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
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:

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

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