Strategies / Trend / Hull Band Crossover

Hull Band Crossover

The idea buys when a Hull moving average crosses up through the lower Bollinger Band above a 208 bar channel midpoint, and sells short on the opposite cross below the upper band. Any open position closes on either crossing.

TrendLong & shortSwingDAX 40Daily

2.30Profit factor

11,942Net profit EUR

54.76%Win rate

126Trades

-2,527Max drawdown

94.78Avg trade

Best run of 13. DAX 40, Daily, spread 3, from run pf:2026-10-04-DAX40-D.tsv:3.

Entry rules, long

The Hull MA is above the midpoint of the 208 bar high and low range.
No position is open.

Entry rules, short

The Hull MA is at or below the midpoint of the 208 bar high and low range.
No position is open.

Exit rules

A Hull MA cross down through the upper Bollinger Band closes an open long or short position.

Test conditions

Period	Up to 2026-10-04
Instrument	DAX 40, Daily
Spread	3 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	2026-10-04

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
DAX 40Best run	Daily	2.30	126	54.76	11,942 EUR	-2,527
USD/JPY	4 hours	n/a	295	49.15	361,480 USD	-169,110
EUR/USD	Daily	n/a	106	54.72	33,020 USD	-29,360
EUR/USD	4 hours	n/a	387	51.94	28,694 USD	-23,054
Dow Jones	Daily	n/a	126	59.52	16,363 EUR	-5,617
Silver	15 min	n/a	1,683	46.76	11,341 USD	-9,928
Dow Jones	30 min	n/a	751	52.20	10,121 EUR	-5,693
Dow Jones	1 hour	n/a	377	53.85	7,836 EUR	-3,958
GBP/USD	Daily	n/a	115	53.04	4,443 USD	-3,905
Nasdaq 100	4 hours	n/a	292	52.40	4,056 EUR	-3,043
FTSE 100	Daily	n/a	102	56.86	3,244 EUR	-1,446
FTSE 100	1 hour	n/a	935	49.63	3,115 EUR	-1,893
S&P 500	Daily	n/a	123	60.16	2,718 EUR	-1,108

Charts

Results by run

Top 10 of 13 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

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

DEFPARAM CumulateOrders = false

hmaraw = 2 * WeightedAverage[4](close) - WeightedAverage[9](close)
hma = WeightedAverage[3](hmaraw)
mid = Average[20](close)
sd = STD[20](close)
upper = mid + 2 * sd
lower = mid - 2 * sd
spanb = (Highest[208](high) + Lowest[208](low)) / 2

22 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

Hull MABollinger BandsDonchian ChannelWMAStandard DeviationSMA

Longer historyRe-run on up to 1,000,000 barsDAX 40 · Daily · older data 327.60 EUR

DAX 40 had no history beyond the standard run, so both runs used 14,000 bars.

DAX 40 · Daily

Bars available	14,000
Net, standard 200,000-bar run	11,942.30 EUR
Net, long run	12,269.90 EUR
Net on the older data alone	327.60 EUR

Read this firstKnown weaknesses2 points

The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run Hull Band Crossover 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 13 market and timeframe combinations. The best run was DAX 40, Daily, with a profit factor of 2.30 over 126 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,527 EUR at the tested position size, against a net result of 11,942 EUR.

Does it trade long, short or both?

It trades both long and short.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Heikin Ashi Color Flip

Best run on the same market, DAX 40.

1.12 PF · 3,692 trades

SMA Crossover Trend

Also a trend strategy.

2.29 PF · 229 trades

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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