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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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Old 06-05-2009, 12:06 PM   #26

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Re: Hull Moving Average Strategy

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.
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Old 07-02-2009, 05:23 PM   #27

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Re: Hull Moving Average Strategy

Great strategy!! Used it for 2 days now on a 116tk chart for NQ & ES....it rocks!! It sees the entries as my very accurate system does, so use it as a verifier & matches my entry looks most evrey time, other than the wiggy oes it posts....so use it manually & when see it turns with my ta's, then I go too....great addition to the arsenal. thx allot!!
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