Hull Moving Average – take orders when rising or falling

Majellan · 2020-01-19T19:48:29+00:00

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

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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

Legend

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
Author

Posts

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Hull Moving Average – take orders when rising or falling

ProOrder: Automated Strategies & Backtesting

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Majellan @pbateson9 Participant

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This topic contains 5 replies,
has 3 voices, and was last updated by Majellan
6 years, 8 months ago.

Topic Details

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