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Found 2 results

  1. Here is a Tradestation Strategy utilizing the Hull Moving Average (please find the Hull MA eld under "Screaming Fast Moving Average") All credit to Atavachron. Type : Strategy, Name : Hull Moving Average Trading System { jtHMA strategy } inputs: price(Close), jthmaLength( 21 ), upColour(Blue), downColour(Red); variables: Avg(0), colour(0); Avg = jthma( price, jthmaLength ) ; if Avg > Avg[1] then colour = upColour; if Avg < Avg[1] then colour = downColour; {buy sell Criteria} if colour[1] <> colour then if colour = upColour then Buy ( "jup" ) next bar at market ; if colour[1] <> colour then if colour = downColour then sell ( "jdn" ) next bar at market ; {original this line is: sell short ( "jdn" ) next bar at market ; } You will want to tweak the instrument, period/tick count, session and look-back to get satisfactory results. This strategy is designed for market orders at the next bar after the signal. Any input regarding discretionary filter to be used in conjunction with this strategy would be appreciated. Hope the Helps.
  2. zdo

    Quick MA

    Here is a 'very inexpensive' alternative to Juriks Moving Average contributed in Easy Language by John D. McCormick (TS handle = JDM, see jmactrader.com). Full thread is at https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=77583&SearchTerm=a%20better%20moving%20average&txtExactMatch= Posted with his permission. Please retain his 'copyright' info in the code. Many thanks to JDM. QUICK.ELD
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