Hull Moving Average – take orders when rising or falling

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

  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

  

  Majellan

  Participant

  Topics: 15

  Replies: 13

  Been thanked: 0 times
  01/19/2020 at 8:57 PM #117251
  nonetheless

  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

  1 2 3 4 5

  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

   

  2 users thanked author for this post.

  Nicolas, Paul

  

  nonetheless

  Participant

  Topics: 83

  Replies: 1237

  Been thanked: 978 times
  01/19/2020 at 9:51 PM #117263
  Majellan

  Thank you, much appreciated!

   

  

  Majellan

  Participant

  Topics: 15

  Replies: 13

  Been thanked: 0 times
  01/20/2020 at 11:51 AM #117308
  Nicolas

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

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20828

  Been thanked: 4738 times
  01/20/2020 at 6:31 PM #117340
  nonetheless

  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

  1 2	c1 = HULL > HULL[1] and HULL[1]<HULL[2]//bullish turnaround c2 = HULL < HULL[1] and HULL[1]>HULL[2]//bearish turnaround

   

  1 user thanked author for this post.

  Paul

  

  nonetheless

  Participant

  Topics: 83

  Replies: 1237

  Been thanked: 978 times
  01/21/2020 at 11:19 PM #117470
  Majellan

  Thank you

   

  

  Majellan

  Participant

  Topics: 15

  Replies: 13

  Been thanked: 0 times
• Author
  Posts