Hull Moving Average (HMA) strategy

GrzegorzPikusa

Hello,
I am testing the Hull Moving Average (HMA) strategy prior to purchase. Please send me a set of optimised settings one year back with a date of 1 August 2024.
Thank you,
Regards.
Grzegorz

Sebastian

Someone asked the same question recently and settings were provided.

https://ctrader.info/d/2196-settings-request-hull-moving-average-strategy

GrzegorzPikusa

Hello, I have a question,
i did an optimization during backtest. i got results that do not agree with the settings.
in the settings the SL is 0.8 pips and the open contracts allow much higher values. Please clarify.
Please explain.
Regards.
Grzegorz

Sebastian

There are a few problems here. The screenshot above does not show any trades that got closed with a stop loss, and 0.8 pips is too tight for this symbol; you are not factoring in the bid/ask spread for NZDUSD, which can widen much greater than 0.8 pips.

GrzegorzPikusa

Apologies for the delay in responding, but the end of the year at my work is quite hectic.
The spread may be widening I realise. Below Backtest on these settings, 3 months 8-10.2024.
The values are impressive, at least for me. Of course I know this doesn't guarantee me repeatability.

backtest-3mc-2.png

83kB

I also did a backtest for the current month of December 1-20, the following transactions:
from the test it seems that there should be a few trades. However, I am concerned about the open trade:.
Why was it not closed by a stop loss.
this is the second time testing the strategy where i have seen such a situation. am i missing something or is it a bug.
please reply.
thank you, regards.
Grzegorz

Sophia

Your spread is too low; when the order was submitted, no stop loss was added. This is your problem; you should always have a much more significant stop loss, way above the maximum spread.

Check your cBot log, you may find more information.

GrzegorzPikusa

Thanks for the answer. 1. I would like to understand it exactly, boot opening positions did not open the stop loss because it was too close to the spread. So is it possible for boot to open positions without SL despite the fact that it is set? ( third screen) 2. Backtest showed transactions, but in fact did not execute them. I set up the operation of the bot from December 16 backtest showed transaction 18, which was not run during the operation of the bot. (second screen)

GrzegorzPikusa

Witam ponownie mam kolejny przykład, będzie on bardziej przejrzysty. W załączeniu raport:

report.html

34kB

dlaczego pomimo ustawienia stop loss boot, kontrakty uruchamiane przez bota nie aktywują stop loss. Gdzie popełniam błąd lub dlaczego to nie działa?

Pipster

I do not speak Polish, but I can help you with your other questions,

If the stop loss parameter is zero or lower than the current spread, this will submit an order with no stop loss, as shown in your last image and explained by Sebastian and Sophia. It is the cTrader platform that does this and not cBot.

You will never have the same results with a backtest compared to your actual results when you start the tests; even 1 hour can make a big difference, but the biggest problem is your backtest settings, as shown below.

Use tick-data for the closest match.

It would help if you provided your backtest settings as shown above and your cBot parameter settings together with a backtest start and end date; with this, I can run a backtest on my PC.

Please understand that if you are getting different results on a backtest compared to a live test, it is either your backtest settings that are not using tick data or an issue with cTrader; in this case, you will need to contact Spotware.

Why not use a stop loss like 50? Just because the optimizer recommended a spread of 0.8 does not mean you should use it; it is well-known to never use such a tight stop loss with trading.

GrzegorzPikusa

Thank you very much for answering my question, I have been on the market for a while, with the ctrader platform relatively soon and I have been learning how to work with boots for two months. i will send all the backtest data right away.
I didn't know that ctrader works like this, that it opens positions without SL when the SL is smaller than the spread. That is, in the bot settings the position "max spread" should not be larger than the position "stop loss".

GrzegorzPikusa

Pipster

The max spread feature works by not submitting an order when the spread widens above the value set. The help article below may help you understand the difference between a backtest and forward trading on demo or live data,

https://help.clickalgo.com/ctrader/backtesting/#discrepancies

GrzegorzPikusa

thank you for your answer. please write if I understand logically and correctly:
earlier you wrote that if the spread is larger at the time of opening the position than the stop loos then ctrader opens positions without stop loss.
the second thing is that if in the bot settings I set the max spread at, for example, the level of 450 pips, and the stop loss at, for example, the level of 470 pips then logically reasoning should not happen a case of opening a position without stop loss. Because the max spread level should block the opening of such a position.
Regards. Gregory.

Sebastian

You may be a little confused; the max spread is unrelated to the stop loss; they are two different things. The max spread feature prevents trades from opening when the symbol spread widens too much, and is above the max spread value.

It looks like cTrader will not place a trade with a stop loss or take a profit if the spread is above the values; this can be demonstrated by placing a trade with a stop loss of zero.