Hull Moving Average

Implementation

Implementation of hull moving average follows a modular architecture. Configuration files define parameters, strategy modules handle logic, and exchange adapters manage execution.

Core Concepts

Understanding hull moving average requires familiarity with market microstructure, order flow dynamics, and execution latency. The following sections detail each component.

Testing Approach

Testing hull moving average includes unit tests for signal logic, integration tests for exchange interaction, and backtests against historical data with realistic slippage modeling.

Common Issues

Common issues with hull moving average include look-ahead bias in backtesting, overfitting to historical regimes, inadequate handling of exchange downtime, and insufficient logging for debugging.

Code Structure

The code structure separates concerns: data ingestion, signal generation, risk checks, and order submission. This modularity enables testing and reuse across strategies.

# Example configuration for Hull Moving Average
strategy:
  name: hull-moving-average
  timeframe: 5m
  indicators:
    - rsi
    - ema_fast
    - ema_slow
  entry_conditions:
    - rsi_oversold
    - ema_crossover_bullish
  exit_conditions:
    - rsi_overbought
    - stop_loss_hit
  risk:
    max_position_size: 0.02
    stop_loss_pct: 0.015