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Hull

Profitable Moving Average CrossoverHi everyone! Introduction A popular use for moving averages is to develop simple trading systems based on moving average crossovers. A trading system using two moving averages would give a buy signal when the shorter (faster) moving average advances above the longer (slower) moving average. A sell signal would be given when the shorter moving average crosses below the longer moving average. The speed of the systems and the number of signals generated will depend on the length of the moving averages. There are many types of averages that are based on different techniques. Each type has its drawbacks and merits. And if we decide to choose a certain type of average for the trading system, then how do we know that our choice is optimal? What is this tool? This tool will help you to choose this type to create the most profitable trading system based on crossovers for the specified periods. It backtests pairs of each type throughout the whole instrument's history and shows Net Profit curves as a result. So, the type of the most profitable crossover system will be at the top of list of labels on the chart. (Click on the price scale, point to "Labels" and switch off "No Overlapping Labels" option). Settings The main settings are periods for each type pair of fast and slow moving averages. Additionally, it allows to customize some multi-parametric moving averages such as JMA, ALMA, McGinley Dynamic, Adaptive Laguerre Filter etc. 1st Period (default: 14 ) 2nd Period (default: 50 ) 1st ALF Median Length (default: 5 ) 2nd ALF Median Length (default: 5 ) 1st ALMA Offset (default: 0.85 ) 1st ALMA Sigma (default: 6 ) 2nd ALMA Offset (default: 0.85 ) 2nd ALMA Sigma (default: 6 ) 1st HF Scaling Factor (default: 3 ) 2nd HF Scaling Factor (default: 3 ) 1st JMA Phase (default: 50 ) 2nd JMA Phase (default: 50 ) 1st MD Constant (default: 0.6 ) 2nd MD Constant (default: 0.6 ) 1st MHLMA Range (default: 10 ) 2nd MHLMA Range (default: 10 ) 1st PWMA Power (default: 2 ) 2nd PWMA Power (default: 2 ) 1st REMA Lambda (default: 0.5 ) 2nd REMA Lambda (default: 0.5 ) 1st RMF Median Length (default: 5 ) 2nd RMF Median Length (default: 5 ) 1st T3 Alpha (default: 0.7 ) 2nd T3 Alpha (default: 0.7 ) MAMA & FAMA Fast Limit (default: 0.5 ) MAMA & FAMA Slow Limit (default: 0.05 ) Supported types of averages and filters (use short titles to match averages on the chart) AHMA , Ahrens MA (by Richard D. Ahrens) ALMA , Arnaud Legoux MA (by Arnaud Legoux and Dimitris Kouzis-Loukas) ALF , Adaptive Laguerre Filter (by John F. Ehlers) ARSI , Adaptive RSI BF2 , Butterworth Filter with 2 poles BF3 , Butterworth Filter with 3 poles DEMA , Double Exponential MA (by Patrick G. Mulloy) DWMA , Double Weighted (Linear) MA EDCF , Ehlers Distance Coefficient Filter (by John F. Ehlers) EHMA , Exponential Hull MA EMA , Exponential MA EVWMA , Elastic Volume Weighted MA (by Christian P. Fries) FRAMA , Fractal Adaptive MA (by John F. Ehlers) GF1 , Gaussian Filter with 1 pole GF2 , Gaussian Filter with 2 poles GF3 , Gaussian Filter with 3 poles GF4 , Gaussian Filter with 4 poles HFSMA , Hampel Filter on Simple Moving Average HFEMA , Hampel Filter on Exponential Moving Average HMA , Hull MA (by Alan Hull) HWMA , Henderson Weighted MA (by Robert Henderson) IDWMA , Inverse Distance Weighted MA IIRF , Infinite Impulse Response Filter (by John F. Ehlers) JMA , Jurik MA (by Mark Jurik, ) LF , Laguerre Filter (by John F. Ehlers) LMA , Leo MA (by ProRealCode' user Leo) LSMA , Least Squares MA (Moving Linear Regression) MAMA & FAMA , (by John F. Ehlers, special case that used as a benchmark) MD , McGinley Dynamic (by John R. McGinley) MHLMA , Middle-High-Low MA (by Vitali Apirine) PWMA , Parabolic Weighted MA REMA , Regularized Exponential MA (by Chris Satchwell) RMA , Running MA (by J. Welles Wilder) RMF , Recursive Median Filter (by John F. Ehlers) RMTA , Recursive Moving Trend Average (by Dennis Meyers) SHMMA , Sharp Modified MA (by Joe Sharp) SMA , Simple MA SSF2 , Super Smoother Filter with 2 poles (by John F. Ehlers) SSF3 , Super Smoother Filter with 3 poles (by John F. Ehlers) SWMA , Sine Weighted MA TEMA , Triple Exponential MA (by Patrick G. Mulloy) TMA , Triangular MA (generalized by John F. Ehlers) T3 , (by Tim Tillson) VIDYA , Variable Index Dynamic Average (by Tushar S. Chande) VWMA , Volume Weighted MA (by Buff P. Dormeier) WMA , Weighted (Linear) MA ZLEMA , Zero Lag Exponential MA (by John F. Ehlers and Ric Way) NOTE : The results may vary on different tickers and timeframes. If you see the preview result it doesn't mean that these crossovers will be profitable on other instruments and timeframes. This is a normal situation because time series and their characteristics differ. I know that because I tested this tool before publishing. NOTE 2 : You can use this tool by yourself and experiment with it, or you can order a study and I will share the spreadsheet that contains results with you. Good luck!
אינדיקטור Pine Script®
מאת ‎everget‎
23
ck - MultiCross with Alerts (HMA, TSI, MACD & VWMA)Hello again everyone! I hope you enjoy this "Multicross" Indicator. Feature packed indicator with Alerts, that includes: Double Hull MAs (fast and slow) TSI (fast, slow, Long trigger & Short triggers definable) VWMA MACD (fast and slow) Visual output plots line crosses from the indicators and provides visual Long and Short triangles and Alerts for bot users! Enjoy! Special thanks to Magnus Söderberg for the idea behind this.
אינדיקטור Pine Script®
מאת ‎ChrisKaye‎
1
Hull cloudIntroducing a new indicator - Hull cloud. It bears some resemblance to the Ichimoku cloud , but is basically built with the Hull moving average , using a Fibonacci sequence with the usual seed of 0,1 for the lengths and offset (55, 89, 144, 233, 377, 610). These settings can be changed by the user. 1. Simple Hull MA - Hull MA with default of 89 periods. 2. Cloud positive line - Short period of 233 to make the positive line of the cloud. 3. Cloud negative line - Long period of 610 to make the negative line of the cloud. By default, cloud is offset (forward) by 55 periods. 4. Lagging span - 144 period Hull MA with negative offset of 89 periods. 5. Forward span - 377 period Hull MA with positive offset of 144 periods.
אינדיקטור Pine Script®
מאת ‎terminal10‎
1
[ALERTS] MA Cross ElevenThis script is a crossing of eleven different MA, with alerts and SL and TP. The simplest is what works best. SMA --> Simple EMA --> Exponential WMA --> Weighted VWMA --> Volume Weighted SMMA --> Smoothed DEMA --> Double Exponential TEMA --> Triple Exponential HMA --> Hull TMA --> Triangular SSMA --> SuperSmoother filter ZEMA --> Zero Lag Exponential Using "once per bar close" repaint is 0%, but if you like risk can choose "once per bar", better profit. Thanks to JustUncleL and his amazing sripts.
אינדיקטור Pine Script®
מאת ‎UnknownUnicorn2151907‎
7
[STRATEGY] MA Cross ElevenThis script is a crossing of eleven different MA, with alerts and SL and TP. The simplest is what works best... SMA --> Simple EMA --> Exponential WMA --> Weighted VWMA --> Volume Weighted SMMA --> Smoothed DEMA --> Double Exponential TEMA --> Triple Exponential HMA --> Hull TMA --> Triangular SSMA --> SuperSmoother filter ZEMA --> Zero Lag Exponential Using "once per bar close" repaint is 0%, but if you like risk can choose "once per bar", better profit. Thanks to JustUncleL and his amazing sripts. Enjoy! www.tradingview.com "Note: When using non-standard (Renko, Kagi, Line Break, Point and Figure, Heikin Ashi, Spread Charts) types of chart as a basis for strategy, you need to realize that the result will be different. The orders will be executed at the prices of this chart (e.g.for Heikin Ashi it’ll take Heikin Ashi prices (the average ones) not the real market prices). Therefore we highly recommend you to use standard chart type for strategies."
אסטרטגיית Pine Script®
מאת ‎UnknownUnicorn2151907‎
2
HMA + HMA + Dispersion background fill (ver 2.0)fast HMA • slow HMA • Dispersion Zone| background color's --- Background colors: Red, Green and Yellow. Default transperent = 5% • Green background: fast HMA above the dispersion zone • Red background: fast HMA below the dispersion zone • Yellow background: fast HMA inside the Dispersion Zone --- # Alerts only for cross Yellow to Green and Yellow to Red zones. --- • The dispersion zone is calculated relative to the slow HMA.
אינדיקטור Pine Script®
מאת ‎Mr.Mozart‎
20
3 HULLs & ICHIMOKU divided by PRICEBasically just another form of moving average, for quick swings, built for testing/use with API cryptobots, simple switch from buy to sell. Hull MA(2 candles back) times 3 plus Ichimoku divided by price(1 candle back) = value1 Hull MA(3 candles back) times 3 plus Ichimoku divided by price(1 candle back) = value2 if value1>value2 then buy else sell calculates price from 1 candle back, and calculates signal from 2nd and 3rd candle prices, so no repainting? so best on low timeframes. for when use in bot, would not need 1 candle lag. Lag is for TV chartists to not have to suffer repainting. Bots do not repaint. they are not "painting" anything, they simply open or close orders, which cannot be "repainted" but here on TV chart, when you refresh the browser page, the script recalculates, and signals may be repainted. hopefully this will not repaint. please test. thankyou
אסטרטגיית Pine Script®
מאת ‎SeaSide420‎
4
Hull Moving Average + Bollinger BandsThis study make use of Hull Moving Average and Bollinger Bands. The crosses give signal about HMA and BB crossovers, they are a bit lagging, if you stare well you will spot them a little earlier. It look like a good idea to buy and sell when HMA is near or on the outside of the outer bands. By default the Bollinger Bands uses Simple Moving Average with 21 periodes, and Hull Moving Average use 9 periodes. You can alter the settings in the format dialog. Please use as pleased, and if you do something clever with it I'll be happy to know :D
אינדיקטור Pine Script®
מאת ‎Skrymten‎
4