OPEN-SOURCE SCRIPT
Hull MA of RSI Strategy

This simple strategy base on RSI value of Close Price, High Price, Low Price, Median Price and RSI value smoothed by Hull Moving Average.
1. Optimize parameter on BTC H1 Binance chart
RSI period: 13
Hull MA period: 3
Middle Channel: 55-45
Overbough / Oversold: 70-30
2. Setup
2.1 Long Condition
- RSI of Close Price crossunder Overbought
- Close Price lower than Median Price (HL2)
- RSI of Median Price above Overbought
2.2 Close Long Position
- RSI of Close Price crossover Overbought (Take profit)
or
- RSI of Low Price crossunder upper value of Middle Channel (Stop loss)
2.2 Short Condition
- RSI of Close Price crossover Oversold
- Close Price higher than Median Price (HL2)
- RSI of Median Price below Oversold
2.2 Close Long Position
- RSI of Close Price crossunder Oversold (Take profit)
or
- RSI of High Price crossover lower value of Middle Channel (Stop loss)
3. Idea
- Follow strong momentum of Price to catch Flash Buy/Sell Bar in Crypto Market
- RSI of High Price and Low Price help to regconize setup failure quickly.
- This case study desire to find a balance of Winrate, Profit factor, Sharpe Ratio
1. Optimize parameter on BTC H1 Binance chart
RSI period: 13
Hull MA period: 3
Middle Channel: 55-45
Overbough / Oversold: 70-30
2. Setup
2.1 Long Condition
- RSI of Close Price crossunder Overbought
- Close Price lower than Median Price (HL2)
- RSI of Median Price above Overbought
2.2 Close Long Position
- RSI of Close Price crossover Overbought (Take profit)
or
- RSI of Low Price crossunder upper value of Middle Channel (Stop loss)
2.2 Short Condition
- RSI of Close Price crossover Oversold
- Close Price higher than Median Price (HL2)
- RSI of Median Price below Oversold
2.2 Close Long Position
- RSI of Close Price crossunder Oversold (Take profit)
or
- RSI of High Price crossover lower value of Middle Channel (Stop loss)
3. Idea
- Follow strong momentum of Price to catch Flash Buy/Sell Bar in Crypto Market
- RSI of High Price and Low Price help to regconize setup failure quickly.
- This case study desire to find a balance of Winrate, Profit factor, Sharpe Ratio
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这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。
开源脚本
本着TradingView的真正精神,此脚本的创建者将其开源,以便交易者可以查看和验证其功能。向作者致敬!虽然您可以免费使用它,但请记住,重新发布代码必须遵守我们的网站规则。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。