Strategies / Trend / Hull Line Volume Band Trend

Hull Line Volume Band Trend

The system tracks a Hull-style line on close against a 75-period weighted average and a 3-period volume-weighted average. It buys when the line rises above the volume average and below the 75-period average, and sells short on the mirror setup.

TrendLong & shortSwingFTSE 100Daily

n/aProfit factor

6,717Net profit EUR

69.92%Win rate

236Trades

-2,643Max drawdown

28.46Avg trade

Best run of 1. FTSE 100, Daily, spread 2, from run sweeps:2026-10-07-FTSE100-D-opt.tsv:8.

Entry rules, long

The Hull line is below the 75-period weighted average and above the 3-period volume-weighted average.

Entry rules, short

The Hull line is above the 75-period weighted average and below the 3-period volume-weighted average.

Exit rules

A short closes when the Hull line is higher than its previous value, below the 75-period weighted average and above the volume-weighted average.

Test conditions

Period	Up to 2026-10-07
Instrument	FTSE 100, Daily
Spread	2 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	2026-10-07

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
FTSE 100Best run	Daily	n/a	236	69.92	6,717 EUR	-2,643

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

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

DEFPARAM CumulateOrders = false

diff = 2 * WeightedAverage[2](close) - WeightedAverage[3](close)
none = WeightedAverage[2](diff)
ntwo = none[1]
vsum = summation[3](volume)

28 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 MAWMAVolume

Read this firstKnown weaknesses3 points

No profit factor is available, because only sweep results exist for this strategy.
It was only tested on FTSE 100, so there is no evidence from other markets.
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 Line Volume Band Trend 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 one combination, FTSE 100, Daily, with 236 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,642 EUR at the tested position size, against a net result of 6,717 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

DAX Survivor

Best run on the same market, FTSE 100.

1.17 PF · 1,514 trades

ADX Filtered EMA Cross

Also a trend strategy.

1.15 PF · 607 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