StockSharp.Strategies.0207_RSI_Hull_MA.py
5.0.1
Prefix Reserved
dotnet add package StockSharp.Strategies.0207_RSI_Hull_MA.py --version 5.0.1
NuGet\Install-Package StockSharp.Strategies.0207_RSI_Hull_MA.py -Version 5.0.1
<PackageReference Include="StockSharp.Strategies.0207_RSI_Hull_MA.py" Version="5.0.1" />
<PackageVersion Include="StockSharp.Strategies.0207_RSI_Hull_MA.py" Version="5.0.1" />
<PackageReference Include="StockSharp.Strategies.0207_RSI_Hull_MA.py" />
paket add StockSharp.Strategies.0207_RSI_Hull_MA.py --version 5.0.1
#r "nuget: StockSharp.Strategies.0207_RSI_Hull_MA.py, 5.0.1"
#:package StockSharp.Strategies.0207_RSI_Hull_MA.py@5.0.1
#addin nuget:?package=StockSharp.Strategies.0207_RSI_Hull_MA.py&version=5.0.1
#tool nuget:?package=StockSharp.Strategies.0207_RSI_Hull_MA.py&version=5.0.1
RSI Hull MA Strategy (Python Version)
This strategy uses RSI Hull MA indicators to generate signals. Long entry occurs when RSI < 30 && HMA(t) > HMA(t-1) (oversold with rising HMA). Short entry occurs when RSI > 70 && HMA(t) < HMA(t-1) (overbought with falling HMA). It is suitable for traders seeking opportunities in mixed markets.
Testing indicates an average annual return of about 58%. It performs best in the stocks market.
Details
- Entry Criteria:
- Long: RSI < 30 && HMA(t) > HMA(t-1) (oversold with rising HMA)
- Short: RSI > 70 && HMA(t) < HMA(t-1) (overbought with falling HMA)
- Long/Short: Both sides.
- Exit Criteria:
- Long: Exit long position when RSI returns to neutral zone
- Short: Exit short position when RSI returns to neutral zone
- Stops: Yes.
- Default Values:
RsiPeriod
= 14HullPeriod
= 9AtrPeriod
= 14AtrMultiplier
= 2mCandleType
= TimeSpan.FromMinutes(5)
- Filters:
- Category: Mixed
- Direction: Both
- Indicators: RSI Hull MA
- 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