StockSharp.Strategies.0312_Hull_MA_Volume_Spike.py
5.0.1
Prefix Reserved
dotnet add package StockSharp.Strategies.0312_Hull_MA_Volume_Spike.py --version 5.0.1
NuGet\Install-Package StockSharp.Strategies.0312_Hull_MA_Volume_Spike.py -Version 5.0.1
<PackageReference Include="StockSharp.Strategies.0312_Hull_MA_Volume_Spike.py" Version="5.0.1" />
<PackageVersion Include="StockSharp.Strategies.0312_Hull_MA_Volume_Spike.py" Version="5.0.1" />
<PackageReference Include="StockSharp.Strategies.0312_Hull_MA_Volume_Spike.py" />
paket add StockSharp.Strategies.0312_Hull_MA_Volume_Spike.py --version 5.0.1
#r "nuget: StockSharp.Strategies.0312_Hull_MA_Volume_Spike.py, 5.0.1"
#:package StockSharp.Strategies.0312_Hull_MA_Volume_Spike.py@5.0.1
#addin nuget:?package=StockSharp.Strategies.0312_Hull_MA_Volume_Spike.py&version=5.0.1
#tool nuget:?package=StockSharp.Strategies.0312_Hull_MA_Volume_Spike.py&version=5.0.1
Hull MA Volume Spike (Python Version)
The Hull MA Volume Spike strategy is built around Hull Moving Average with Volume Spike detection.
Testing indicates an average annual return of about 43%. It performs best in the stocks market.
Signals trigger when Spike confirms trend changes on intraday (5m) data. This makes the method suitable for active traders.
Stops rely on ATR multiples and factors like HmaPeriod, VolumeAvgPeriod. 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 = 9
VolumeAvgPeriod = 20
VolumeThresholdFactor = 2.0m
CandleType = TimeSpan.FromMinutes(5).TimeFrame()
- Filters:
- Category: Trend following
- Direction: Both
- Indicators: Spike
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday (5m)
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
Learn more about Target Frameworks and .NET Standard.
This package has no dependencies.
NuGet packages
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