VWolf – Hull Vector

OVERVIEW

VWolf – Hull Vector is a momentum-driven trend strategy centered on the Hull Moving Average (HMA) angle. It layers optional confirmations from EMA/DEMA alignment, DMI/ADX strength, and Supertrend triggers to filter lower-quality entries and improve trade quality.

Risk is controlled through capital-based position sizing, ATR-anchored stops and targets, and dynamic trade management (partial exits and stop movement). The strategy supports Backtest and Forwardtest modes with configurable date ranges, and a market profile toggle (Forex vs. Stocks) to adjust internal scaling for price behavior.

RECOMMENDED USE

• Markets: Major Forex pairs, index CFDs/futures, and liquid stocks with clean trend legs.
  
• Styles: Intraday and swing applications where momentum continuation is common.
  
• Volatility Regimes: Performs best in trending or expanding-volatility environments; consider tightening thresholds in choppy phases.
  
• Workflow Tips:Start with HMA angle + ST trigger only; then layer DEMA and DMI/ADX if you need more selectivity.
  
• Use Forwardtest dates to simulate out-of-sample performance after tuning Backtest parameters.
  
• Re-evaluate angle thresholds when switching between Forex and Stocks modes.
  

Strengths

• Clear momentum core (HMA angle) with optional, orthogonal filters (trend alignment, strength, trigger).
  
• Robust risk tooling: ATR/ST stops, two-step profits, and capital-based sizing.
  
• Testing discipline: Native Backtest/Forwardtest scoping supports walk-forward validation.
  
• Broad portability: Works across instruments thanks to market-aware scaling.
  

Precautions

• Over-filtering risk: Enabling all gates simultaneously may under-trade; calibrate selectivity to your timeframe.
  
• Sideways markets: Expect more whipsaws when slope hovers near zero; raise angle threshold or rely more on ADX gating.
  
• Overfitting hazard: Tune on one regime, then verify with Forwardtest windows and alternative markets/timeframes.