Strategies / Momentum / Oscillator Cross With Hull Filter

Oscillator Cross With Hull Filter

The strategy buys when a smoothed oscillator crosses above a slower one while the 480-bar Hull MA rises and price is above it. Stops sit beyond the 14-bar ATR or the 20-bar swing, whichever is further, and targets at 3 times stop distance.

MomentumLong & shortSwingUSD/JPYDaily

2.45Profit factor

43,270Net profit USD

44.00%Win rate

125Trades

-3,820Max drawdown

346Avg trade

Best run of 15. USD/JPY, Daily, spread 1, from run pf:2026-10-13-USDJPY-D.tsv:7.

Entry rules, long

The 480-bar Hull MA is above its value 2 bars earlier, and close is above the Hull MA.
The bar body (close minus open) is above its 80-bar standard deviation.

Entry rules, short

The 480-bar Hull MA is below its value 2 bars earlier, and close is below that earlier value.
The bar body (close minus open) is below the negative of its 80-bar standard deviation.

Exit rules

For shorts, the stop is the higher of close plus the 14-bar ATR and the 20-bar swing high, measured from the fill price.
The target is 3 times the stop distance from the fill price.

Test conditions

Period	Up to 2026-10-13
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	2026-10-13

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
USD/JPYBest run	Daily	2.45	125	44.00	43,270 USD	-3,820
Silver	Daily	n/a	61	31.15	18,829 USD	-9,884
Silver	4 hours	n/a	172	26.74	18,163 USD	-17,334
Dow Jones	Daily	n/a	86	32.56	10,498 EUR	-7,143
Nasdaq 100	Daily	n/a	61	26.23	9,296 EUR	-9,040
DAX 40	10 min	n/a	1,050	28.86	7,825 EUR	-3,255
Nasdaq 100	4 hours	n/a	175	29.14	6,216 EUR	-5,713
Brent Crude	10 min	n/a	1,100	27.36	5,144 EUR	-2,890
Dow Jones	5 min	n/a	1,089	26.72	4,867 EUR	-4,375
Gold	1 hour	n/a	615	31.38	2,316 EUR	-592
Gold	Daily	n/a	75	38.67	1,750 EUR	-869
Gold	10 min	n/a	1,027	28.33	1,445 EUR	-485
Gold	4 hours	n/a	161	32.30	1,434 EUR	-922
Gold	5 min	n/a	1,085	27.65	1,146 EUR	-566
Gold	30 min	n/a	987	27.76	1,059 EUR	-707

Charts

Results by run

Top 10 of 15 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Oscillator Cross With Hull Filter
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE hp = 0
ONCE filt = 0
ONCE peak = 0
ONCE filtb = 0
ONCE peakb = 0

myX = 0
xb = 0

48 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 MAWMAATRStandard Deviation

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 Oscillator Cross With Hull 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 15 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 2.45 over 125 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,820 USD at the tested position size, against a net result of 43,270 USD.

Does it trade long, short or both?

It trades both long and short.

KDJ J Line Momentum Long

Uses the same indicator.

4.17 PF · 6,135 trades

Trend Surfer

Best run on the same market, USD/JPY.

1.04 PF · 10,813 trades

MACD Zero Line Cross

Also a momentum strategy.

2.46 PF · 186 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