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Jose,
You have a sharp eye...I was really just trying to make the point
that the Hull was a MA and could be substituted anywhere that a MA
is normally used.
I tried plotting a nonadjustable and an adjustable with shorter
lookbacks periods and noticed some decline in lag so it may be
beneficial but that's Bobby's decision.
Again, and for Bobby or anyone else it's a smart idea to really look
at an indicator and how it works before you attempt to apply it to a
trading system. In most events what you find is little benefit to
using something that you think is exotic. In reality simpler is
usually better.
Preston
--- In equismetastock@xxxxxxxxxxxxxxx, "Jose Silva"
<josesilva22@xxx> wrote:
>
> Preston, the "sqrtperiod" variable in the original formula
defaults
> to a 4.47 value, and is a square root function of the input
periods.
> Perhaps it should not be adjustable.
>
> sqrtperiod:=Sqrt(period);
>
>
> Here is an example for signals based on the Hull MA:
>
> =========
> MA - Hull
> =========
> ---8<------------------------------------
>
> { Hull Moving Average & crossover signals.
>
> ©Copyright 2006 Jose Silva.
> The grant of this license is for personal use
> only - no resale or repackaging allowed.
> Trade signals at your own risk.
> http://www.metastocktools.com }
>
> { Indicator inputs }
> plot:=Input("plot: [1]Hull MA, [2]Crossover Signals",1,2,2);
> pds:=Input("Hull MA periods",1,252,21);
> delay:=Input("Entry and Exit delay",0,5,0);
>
> { Hull MA }
> sqrtpds:=LastValue(Sqrt(pds));
> hma:=Mov(2*Mov(C,pds/2,W)-Mov(C,pds,W),sqrtpds,W);
>
> { Crossover signals }
> entry:=Cross(C,hma) AND hma>Ref(hma,-1) AND C>hma*1.01;
> exit:=Cross(hma,C) AND hma<Ref(hma,-1);
>
> { Clean signals }
> init:=Cum(IsDefined(entry+exit))=1;
> bin:=ValueWhen(1,entry-exit<>0 OR init,entry);
> long:=bin*(Alert(bin=0,2) OR entry*Cum(entry)=1);
> short:=(bin=0)*(Alert(bin,2) OR exit*Cum(exit)=1);
> signals:=Ref(long-short,-delay);
>
> { Plot HMA on price chart, signals in own window }
> If(plot=1,hma,signals)
>
> ---8<------------------------------------
>
>
> jose '-)
> http://www.metastocktools.com
>
>
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@> wrote:
> >
> > Bobby,
> >
> > I'll guide you but I won't do it for you.
> >
> > Let's first consider what you have...its a moving average.
> > The long version is:
> >
> > {Hull MA}
> > period:=Input("Period",1,200,20) ;
> > sqrtperiod:=Input("Square Root of Period",1,20,4);
> > Mov(2*(Mov(C,period/2,W))-Mov(C,period,W),sqrtperiod,W);
> > {end}
> >
> > Notice that in the long version you have input options that are
not
> > available in your shortened version. The biggest difference is
in
> > the ability to change the square root lookback period. You can
> > square root the whole lookback period or just a few of them.
Your
> > version defaults to 20 and the long version allows you to choose
> > from 4 to 20 periods.
> >
> > What you should do is place the indicator on a chart and
determine
> > what it is you will want to do with it. Do you want a simple
cross
> > over system, macd type indicator or some other derivative
formula?
> > You will also need to determine how you are going to approach
the
> > lookback periods. Will you square root some of the lookback
periods
> > or all of them.
> >
> > Since you are really just looking at a moving average any
formula
> > that uses moving averages is a possible candidate for the Hull
MA.
> > What you would be doing is simply replacing the used MA with the
> > Hull MA. You can then decide how you wish to approach your
expert
> > and explorer.
> >
> > If you have not read the users manual or formula primer, I would
> > suggest that you begin there before preceeding any further.
> >
> >
> > Preston
> >
> >
> >
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx, "stocks_bobby"
> > <stocks_bobby@> wrote:
> >
> > Dera Lionel,
> > No I do not have any additional material on it and I am also not
> > proficient in coding so please help me
> >
> >
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx, "Lionel Issen" <lissen@>
> > wrote:
> >
> > Is there any additional documentation for the Hull moving
average?
> >
> >
> > Lionel
> >
> >
> > _____
> >
> > From: equismetastock@xxxxxxxxxxxxxxx
> > On Behalf Of stocks_bobby
> > Sent: Friday, October 27, 2006 1:34 AM
> > To: equismetastock@xxxxxxxxxxxxxxx
> > Subject: [EquisMetaStock Group] Expert and Explorer from Hull
> > Moving Average
> >
> >
> > Dear Memebrs,
> > The following is the formula for Hull Moving average-
> > ___________________6________________________________
> >
> > period:=Input("period",1,200,20); sqrtperiod:=Sqrt(period);
> > Mov(2*Mov(C,period/2,W) - Mov(C,period,W),LastValue
(sqrtperiod),W);
> > ________________6___________________________________
> >
> > Can any body help me in coding this formula for making an expert
> > and an explorer.I do not know anything abouit coding.
> > I would be indebted
>
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