Hull Moving Average – take orders when rising or falling

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  • 01/19/2020 at 8:48 PM #117248 quote
    Majellan
    Participant
    Average

    Hello,

    Is it possible to create a program in ProRealtime which uses the Hull Moving Average – Uptrend and Downtrend settings – to open and close orders automatically?

    Thank you.

    M

    01/19/2020 at 8:57 PM #117251 quote
    nonetheless
    Participant
    Master

    Yes, I use it a lot:

    Period= 20 //for example
inner = 2*weightedaverage[round( Period/2)](typicalprice)-weightedaverage[Period](typicalprice)
HULL = weightedaverage[round(sqrt(Period))](inner)
c1 = HULL > HULL[1] //uptrend
c2 = HULL < HULL[1] //downtrend
    Paul and Nicolas thanked this post
    01/19/2020 at 9:51 PM #117263 quote
    Majellan
    Participant
    Average

    Thank you, much appreciated!

    01/20/2020 at 11:51 AM #117308 quote
    Nicolas
    Keymaster
    Master

    Something similar with a more complete code and explanation: Place orders when a curve change colour

    01/20/2020 at 6:31 PM #117340 quote
    nonetheless
    Participant
    Master

    I should have explained, c1 = HULL > HULL[1] in the above code only means that the Hull MA is rising; as a long entry condition it would buy at any point on that rising line.

    If you want to enter only at the point where the Hull MA changes direction then you should use the code in Nicolas’ example:

    c1 = HULL > HULL[1] and HULL[1]<HULL[2]//bullish turnaround
c2 = HULL < HULL[1] and HULL[1]>HULL[2]//bearish turnaround
    Paul thanked this post
    01/21/2020 at 11:19 PM #117470 quote
    Majellan
    Participant
    Average

    Thank you

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Hull Moving Average – take orders when rising or falling


ProOrder: Automated Strategies & Backtesting

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Majellan @pbateson9 Participant
Summary

This topic contains 5 replies,
has 3 voices, and was last updated by Majellan
6 years, 1 month ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/19/2020
Status: Active
Attachments: No files
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