Strategies / Trend / Hull Crossover Netting

Hull Crossover Netting

The strategy trades crosses between a 56 period and a 76 period Hull moving average, with 1 contract per signal. A cross up buys and a cross down sells, so the position alternates between flat and one side rather than reversing.

TrendLong & shortIntradayDAX 4030 min

1.14Profit factor

16,648Net profit EUR

45.96%Win rate

3,203Trades

-3,885Max drawdown

5.20Avg trade

Best run of 12. DAX 40, 30 min, spread 3, from run pf:2026-10-13-DAX40-30m.tsv:1.

Entry rules, long

The net position is below 1, meaning it is flat or short.
Signals are checked only after bar 90.

Entry rules, short

The net position is above -1, meaning it is flat or long.
Signals are checked only after bar 90.

Exit rules

A cross up while short buys back 1 contract and returns the position to flat.

Test conditions

Period	Up to 2026-10-13
Instrument	DAX 40, 30 minutes
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	2026-10-13

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
DAX 40Best run	30 min	1.14	3,203	45.96	16,648 EUR	-3,885
Nikkei 225	Daily	n/a	187	51.34	18,408 USD	-13,221
Nasdaq 100	Daily	n/a	189	53.44	14,614 EUR	-3,871
Dow Jones	4 hours	n/a	167	48.50	10,413 EUR	-6,089
DAX 40	Daily	n/a	245	49.39	10,269 EUR	-3,932
Brent Crude	Daily	n/a	84	52.38	8,311 EUR	-6,339
US Crude Oil	30 min	n/a	2,866	41.91	8,110 EUR	-5,441
Nasdaq 100	4 hours	n/a	518	50.19	7,586 EUR	-4,560
S&P 500	Daily	n/a	255	50.98	3,180 EUR	-926
Gold	Daily	n/a	221	43.44	2,496 EUR	-953
S&P 500	4 hours	n/a	537	47.49	2,150 EUR	-969
Gold	30 min	n/a	3,178	42.83	1,729 EUR	-782

Charts

Results by run

Top 10 of 12 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Hull Crossover Netting
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE net = 0

fasthull = HullAverage[56](close)
slowhull = HullAverage[76](close)

20 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 MA

Read this firstKnown weaknesses2 points

A profit factor of 1.14 leaves little room for costs beyond the spread.
The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Hull Crossover Netting 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 12 market and timeframe combinations. The best run was DAX 40, 30 minutes, with a profit factor of 1.14 over 3,203 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,885 EUR at the tested position size, against a net result of 16,648 EUR.

Does it trade long, short or both?

It trades both long and short.

Smoothed MACD Turn With RSI

Uses the same indicator.

2.60 PF · 5,812 trades

Heikin Ashi Color Flip

Best run on the same market, DAX 40.

1.12 PF · 3,692 trades

MACD Zero Cross

Also a trend strategy.

1.14 PF · 2,724 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