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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 10-07-2007, 03:02 PM   #2

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Re: Hull Moving Average Strategy

Here's the eld.
Attached Files
File Type: eld HULL MA STRATEGY.ELD (4.3 KB, 709 views)
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Old 10-07-2007, 03:10 PM   #3

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Re: Hull Moving Average Strategy

Here's a screen shot of the strat running.
Attached Thumbnails
Hull Moving Average Strategy-hull-strategy.jpg  
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Old 11-07-2007, 04:07 PM   #4

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Re: Hull Moving Average Strategy

anyone know how to get a download for hull ma for esig? thanks
sally
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Old 11-08-2007, 08:10 AM   #5

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Re: Hull Moving Average Strategy

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
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Old 08-31-2008, 06:58 PM   #6

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Re: Hull Moving Average Strategy

Anyone know how to get this eld to properly execute in Multicharts? I'm having trouble completing said task.
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Old 09-22-2008, 04:19 AM   #7

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Re: Hull Moving Average Strategy

I don't know tradestation code... is it just buying and selling whenever the MA changes slope?
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Old 09-25-2008, 09:49 PM   #8

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Re: Hull Moving Average Strategy

Quote:
Originally Posted by metalhead »
I don't know tradestation code... is it just buying and selling whenever the MA changes slope?
You are right.
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