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Hull Moving Average Strategy
Platform: , by Minetoo Minetoo is offline
Developer Last Online: May 2012 Show Printable Version Email this Page

Platform: Unknown Rating:
Released: 10-06-2007 Last Update: Never Installs: 0
 
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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.

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The Following 7 Users Say Thank You to Minetoo For This Useful Post:
addvalue (12-26-2009), and0007 (10-23-2009), estate1997 (10-04-2009), rgaind (06-05-2009), simterann22 (06-28-2009), taracent (10-28-2009)

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Old 02-07-2009, 06:57 AM   #18

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Re: Hull Moving Average Strategy

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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Old 02-19-2009, 02:00 PM   #19

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Re: Hull Moving Average Strategy

Hello there:

Anyone could help me to install the indicator in Wealth-Lab 4.0?
or maybe post the code.

Thanks!
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Old 02-20-2009, 03:03 AM   #20

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Re: Hull Moving Average Strategy

Quote:
Originally Posted by igor99 »
Hello there:

Anyone could help me to install the indicator in Wealth-Lab 4.0?
or maybe post the code.

Thanks!
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
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Old 02-23-2009, 09:58 AM   #21

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Re: Hull Moving Average Strategy

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.
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Old 02-24-2009, 04:23 AM   #22

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Re: Hull Moving Average Strategy

Quote:
Originally Posted by adcrafts »
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/for...f-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.
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Old 06-04-2009, 02:15 PM   #23

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Re: Hull Moving Average Strategy

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
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Old 06-05-2009, 11:58 AM   #24

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Re: Hull Moving Average Strategy

Quote:
Originally Posted by rgaind »
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 ; }
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Old 06-05-2009, 12:03 PM   #25

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Re: Hull Moving Average Strategy

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.
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