Zero-Lag HMA Backtest v1.0 [loxx]

2021年11月1日

This backtest compares profitability differences between a regular Hull Moving Average ( HMA ) and a Zero-Lag HMA .

Things to know:
- Profit is set to 1 ATR
- Stop-loss is set to 1.5 ATR.
- This is by design to test the minimum the profit scenario (1 ATR up) and the worst case loss scenario (1.5 ATR down) for momentum trading. Actual results vary when additional TPs are added

How to use:
- Adjust settings and dates to view different market structures and position scenarios
- See results in the "Strategy Tester" pane

Conclusions and what's next
- Modifying HMA does very little to improve backtest results
- Future iterations will include options to backtest various moving averages with additional modifiers to improve profits and avoide losses

Comment below or send a PM with questions, comments, observations, or concerns.