Adaptive Hull MA Trend tracer

2021년 11월 12일

ETHUSDT

This is the first attempt to create a "PEFECT" trend tracer.
All the Moving Averages have a lag but I personally like the Hull Moving Average for the fast response and noise reduction.

However, due to the market behavior it is hard to choose the correct length of the Moving Average that will be suitable for current situation.

This Indicator uses the Bolinger Bands Width to adapt the length of the Hull Moving Average according to the following rule:
1) if the BBW (Bolinger Bands Width) is small [meaning it is a squeeze] => length of the MA is bigger in order to filter the noise of small price changes.
2) if the BBW is bigger => MA length is smaller to track the trend more accurately.

This script also has a strategy logic with RSI for a better entry and exit as well as the minimum allowed MA length.

Further work:
1) Full adaptation of the Moving average
2) Filter bad entries

Please let me know of any suggestions for improving this indicator.