Screaming Fast Moving Average - Page 2

07-20-2007, 01:38 PM

Minetoo

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Join Date: Jan 2007

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Screaming Fast Moving Average

I have been playing with the Hull Moving Average for the past week. It is comparable, some say better than, Mark Jurik's stuff (jurikres.com), in performance and has the distinct advantage of being COMPLETELY FREE.

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#10 (permalink)

By Bird of Fire on 08-20-2007, 08:28 PM

Re: Screaming Fast Moving Average

	Quote:	Bird of Fire
	I tried the 233 on the ES today (21 Hull) and felt it lagged a bit too much for 1 point scalping. However, 50 tick seemed to do the trick. Check it out and let me know what you think.

P.S. The 50 tick was set with 8 Hull, not 21.

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#11 (permalink)

By Minetoo on 08-21-2007, 05:38 PM

Re: Screaming Fast Moving Average

	Quote:	Bird of Fire
	P.S. The 50 tick was set with 8 Hull, not 21.

Scalperific!

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#12 (permalink)

By cooter on 08-21-2007, 06:01 PM

Re: Screaming Fast Moving Average

Quote:

Minetoo

Capturing tops and bottoms is a very expensive hobby. If I posted my workspaces here it would look like a dog's breakfast to you but makes perfect sense to me. In sum, I like tick charts - 89, 144 for YM and 233 for ES. An 8 period Hull and a 21 period Hull provide good indications of market direction. I like TTM or Heikin Ashii on my charts too. I always want to err on the side of the trend when I trade. If you like, you can throw the following code into the jtHMA to provide audio alerts for directional change:

{ Alerts } if (Value1 > Value1[1]) and Value1[1] < Value1[2] then //Change in Direction to Up Alert(Symbol + " jtHMA UpTurn") else if (Value1 < Value1[1]) and Value1[1] > Value1[2] then //Change in Direction to Down Alert(Symbol + " jtHMA DownTurn");

Hope this helps.

Has anyone made a strategy out of this and tested it yet? Looks like it could be promising...

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#13 (permalink)

By Bird of Fire on 08-21-2007, 08:59 PM

Re: Screaming Fast Moving Average

The opinions of this forum differ somewhat from Mr Jurik (no surprise hey?). Here is an email I received today after making an inquiry
You may find information about the Jurik JMA here ...

<<<http://www.jurikres.com/catalog/ms_ama.htm#top

Everyone likes free indicators, especially moving averages that appear to rival the Jurik JMA. However, professionals, institutions and banks all recognize the value JMA has over other filters, including the Hull MA. JMA is adaptive, designed especially to handle extreme market conditions, including price gaps. JMA is the workhorse gold standard all other filters are compared to.

To see what users have to say about JMA, go here ...

http://www.jurikres.com/quotes/mainquot.htm#ama>>>

Does anyone think Jurik is better than Hull?

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#14 (permalink)

By Bird of Fire on 08-21-2007, 09:02 PM

Re: Screaming Fast Moving Average

Has anyone experimented with Hull using a MA crossover? If so, please share the TS settings. Thanks!

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#15 (permalink)

By Minetoo on 08-22-2007, 10:53 AM

Re: Screaming Fast Moving Average

Bird: Check the image in my third post for a comparison with Jurik. I noticed no where on Mr. Jurik's site does he compare his stuff to Hull's, plus he hasn't updated it in years. Frankly, I don't care if an indicator is free or pay as long as it isn't snake oil.

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#16 (permalink)

By Minetoo on 08-22-2007, 08:02 PM

Re: Screaming Fast Moving Average

cooter: I believe we are circling the block regarding a promising trade strategy. Check out this thread: http://www.traderslaboratory.com/for...rice-2098.html

Heikin Ashii and Hull could conceivably create a viable combined indicator that de-noises and has little lag. Unfortunately, it is beyond my programming abilities.

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#17 (permalink)

By Bird of Fire on 08-22-2007, 08:33 PM

Re: Screaming Fast Moving Average

	Quote:	Minetoo
	Bird: Check the image in my third post for a comparison with Jurik. I noticed no where on Mr. Jurik's site does he compare his stuff to Hull's, plus he hasn't updated it in years. Frankly, I don't care if an indicator is free or pay as long as it isn't snake oil.

Minetop: I did see the comparison and to my old eyes it doersn't look close--Hull blows them away.

Can you give some input on the parameters to use a 2 Hull MAs for a timely crossover rather than he single with blue and red signals?

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#18 (permalink)

By Minetoo on 08-22-2007, 09:23 PM

Re: Screaming Fast Moving Average

If you wish to make it visually simpler you can format the indicator inputs and make the upColour and downColour the same and then plot two Hulls of whatever period you wish.

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#19 (permalink)

By Wajodi on 11-08-2007, 07:49 AM

Re: Screaming Fast Moving Average

Could anyone tell me where I can get a copy of the Hull Moving Average Indicator or even better send me a copy by email please.

Email : wajodi@optusnet.com.au

Thanks

Wajodi

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