Hull Signal and Auto Fib 30 sec

2020年2月3日

This script will not be given away for free. Been months of developing and the effort is paying off.

The code uses a 40 HULL MA on the 30 second chart to identify up/down changes in trend. It ensures the equity is positive on the day to go long, or negative on the day to go short.

It draws the stop and fib lines according to the current 3 min ATR over the last 4 periods (12 minutes) : x1 x2 x3 x4 x6

Candles are highlighted upon entries. Grid begins.

Code resets upon one of the following:
- 4x target achieved and the trade has been active for 30 minutes
- 6x target achieved
- Stop hits
- 30 minutes have lapsed and the close is less than target x2

I have performed simple strategy analyses and have determined:

(Approximately)
34% lose x1
66% achieve 1:1, manually stop out at B/E after first target hits
48% achieve 2:1, manually stop out above B/E after x2 target hits
38% achieve 3:1, manually stop out above x1 after x3 target hits (will reset fib grid without change in trend)
13% achieve 4:1, manually stop out above x3 after x4 target hits (will reset fib grid without change in trend)

I have not evaluated for x6 though it expected to be around 5% of the winning trades. (will reset fib grid without change in trend)

Message me if your interested further.

2021年4月5日

版本注释

Added a lookback setting to backtest prior days.