Click here to Login








Hull Moving Average

by QuantShare, 3105 days ago
Share |






The Hull Moving Average is based on several weighted moving averages. In an attempt to create a more responsive MA and reduce the lag problem that is inherent to most moving averages, the HULL indicator returns a much faster and smoother moving average.

The Hull Moving Average was first introduced by Alan Hull, a second-generation share trader.
The trading indicator can be used like any other moving average and it is well suited for trend following systems.

The following is an example of a strategy (trading system) that uses the Hull MA formula with two different time frames:
crossDaily = cross(low, hullMA(60));
crossWeekly = Timeframedecompress(TimeframeApply(7, cross(close, hullMA(60))));
buy = crossDaily && crossWeekly;

The "crossDaily" variable signals crossovers between a security low and the 60-Period Hull MA, while the "crossWeekly" detects crossovers between a security close and the 60-Week Hull MA. As you can see in the formula, we have applied the latter crossover to weekly data by using the "TimeframeApply" function then by decompressing the result using "Timeframedecompress". The strategy generates a buy signal when both the daily and weekly crossovers occur at the same time.

The Hull MA function/formula has only one argument, which is a lookback period. This period is passed internally to the different weighted moving averages that are part of the Hull formula.

Here are some other moving average types:
GMMA - Guppy Multiple Moving Average
Regularized Exponential Moving Average
Geometric Moving Average Indicator
Mahesh Moving Average
Elastic Volume Weighted Moving Average - eVWMA

Build-in MAs includes: Simple, exponential, double exponential, triple exponential, weighted, Adaptive, Kaufman Adaptive, T3 moving averages...


Share This ->
Share |


You have to log in to bookmark this object
What is this?
Additional Information




Type: Trading Indicator

Object ID: 964


Country:
All

Market: All

Style:
Technical Analysis

Reviews
You must log in first

Join now
and get instant access for free to the trading software, the Sharing server and the Social network website.
Click here


Related objects
Show All
Buy Indicator (by bug man, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 289 Notes Report an item
Historical Stock Market Data (by QuantShare, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 7404 Notes Report an item
Big Up Gap (by Peter Gum, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 11 Notes Report an item
Buy Sell Simulation Indicator (by bug man, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 63 Notes Report an item
Long/Short Term Moving Average Indicator (by Patrick Fonce, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 15 Notes Report an item
Ichimoku Kinko Hyo - Trading Indicator (by QuantShare, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 138 Notes Report an item
Fractal Dimension Indicator (by Brian Brown, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 56 Notes Report an item
Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object

Technical Analysis


Fundamental Analysis



Random Blog Posts

Charting & Scripts - Manage stock charts using the global script

Trading System: Buy Stocks based on their Sharpe Ratio Rank

Creating and managing notes for your stocks

Create a Trading Strategy using Portfolio123 Ranking Systems

How to Quickly Create Fundamental Scans

Download Trading Data using the Post-Script

Download Trading Data using the Pre-Script

Download Trading Data using the URL-Script

Show All

Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object






QuantShare
Product
QuantShare
Features
Create an account
Affiliate Program
Support
Contact Us
Trading Forum
How-to Lessons
Manual
Company
About Us
Privacy
Terms of Use

Copyright 2019 QuantShare.com
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+
Follow us on Google+
RSS Trading Items



Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.