Strategies / Trend / Hull Average Crossover With Stochastic Filter

Hull Average Crossover With Stochastic Filter

The strategy buys when a 12-bar Hull average crosses above a 5-bar EMA shifted 2 bars, with the close above both and RSI and smoothed stochastics above 50. The mirror image sells short.

TrendLong & shortSwingUSD/JPYDaily

1.28Profit factor

18,790Net profit USD

40.18%Win rate

545Trades

-3,440Max drawdown

34.48Avg trade

Best run of 11. USD/JPY, Daily, spread 1, from run pf:2026-10-12-USDJPY-D.tsv:42.

Entry rules, long

The close is above both the Hull average and the shifted EMA.
RSI(14) is above 50.
Both 3-bar averages of the 12-bar and 5-bar raw stochastics are above 50.
Buys one contract at market after bar 30, when the close is above the lower of the two prior lows.

Entry rules, short

The close is below both the Hull average and the shifted EMA.
RSI(14) is below 50.
Both 3-bar averages of the 12-bar and 5-bar raw stochastics are below 50.
Sells short one contract at market after bar 30, when the close is below the higher of the two prior highs.

Exit rules

The target is 1.65 times the stop distance from the entry.
An opposite signal closes the trade and reverses it.

Test conditions

Period	Up to 2026-10-12
Instrument	USD/JPY, Daily
Spread	1 points
Starting capital	1,000,000
Costs	Spread only. Commissions and overnight financing are not included.
Bars	Up to 200,000 bars, fewer where the instrument has less history
Last tested	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
USD/JPYBest run	Daily	1.28	545	40.18	18,790 USD	-3,440
Nikkei 225	Daily	n/a	389	39.85	33,885 USD	-9,633
Nikkei 225	4 hours	n/a	825	40.36	25,611 USD	-8,355
Silver	4 hours	n/a	987	35.97	20,822 USD	-9,141
Silver	Daily	n/a	405	38.52	20,108 USD	-12,145
Brent Crude	Daily	n/a	178	41.57	13,314 EUR	-6,243
US Crude Oil	Daily	n/a	419	39.86	9,140 EUR	-3,843
US Crude Oil	4 hours	n/a	741	37.92	7,854 EUR	-4,353
Nasdaq 100	Daily	n/a	410	36.34	6,735 EUR	-6,171
Gold	4 hours	n/a	953	40.08	2,498 EUR	-679
Gold	Daily	n/a	454	41.19	1,422 EUR	-771

Charts

Results by run

Top 10 of 11 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Hull Average Crossover With Stochastic Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE ka = 50
ONCE kb = 50

hma = HullAverage[12](close)
ema = ExponentialAverage[5](close)
emash = ema[2]
myRsi = RSI[14](close)
rnga = highest[12](high) - lowest[12](low)

37 more lines: the entry and exit rules.

Setup

How to load it

Copy the code with the copy button on the code block.
In ProRealTime, open a chart of the instrument and timeframe you want to test, then open ProOrder > New trading system and choose "Create with programming".
Paste the code, give the system a name and save it.
Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

EMAHull MARSISMAStochastic

Read this firstKnown weaknesses2 points

Results include the spread only. Commissions and overnight financing are not included.
The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run Hull Average Crossover With Stochastic Filter in ProOrder?

Yes. The code is ProBuilder and runs as an automated ProOrder system. Backtest it on your own account with your own spread and position size before trading it live.

Which markets was it tested on?

It was tested on 11 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 1.28 over 545 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,440 USD at the tested position size, against a net result of 18,790 USD.

Does it trade long, short or both?

It trades both long and short.

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See how ProRealAlgos combines strategies like this into one automated portfolio.

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

Past backtest results do not guarantee future results. This is not financial advice. Curated and maintained by ProRealAlgos. ProRealTime™ is a trademark of ProRealTime SAS. prorealalgos.com Stats Docs