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!
|
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 297 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:
Hopefully the 3 lines together give better indication of timing.
|