Hull Moving Average Strategy

[Minetoo 10]

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.

[Minetoo 10]

Here's the eld.

HULL MA STRATEGY.ELD

[Minetoo 10]

Here's a screen shot of the strat running.

[tonism 10]

anyone know how to get a download for hull ma for esig? thanks

sally

[Wajodi 10]

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

[Black Swan 10]

Anyone know how to get this eld to properly execute in Multicharts? I'm having trouble completing said task.

[metalhead 10]

I don't know Tradestation code... is it just buying and selling whenever the MA changes slope?

[garp 10]

I don't know Tradestation code... is it just buying and selling whenever the MA changes slope?

 

You are right.

[Tasuki 10]

Wasn't profitable on 5' ES today. Isn't it pretty much axiomatic that simple MA strategies don't work?

[metalhead 10]

Wasn't profitable on 5' ES today. Isn't it pretty much axiomatic that simple MA strategies don't work?

 

That's what I thought based on my backtesting.

[traderz 10]

I'm looking for the Hull Moving average indicator coded for multicharts, does anyone have that?

[januson 10]

MultiCharts fully supports EasyLanguage, I haven't found any .eld file which couldn't compile and work with MultiCharts.

 

Do a search for jtHMA here at TL, I'm sure it's located somewhere - otherwise I'll post a version for you

[traderz 10]

I must not be setting it up right because I get error messages. Do you know the correct way to import in PLE. Thanks for your help.

[januson 10]

I just copied the script into PL-editor and pressed F3

{ 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 ;

 

What error message do you get?

[traderz 10]

I selected New then signal, pasted the code hit F3 and this is what comes up.

------ Build started: ------

Study: "Hull Moving Average Strategy" (Signal)

Please wait ....

------ Compiled with error(s): ------

Unknown Function

errLine 1, errColumn 110, errLineEnd 1, errColumnEnd 115

[chop51 10]

The code posted above is making a function call to a function you don't have on your machine. I didn't check the .eld posted earlier in this thread, but the code wasn't too hard to find.

 

http://trader.online.pl/ELZ/t-i-Hull_Moving_Average.html

 

I didn't try to compile it, but it looks pretty simple. Should be easy enough to pop a quick function out of it.

 

Edit: Duh, I just looked at it again. It already is a function. Correct name and everything.

[clbradley 10]

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

[igor99 10]

Hello there:

 

Anyone could help me to install the indicator in Wealth-Lab 4.0?

or maybe post the code.

 

Thanks!

[sevensa 10]

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

[adcrafts 10]

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.

[BlowFish 10]

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/forums/f30/best-of-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.

[rgaind 10]

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

[Tams 20]

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 ; }

[Tams 20]

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.

[Tams 20]

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.