksharp.com/store/
Published
Jul 11, 2025
1y ago
Total Downloads
2.1K
2,109
Install
dotnet add package StockSharp.Strategies.0325_Hull_MA_Volatility_Contraction --version 5.0.0
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README
Hull MA Volatility Contraction
The Hull MA Volatility Contraction strategy is built around Hull Moving Average with volatility contraction filter.
Signals trigger when its indicators confirms volatility contraction patterns on intraday (15m) data. This makes the method suitable for active traders.
Stops rely on ATR multiples and factors like HmaPeriod, AtrPeriod. Adjust these defaults to balance risk and reward.
Details
- Entry Criteria: see implementation for indicator conditions.
- Long/Short: Both directions.
- Exit Criteria: opposite signal or stop logic.
- Stops: Yes, using indicator-based calculations.
- Default Values:
HmaPeriod = 9AtrPeriod = 14VolatilityContractionFactor = 2.0mCandleType = TimeSpan.FromMinutes(15).TimeFrame()
- Filters:
- Category: Trend following
- Direction: Both
- Indicators: multiple indicators
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday (15m)
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
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No SPDX license expression is published. Review the license text and your organisation's policy before redistribution.No target framework metadata is available. Confirm compatibility in a representative project before standardising on this package.
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