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Trading Platform:	Rating:
Release Date: 07-20-2007	Last Update: n/a	Installs: 40

This image shows an 8 period Hull MA on part of Friday's 89 tick YM chart. Although it is a very fast setting the moving average is remarkably smooth hence it's utility. Some permutations and combinations of contract period and type combined with various Hull MAs have proven exceptionally accurate.
I use a larger (5 Min.) time frame to filter out countertrend moves. Also, I do not try to call tops or bottoms but just to take a bite out of the middle.

Attached Images

Hull MA.jpg (107.0 KB, 587 views)

Here's a heads-to-head comparison between Hull, Jurik and Gaussian. As you can see, Hull is definitely one sharp tool. The downside with all indicators is that they are derivatives of price and therefore lag. However, the Hull can give you a heads up notification before others as to potential changes in direction.

Attached Images

Hull Comparison.png (57.3 KB, 481 views)

Can you explain how one would use the attached chart (and software) for entries?

For those who do want to try to capture as accurately as possible, tops and bottoms, what permutations of time and Hull MAs would you reccomend?

Optimization of the adjustable Hull parameters, as opposed to using fixed values, will move you in that direction.

Can you be a bit more detailed and give some examples of the parameters?

The Hull MA is a function of the weighted moving average (WMA). The period of the WMA can be optimized for the market, timeframe, and trading frequency, etc. Of course, appropriate software that permits optimization is required.

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.

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.