I have been playing with the Hull Moving Average for the past week. It is comparable, some say better than, Mark Jurik's stuff (jurikres.com), in performance and has the distinct advantage of being COMPLETELY FREE.

The .eld discussion can be found here, https://www.tradestation.com/Discuss...Topic_ID=40589

The formula is also readily found for other platforms. The Hull MA truly is a double edged sword in that it may be too fast. However, the length, intra-bar update and colourDeltaBar (which indicates the change from up to down and vice versa) are adjustable. I was wondering if anyone else has successfully used this indicator? Also, I have used tradestation less than 2 weeks, so if anyone knows how to code the Hull MA into a MACD I would be very appreciative.

[Minetoo]

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.

[Minetoo]

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.

[Bird of Fire]

Originally Posted by Minetoo »

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.

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

[Bird of Fire]

Originally Posted by Minetoo »

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.

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?

[colion]

Originally Posted by Bird of Fire »

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.

[Bird of Fire]

Originally Posted by colion »

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?

[colion]

Originally Posted by Bird of Fire »

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.