HULL MA

• 12/12/2019 at 7:49 PM #114770
  nonetheless

  Hi, I’ve been playing around with a simple trend-following code using TEMA but would prefer to have it work with the HULL MA, which is what I use for manual trading. I understand that v11 supports HullAverage[period](price) but I’m still working with v10.3 and it doesn’t recognise that syntax. How would I go about modifying the code below for Hull instead of Tema?

  Hugely grateful for any help!

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Prevents the system from placing new orders on specified days of the week daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // Conditions to enter long positions indicator1 = TEMA[21](typicalPrice) indicator2 = TEMA[21](typicalPrice) c1 = (indicator1 > indicator2[1]) IF c1 AND not daysForbiddenEntry THEN BUY 1 CONTRACT AT MARKET ENDIF // Conditions to exit long positions indicator3 = TEMA[21](typicalPrice) indicator4 = TEMA[21](typicalPrice) c2 = (indicator3 < indicator4[1]) IF c2 THEN SELL AT MARKET ENDIF // Conditions to enter short positions indicator5 = TEMA[21](typicalPrice) indicator6 = TEMA[21](typicalPrice) c3 = (indicator5 < indicator6[1]) IF c3 AND not daysForbiddenEntry THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // Conditions to exit short positions indicator7 = TEMA[21](typicalPrice) indicator8 = TEMA[21](typicalPrice) c4 = (indicator7 > indicator8[1]) IF c4 THEN EXITSHORT AT MARKET ENDIF

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  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated   // Prevents the system from placing new orders on specified days of the week daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0   // Conditions to enter long positions indicator1 = TEMA[21](typicalPrice) indicator2 = TEMA[21](typicalPrice) c1 = (indicator1 > indicator2[1])   IF c1 AND not daysForbiddenEntry THEN BUY 1 CONTRACT AT MARKET ENDIF   // Conditions to exit long positions indicator3 = TEMA[21](typicalPrice) indicator4 = TEMA[21](typicalPrice) c2 = (indicator3 < indicator4[1])   IF c2 THEN SELL AT MARKET ENDIF   // Conditions to enter short positions indicator5 = TEMA[21](typicalPrice) indicator6 = TEMA[21](typicalPrice) c3 = (indicator5 < indicator6[1])   IF c3 AND not daysForbiddenEntry THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF   // Conditions to exit short positions indicator7 = TEMA[21](typicalPrice) indicator8 = TEMA[21](typicalPrice) c4 = (indicator7 > indicator8[1])   IF c4 THEN EXITSHORT AT MARKET ENDIF

   

  

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  12/12/2019 at 8:09 PM #114771
  GraHal

  indicator1 = Average[21,8](typicalPrice)

  1	indicator1 = Average[21,8](typicalPrice)

  Try above, I’ve had a few of my Systems use above successfully, but others say v10.3 doesn’t recognise Hull??

  Let us know how you go on?

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  GraHal

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  12/12/2019 at 9:14 PM #114777
  Vonasi

  You can hard code the Hull average calculation into your strategy. Try this which has 21 period hull average based on typical price (not tested).

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Prevents the system from placing new orders on specified days of the week daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 Period=21 inner = 2*weightedaverage[round( Period/2)](typicalprice)-weightedaverage[Period](typicalprice) hull = weightedaverage[round(sqrt(Period))](inner) // Conditions to enter long positions c1 = hull > hull[1]) c2 = hull < hull[1]) IF c1 AND not daysForbiddenEntry THEN BUY 1 CONTRACT AT MARKET ENDIF // Conditions to exit long positions IF c2 THEN SELL AT MARKET ENDIF // Conditions to enter short positions IF c2 AND not daysForbiddenEntry THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // Conditions to exit short positions IF c1 THEN EXITSHORT AT MARKET ENDIF

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  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated   // Prevents the system from placing new orders on specified days of the week daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0   Period=21 inner = 2*weightedaverage[round( Period/2)](typicalprice)-weightedaverage[Period](typicalprice)   hull = weightedaverage[round(sqrt(Period))](inner)   // Conditions to enter long positions c1 = hull > hull[1]) c2 = hull < hull[1])   IF c1 AND not daysForbiddenEntry THEN BUY 1 CONTRACT AT MARKET ENDIF   // Conditions to exit long positions   IF c2 THEN SELL AT MARKET ENDIF   // Conditions to enter short positions   IF c2 AND not daysForbiddenEntry THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF   // Conditions to exit short positions   IF c1 THEN EXITSHORT AT MARKET ENDIF

   

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  Vonasi

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  12/12/2019 at 9:18 PM #114778
  robertogozzi

  If GraHal’s suggestion doesn’t work you can use the HULL indicator in the library https://www.prorealcode.com/prorealtime-indicators/hull-moving-average/.

   

  

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  12/12/2019 at 9:23 PM #114779
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  Hey, thanks for that, I’ll try it as an option. What I was really looking for though is how to hardcode a definition of the Hull MA, which I believe is something like this. I just don’t know how to make it work!

  Period=20 inner = 2*weightedaverage[ round( Period/2 ) ](close)-weightedaverage[Period](close) MMHULL=weightedaverage[ round( sqrt(Period) ) ]( inner ) return MMHULL

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  Period=20 inner = 2*weightedaverage[ round( Period/2 ) ](close)-weightedaverage[Period](close) MMHULL=weightedaverage[ round( sqrt(Period) ) ]( inner ) return MMHULL

   

  

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  12/12/2019 at 9:36 PM #114780
  robertogozzi

  Vonasi did show!

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  nonetheless, Vonasi

  

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  12/12/2019 at 10:16 PM #114782
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  Vonasi, you are a megastar – thanks, exactly what I wanted!

  Thanks too to all others, very much appreciated!

  

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