strategy · on price · open source

Hull MA Crossover

Deepwick · @deepwickv1Updated 2 Oct 2026▲ 0 users

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About

Two Hull Moving Averages crossed against each other — both fast and almost lag-free. A non-trendline crossover that catches turns without the usual SMA drag.

Default 9/21 looks like an SMA 14/28 but turns ~3 bars sooner.
Raise both lengths for steadier swings; the sqrt(N) kernel keeps lag low.
Excellent on crypto and indices where lag kills entries.

Source code

//@version=5
strategy("Hull MA Crossover", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=10, commission_type=strategy.commission.percent, commission_value=0.05)
fastLen = input.int(9, "Fast HMA Length", minval=5, maxval=50, step=1)
slowLen = input.int(21, "Slow HMA Length", minval=20, maxval=200, step=1)
stopPct = input.float(2, "Stop Loss %", minval=0.5, maxval=10, step=0.1)
tpPct = input.float(6, "Take Profit %", minval=0, maxval=20, step=0.1)
hmaFast = ta.wma(2 * ta.wma(close, fastLen / 2) - ta.wma(close, fastLen), math.round(math.sqrt(fastLen)))
hmaSlow = ta.wma(2 * ta.wma(close, slowLen / 2) - ta.wma(close, slowLen), math.round(math.sqrt(slowLen)))
longSignal = strategy.position_size == 0 and ta.crossover(hmaFast, hmaSlow)
exitSignal = strategy.position_size > 0 and ta.crossunder(hmaFast, hmaSlow)
if longSignal
    strategy.entry("Long", strategy.long)
if strategy.position_size > 0
    strategy.exit("Risk", stop=stopPct > 0 ? strategy.position_avg_price * (1 - stopPct / 100) : na, limit=tpPct > 0 ? strategy.position_avg_price * (1 + tpPct / 100) : na)
if exitSignal
    strategy.close("Long", comment="HMA cross down")
p_Fast_HMA = plot(hmaFast, "Fast HMA", color=color.purple, linewidth=2)
p_Slow_HMA = plot(hmaSlow, "Slow HMA", color=color.maroon, linewidth=2)
plotshape(longSignal, "Long", style=shape.triangleup, location=location.belowbar, color=color.green, text="L")
plotshape(exitSignal, "Exit", style=shape.triangledown, location=location.abovebar, color=color.red, text="X")
alertcondition(longSignal, "HMA long entry", "Fast HMA crossed above slow HMA")
alertcondition(exitSignal, "HMA exit", "Fast HMA crossed below slow HMA")

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