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Old 12-03-2007, 02:41 PM   #1

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moving average crossover with volume surge

I am trying to write a strategy that makes long entry when the faster ma crosses over the slower one with a volume surge to show trend and not fire false orders in baseing or channeling. Example 6ma crossing over 18ma with volume surge to show trend up then buy at next bar and exit when 2ma crosses under the 6 ma.
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Old 12-03-2007, 05:02 PM   #2

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Re: moving average crossover with volume surge

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Originally Posted by cjstrader5 »
I am trying to write a strategy that makes long entry when the faster ma crosses over the slower one with a volume surge to show trend and not fire false orders in baseing or channeling. Example 6ma crossing over 18ma with volume surge to show trend up then buy at next bar and exit when 2ma crosses under the 6 ma.
The lag will eat you alive. Why not just send your money to me? If you absolutely have to use MA's why not use Hull? http://www.traderslaboratory.com/for...rage-2082.html
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Old 12-03-2007, 10:27 PM   #3

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Re: moving average crossover with volume surge

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Originally Posted by Minetoo »
The lag will eat you alive. Why not just send your money to me? If you absolutely have to use MA's why not use Hull? http://www.traderslaboratory.com/for...rage-2082.html

How are Hulls treating you Minetoo ? after cci, probably one of the best inmediate timing tools ever... if you add the vma context... just pure enjoyment...

This is one of todays example using hull in conjunction with vma...

the white is a hull 5 smoothed by an sma 2 and the yellow is a vma smoothed by a hull... all in a vma rainbow context... in that case it was magenta rejects pum pum pum... certainly hulls are much more recomended than any average...



cheers Walter.
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Old 12-03-2007, 11:21 PM   #4

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Re: moving average crossover with volume surge

Ok I am your student can I write a strategy for tradestation with hull ma with volume surge?
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Old 12-04-2007, 12:01 AM   #5

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Re: moving average crossover with volume surge

cjstrader5: start by studying this thread, I believe there's already a strategy completed.
https://www.tradestation.com/Discuss...txtExactMatch=

Walter: the Hull's have proven themselves extremely useful. I use them in conjunction with tick charts, momentum, pivots, etc. to get a really excellent idea about market direction and frequent 1-2+ point ES scalps. ssswwwweeeeeetttt.

Last edited by Minetoo; 12-04-2007 at 12:06 AM.
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Old 12-04-2007, 06:49 AM   #6

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Re: moving average crossover with volume surge

I would love to see some of your setups minetoo... specially on ES as I am watching how nice range ES is having lately... cheers Walter.
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Old 02-07-2009, 06:56 AM   #7

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Re: moving average crossover with volume surge

If I wanted to use the Hull Moving Average (jtHMA) for the crossover strategy instead of a simple or exponential moving average crossover strategy, what would I need to put in say for a fast length jtHMA(10) and a slow length jtHMA (20) with similar parameters as above, if fast avg jtHMA crosses above slow avg jtHMA then buy next bar after lines cross at open of bar, and SellShort if reverse, and want to be able to use the displace feature if possible to displace the jtHMAs +1, 2, or 3, going to test to see what works better. Also, is there a way to buy intrabar after crossing, and what other coding would need to be put in to use this on a 30 or 60 min. timeframe? Thanks for any help.

Curtis
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