StockFetcher Forums · General Discussion · Why I am a fan of the Hull Moving Averages<< >>Post Follow-up
graftonian
1,089 posts
msg #154484
Ignore graftonian
10/28/2020 6:37:52 PM

Acomparison of moving averages, simple to complex. Out, out, damn lag!

Fetcher[
chart-time is 1 year
market is OTCBB
close > 1

draw MA(50)

draw EMA(50)
/*DEMA50*/
set{DEMA50A, cema(ema(50), 50)}
set{2ema50, 2 * ema(50)}
set{DEMA50, 2ema50 - DEMA50A}
draw DEMA50 on plot price
/*TEMA50*/
set{TEMA50A, cema(DEMA50, 50)}
set{2dema50, 2 * DEMA50}
set{TEMA50, 2dema50 - TEMA50A}
draw TEMA50 on plot price

/*******HULL50MA**********/
set{slow1, cwma(close, 25)}
set{slow2, 2 * slow1}
set{slow3, cwma(close, 50)}
set{valslow, slow2 - slow3}
set{Hull50, cwma(valslow, 7)}
DRAW Hull50 ON PLOT PRICE
]



nibor100
1,031 posts
msg #154515
Ignore nibor100
10/31/2020 6:19:04 PM

After looking at a lot of charts I agree that the Hull(50) is the best of that group as far as staying near the price major trends for your filter results.

1. But isn't just using shorter time period, such as MA(10), similarly effective?

2. Have you written a filter for a Guppy alternative using only Hull moving averages?

Thanks,
Ed S.



graftonian
1,089 posts
msg #154516
Ignore graftonian
11/1/2020 11:45:59 AM

@Ed S
I did attempt a Hull MA based multi moving average script. I don't think I posted it, as there didn't seem to be much point.
Graf

Cheese
1,374 posts
msg #154520
Ignore Cheese
modified
11/1/2020 2:16:49 PM

@graftonian, thank you for your code.

I've been following your posts and works by others on Hull Moving Averages over the years
No doubt, Hull moving averages offer great value.

TEMA could also show greater value if coded using the Triple Exponential Moving Average formulas
from investopedia.

Best.


styliten
294 posts
msg #154523
Ignore styliten
11/1/2020 9:01:30 PM

Just a thought:

Drawing hma25 vs hma50 vs the inverse of hma25 about hma50:

Fetcher[dow 30
chart-time is 30 days

/******HULL25MA**********/
set{slow1a, cwma(close, 12)}
set{slow1b, 2 * slow1a}
set{slow1c, cwma(close, 25)}
set{val1, slow1b - slow1c}
set{hma25, cwma(val1, 5)}
DRAW hma25 ON PLOT PRICE

/******HULL50MA**********/
set{slow2a, cwma(close, 25)}
set{slow2b, 2 * slow2a}
set{slow2c, cwma(close, 50)}
set{val2, slow2b - slow2c}
set{hma50, cwma(val2, 7)}
DRAW hma50 ON PLOT PRICE

draw cema(hma25 multiply by 2, 1) minus hma50 on plot price
]



Hopefully the 3 lines together give better indication of timing.

StockFetcher Forums · General Discussion · Why I am a fan of the Hull Moving Averages<< >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2022 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.