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Hull Moving Average

by QuantShare, 4896 days ago
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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...


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Type: Trading Indicator

Object ID: 964


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