Trading Indexes With The Hull Moving Average
Max Gardner's article, "Trading Indexes With The Hull Moving Average", introduces a market timing system that removes the lag and forecasts future data.
Using Tradecision’s Function Builder, one needs to create the HMA function:
HMA Function:
function (Length:Numeric=9):Numeric;
return WMA(2 * WMA(C,Length/2) -
WMA(C,Length),SquareRoot(Length));
Using Tradecision’s Indicator Builder, one needs to create the HMA indicator:
HMA Indicator:
input
Length:"Enter the Length:", 9;
end_input
return HMA(Length);
Using Tradecision’s Strategy Builder, one needs to create the HMA strategy:
Entry Rule:
return Close > SMA(C,50) and HMA(4) > HMA(4)\1\ and
HMA(4)\1\ <= HMA(4)\2\ and HMA(4)\2\ <= HMA(4)\3\ and
RSI(HMA(9),9) <= 50 and Close > Close\59\;
Exit Rule:
return RSI(HMA(9),9) >= 90;
Note: Stop Loss and Take Profit Exit Rules are set in the Money Management section
|
