Static Hurst Channel CMA

[Travelfrog 10]

I have been using the formula for the Hurst Channel in ProRealTime.

 

The problem that I have is that when an entry signal is generated using the CMA, I have noticed that the CMA can actually still move after the candle close and then void an entry signal.

 

Is there any other way to replicate the Hurst CMA so that it becomes fixed(static) on a candle close?

[statsign 10]

You really do want it to work as it does. I'm not familiar with ProRealTime but you can have a point or note plotted on most charting that would stay and be able to see that it did happen.

[cbaer 10]

I have been using the formula for the Hurst Channel in ProRealTime.

 

The problem that I have is that when an entry signal is generated using the CMA, I have noticed that the CMA can actually still move after the candle close and then void an entry signal.

 

Is there any other way to replicate the Hurst CMA so that it becomes fixed(static) on a candle close?

 

Hello Travelfrog,

 

that is correkt TickByTick processing behaviour. You should limit your entries to the open of the next bar. Means you are only allowed to enter on the open of the bar.

If you have an automated strategy try finding something like 'CalculateOnClose' or

FirstTickOfBar to incorporate in the strategy.

 

Regrads,

cbaer

[Travelfrog 10]

It is the Hurst CMA (centered moving average) that I would like to replicate as static, but I guess that is difficult to do.

 

If you have a Simple MA50, then when the candle closes, the MA stays at the figure created on that particular candle.

 

With the Hurst CMA50, I believe that it can repaint the candle figure over the last 50 candles which allows the Hurst CMA to be more trend orientated.

 

If you have a simple MA cross above the CMA, then after a few bars, the CMA can go back below the simple MA.