Why is HMA/SMA cross signal incorrect?

Forums ProRealTime English forum ProOrder support Why is HMA/SMA cross signal incorrect?

Viewing 7 posts - 1 through 7 (of 7 total)
  • #132536

    When I do a backtest on the cross of a Hull Moving Average with a Simple Moving Average the system pinpoints them incorrectly.
    No doubt some more experienced player here can enlighten me as to why that is and if there is some way of correcting it.

    Thank you in anticipation and many thanks to all of you at Prorealcode for the fantastic resource you provide!

    #132570

    I have moved your topic to the ProOrder forum as it is a strategy question and not a platform issue (until proven that it is!) Please try to post in the correct forum with future posts in accordance with the forum rules.

    You will need to provide evidence otherwise we are all just guessing. A screenshot pointing out the error and even the code would be useful.

    Have you tried using GRAPH and GRAPHONPRICE to double check the values?

    #132747

    Yes, sorry about the lack of evidence!

    Attached is a sample screenshot from a backtest showing the discrepancy between the actual crosses of an SMA and an HMA and how the system places the crosses. I’m also pasting in the code below. I’m not a coder, the code was generated by the auto code generator for dummies on the platform. Any amendments to the code that corrects things appreciated. Thank you!

    #132751

    There are some simple rules that everyone using the forums is expected to follow. Your post has broken one or more of these rules.

    The forum rules are as follows. I have highlighted in bold the rule/rules that you have not followed:

    Post your topic in the correct forum.

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    I have edited your post where required. Please ensure that your future posts meet these few simple forum rules. 🙂

    #132752

    Please read the rules before posting again as moderators have better things to do than tidy up after nooby forum members all day long.

    I’m guessing that you are using v10.3. When v11 was introduced the Hull MA was added to the strategy creation tool but it only works in v11. In v10.3 it defaults to a simple MA. Both MA’s in your code are SMA’s.

    You will need to hard code in the calculations for a Hull MA if you want to use them in a v10.3 strategy.

    #132755

    This is the calculation for Hull average:

     

    #132766

    Thanks for your help.

    Apologies for falling short.

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