 Posted 10/21/2010 18:41:43
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Hello everyone,
So I am a complete newbie here and I am looking for some help. I want to create a trading system using the Hull moving average, basically be short when the average is negative and long when it is positive. I am looking to use a 20 period average. I really dont even know where to start so any help would be greatly appreciated.
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Posted 10/22/2010 09:21:04
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We don't have a Hull MA indicator out of the box, so the first step would be to create that indicator plugin. Take a look at the samples folder for indicator plugin samples. After that, a trading system can be coded that would create an instance of the HMA indicator and analyze each point. A good example of using an indicator value to base trading decisions can be found in the Samples/Systems folder. The CrossOver system demonstrates a moving average cross over. You're not looking for a crossover, I understand, but you could do something like
if (HMA.Current < 0)
OpenPosition(PositionType.Short, OrderType.Market);
if (HMA.Current > 0)
OpenPosition(PositionType.Long, OrderType.Market);
papamo (10/21/2010)
Hello everyone,
So I am a complete newbie here and I am looking for some help. I want to create a trading system using the Hull moving average, basically be short when the average is negative and long when it is positive. I am looking to use a 20 period average. I really dont even know where to start so any help would be greatly appreciated.
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Posted 1/8/2011 10:51:31
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Here's a version of the HullMA if you want to use that - unzip into your plugins folder
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Posted 1/9/2011 06:45:39
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Thanks for sharing that.
-Pete
(See also rightedge-ats Yahoo group  )
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Posted 1/10/2011 10:50:50
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| Nice work! Very much appreciated.
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