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For Hull MA crossover signals, use the formula below in your Expert
or Exploration:
---8<----------------------------------------
pds:=21; { Hull MA periods }
prc:=C; { Price }
sqrtpds:=LastValue(Sqrt(pds));
HullMA:=Mov(2*Mov(C,pds/2,W)-Mov(C,pds,W),sqrtpds,W);
bullish:=Cross(prc,HullMA);
bearish:=Cross(HullMA,prc);
bullish-bearish
---8<----------------------------------------
That's about all I can help with free coding/advice on this subject.
Please contact me privately for the complete Hull MA install package
(for MS v8.0 or above), which includes the Hull Indicator/Expert/
Exploration/Template - at a cost of an hour's work (US$60).
jose '-)
http://www.metastocktools.com
--- In equismetastock@xxxxxxxxxxxxxxx,
"stocks_bobby" <stocks_bobby@xxx> wrote:
>
> Dear Jose,
> Thanks for your reply and advice.
> what i need is a expert which goes bullish when Hull Ma crosses
> Price line in upward direction and bearish when hull ma crosses
> price lien in downward direction.
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "Jose Silva" <josesilva22@>
> 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
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