Jump to content

Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.

  • Welcome Guests

    Welcome. You are currently viewing the forum as a guest which does not give you access to all the great features at Traders Laboratory such as interacting with members, access to all forums, downloading attachments, and eligibility to win free giveaways. Registration is fast, simple and absolutely free. Create a FREE Traders Laboratory account here.

Minetoo

Hull Moving Average Strategy

Recommended Posts

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.

Share this post


Link to post
Share on other sites

Hi, could you please tell me where I can get a copy of the Hull Moving Average Indicator. I use MultiCharts and have spoken to the support people there, they tell me that the Hull MA is easily imported into MultiCharts if I can get hold of a copy. Their software is highly compatible with TS Easy Language. I would appreciate your help if possible could you email a copy to me at wajodi@optusnet.com.au

Thanks.... Wajodi

Share this post


Link to post
Share on other sites

MultiCharts fully supports EasyLanguage, I haven't found any .eld file which couldn't compile and work with MultiCharts.

 

Do a search for jtHMA here at TL, I'm sure it's located somewhere - otherwise I'll post a version for you :)

Share this post


Link to post
Share on other sites

I just copied the script into PL-editor and pressed F3

{ 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 ;

 

What error message do you get?

Share this post


Link to post
Share on other sites

I selected New then signal, pasted the code hit F3 and this is what comes up.

------ Build started: ------

Study: "Hull Moving Average Strategy" (Signal)

Please wait ....

------ Compiled with error(s): ------

Unknown Function

errLine 1, errColumn 110, errLineEnd 1, errColumnEnd 115

Share this post


Link to post
Share on other sites

The code posted above is making a function call to a function you don't have on your machine. I didn't check the .eld posted earlier in this thread, but the code wasn't too hard to find.

 

http://trader.online.pl/ELZ/t-i-Hull_Moving_Average.html

 

I didn't try to compile it, but it looks pretty simple. Should be easy enough to pop a quick function out of it.

 

Edit: Duh, I just looked at it again. It already is a function. Correct name and everything. :)

Share this post


Link to post
Share on other sites

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

Share this post


Link to post
Share on other sites
Hello there:

 

Anyone could help me to install the indicator in Wealth-Lab 4.0?

or maybe post the code.

 

Thanks!:roll eyes:

 

At least put some minimum effort in before asking for help. It took less than 30 seconds to find the following link with google.

Hull Wealthlab

Share this post


Link to post
Share on other sites

any one knows about trading systems available in the traders lab please

inform me, do you have any strategy that shows buying or selling signals for short term or long terms views or any other please inform me.

Share this post


Link to post
Share on other sites
any one knows about trading systems available in the traders lab please

inform me, do you have any strategy that shows buying or selling signals for short term or long terms views or any other please inform me.

 

 

http://www.traderslaboratory.com/forums/f30/best-of-tl-2954.html Might be a good place to start. There tend to be more methodologys than systems here.Some are presented in ample detail to 'systemise'. If you just want a red light green light system you might be better off evaluating commercial offerings or signing up with an advisory service.

Share this post


Link to post
Share on other sites

I only see trades taken from the long side - Is there more code so that I coud see the short trades as well?

 

I know NOTHING about easy language

 

I would appreciate all of your help

 

thanks

Share this post


Link to post
Share on other sites
I only see trades taken from the long side - Is there more code so that I coud see the short trades as well?

 

I know NOTHING about easy language

 

I would appreciate all of your help

 

thanks

 

 

 

that's because the OP modified the code:

in the last line of the code,

see the comments in {}

 

sell ( "jdn" ) next bar at market ; {original this line is: sell short ( "jdn" ) next bar at market ; }

Share this post


Link to post
Share on other sites

EasyLanguage keyword matching:

 

 

BUY... means to enter a LONG position

SELL... means to liquidate a LONG position (you cannot go short with a SELL keyword)

 

SELLSHORT... means to enter a SHORT position

BUYTOCOVER... means to liquidate a SHORT position.

Share this post


Link to post
Share on other sites

if you are flat, a BUY command will enter a LONG trade,

 

if you have a SHORT position, a BUY command will reverse your position.

i.e. cover your short and go long at the same time.

Share this post


Link to post
Share on other sites

Join the conversation

You can post now and register later. If you have an account, sign in now to post with your account.
Note: Your post will require moderator approval before it will be visible.

Guest
Reply to this topic...

×   Pasted as rich text.   Paste as plain text instead

  Only 75 emoji are allowed.

×   Your link has been automatically embedded.   Display as a link instead

×   Your previous content has been restored.   Clear editor

×   You cannot paste images directly. Upload or insert images from URL.


  • Topics

  • Posts

    • Date: 29th March 2024. GBPUSD Analysis: The Pound Trades Higher But For How Long? The global Stocks Markets are closed due to Easter Friday (Good Friday). The NASDAQ continued to follow the sideways trend while other indices again rose. The SNP500 reaches an all-time high, but the NASDAQ remains under pressure from Tesla, Meta and Apple. The Euro continues to trade lower against all major currencies including the US Dollar, Euro and Japanese Yen. The British Pound is the best performing currency during this morning’s Asian session. However, investors are largely fixing their attention on this afternoon’s Core PCE Price Index. GBPUSD – The Pound Trades Higher but For How Long? The GBPUSD is slightly higher than the day’s open and is primary due to the Pound’s strong performance. At the moment, the British Pound is increasing in value against all major currencies. However, the US Dollar Index is also trading 0.10% higher and for this reason there is a slight conflict here. If investors wish to avoid this conflict, the EURUSD is a better option. This is because, the Euro depreciating against the whole currency market avoiding the “tug-of-war” scenario. The GBPUSD is trading slightly lower than the 2-month’s average price and is trading at 49.10 on the RSI. For this reason, the price of the exchange is at a “neutral” level and is signalling neither a buy nor a sell. The day’s price action and future signals are possibly likely to be triggered by this afternoon’s Core PCE Price Index. Analysts expect the Core PCE Price Index to read 0.3% which is slightly lower than the previous month but will result in the annual figure remaining at 2.85%. The PCE rate is different to the inflation rate and the Fed aims for a rate between 1.5% to 2.00%. Therefore, even if the annual rate remains at 2.85%, as analysts expect, it would be too high for the Fed. If the rate increases, even if only slightly, the US Dollar can again renew bullish momentum and the stock market can come under pressure. This includes the SNP500. Investors are focused on the publication of data on the UK’s gross domestic product (GDP) for the last quarter of 2023: the quarterly figures decreased by 0.3%, and 0.2% over the past 12-months. This confirms the state of a shallow recession and the need for stimulation. The data, combined with a cooling labor market and a steady decline in inflation, increase the likelihood that the Bank of England will soon begin interest rate cuts. In the latest meeting the Bank of England representatives did not see any members vote for a hike. USA500 – The SNP500 Rises to New Highs, But Cannot Hold Onto Gains! The price of the SNP500 rises to an all-time high, before correcting 0.33% and ending the day slightly lower than the open price. Nonetheless, the index performs better than the NASDAQ which came under pressure from Tesla, Meta and Apple which hold a higher weight compared to the SNP500. For the SNP500, these 3 stocks hold a weight of 9.25%, whereas the 3 stocks make up 14.63% of the NASDAQ. The SNP500 is also supported by ExxonMobil’s gains due to higher energy prices. The market will remain closed on Friday due to Easter. However, the market will reopen on Monday for the US and investors can expect high volatility. Investors will also need to take into consideration how the PCE Price Index and the changed value of the US Dollar is likely to affect the stock market next week. Always trade with strict risk management. Your capital is the single most important aspect of your trading business. Please note that times displayed based on local time zone and are from time of writing this report. Click HERE to access the full HFM Economic calendar. Want to learn to trade and analyse the markets? Join our webinars and get analysis and trading ideas combined with better understanding on how markets work. Click HERE to register for FREE! Click HERE to READ more Market news. Michalis Efthymiou Market Analyst HFMarkets Disclaimer: This material is provided as a general marketing communication for information purposes only and does not constitute an independent investment research. Nothing in this communication contains, or should be considered as containing, an investment advice or an investment recommendation or a solicitation for the purpose of buying or selling of any financial instrument. All information provided is gathered from reputable sources and any information containing an indication of past performance is not a guarantee or reliable indicator of future performance. Users acknowledge that any investment in FX and CFDs products is characterized by a certain degree of uncertainty and that any investment of this nature involves a high level of risk for which the users are solely responsible and liable. We assume no liability for any loss arising from any investment made based on the information provided in this communication. This communication must not be reproduced or further distributed without our prior written permission.
    • MT4 is good and will be good until their parent company keep updating the software, later mt4 users will have to switch to mt5.
    • $SOUN SoundHound AI stock at 5.91 support area , see https://stockconsultant.com/?SOUN
    • $ELEV Elevation Oncology stock bull flag breakout watch , see https://stockconsultant.com/?ELEV
    • $AVDX AvidXchange stock narrow range breakout watch above 13.32 , see https://stockconsultant.com/?AVDX
×
×
  • Create New...

Important Information

By using this site, you agree to our Terms of Use.