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Want to create a Hull Moving Average trading system

Posted By papamo 7 Years Ago
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Posted Thursday October 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.
Posted Friday October 22 2010
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.
Posted Saturday January 08 2011
Here's a version of the HullMA if you want to use that - unzip into your plugins folder

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HullMA.zip (324 views, 2.00 KB)
phg
Supreme Being (48,409 reputation)Supreme Being (48,409 reputation)Supreme Being (48,409 reputation)Supreme Being (48,409 reputation)Supreme Being (48,409 reputation)Supreme Being (48,409 reputation)Supreme Being (48,409 reputation)Supreme Being (48,409 reputation)Supreme Being (48,409 reputation)
Posted Sunday January 09 2011
Thanks for sharing that.

-Pete

See also Yahoo group about applying RE.

Posted Monday January 10 2011
Nice work! Very much appreciated.


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