Momentum3m / 5m CandlesComplexity: Intermediate
Hull Moving Average (HMA) Fast Scalper
Utilizes Alan Hull’s extremely low-lag Moving Average algorithm. Captures rapid slope angle turns before standard EMAs register the move.
Public & Generic Educational Strategy Notice: This strategy blueprint represents a publicly known mathematical formulation and standard technical analysis concept. Algo Software Innovations does NOT claim proprietary copyright, invention, or exclusive ownership over these formulas. You can adapt, customize, and deploy this logic to your private cloud VPS.
Mathematical Logic & Formula Formulation
HMA = WMA(2*WMA(n/2) - WMA(n), sqrt(n)); Long = HMA_9 crosses above HMA_21 with RSI > 52
Deterministic Entry Rules
Long Entry (BUY)
- ✓Fast 9 HMA turns upwards and crosses above 21 HMA with RSI > 52.
Short Entry (SELL)
- ✓Fast 9 HMA turns downwards and crosses below 21 HMA with RSI < 48.
Exit Criteria & Stop Loss Protection
Initial Stop Loss0.50% from Entry or 1.0x ATR.
Target Profit1.20% fast scalp target.
Risk/Reward Expectancy1 : 2.4
Strategy Configuration Specs
Market Segment:High-Volume Index F&O & Momentum Stocks
Candle Timeframe:3m / 5m Candles
Risk-to-Reward Ratio:1 : 2.4
Throttling Compliance:≤ 10 OPS Enforced
Required TA-Lib Indicators:
HMA (9, Close)HMA (21, Close)RSI (14)
Risk Management Controls
- •Enforces hard maximum 4 scalps per trading day.
Target Trader Profile:Fast execution algorithmic scalping on liquid index strikes.