StockFetcher Forums · Filter Exchange · Hull MA / Guppy combined<< >>Post Follow-up
graftonian
1,089 posts
msg #144425
Ignore graftonian
8/17/2018 12:00:42 PM

Ever since Mactheriverrat introduced me to Daryl Guppys style of trading, I have used it in some form or other. However I am always looking a new approach. It seems obvious to me that lag in the moving averages has always been the "Achilles Heel" of any indicator.
And so, I have been searching for a "zero lag" MA. Obviously impossible, but there are some "reduced lag" MAs out there. My favorite is the Hull MA, which is easy to code in SF, and is supported in TOS.
Why not combine the two? Why not? Here goes.

Fetcher[
close between .5 and 10
Average Volume(30) > 1000000
/*HULL03 MA */
set{slow1_03, cwma(close, 2)}
set{slow2_03, 2 * slow1_03}
set{slow3_03, cwma(close, 3)}
set{valslow_03, slow2_03 - slow3_03}
set{H03, cwma(valslow_03, 2)}
draw H03 on plot price
/*HULL15 MA */
set{slow1_15, cwma(close, 7)}
set{slow2_15, 2 * slow1_15}
set{slow3_15, cwma(close, 15)}
set{valslow_15, slow2_15 - slow3_15}
set{H15, cwma(valslow_03, 4)}
draw H15 on plot price
/*HULL30 MA */
set{slow1_30, cwma(close, 15)}
set{slow2_30, 2 * slow1_30}
set{slow3_30, cwma(close, 30)}
set{valslow_30, slow2_30 - slow3_30}
set{H30, cwma(valslow_03, 5)}
draw H30 on plot price
/*HULL60 MA */
set{slow1_60, cwma(close, 30)}
set{slow2_60, 2 * slow1_60}
set{slow3_60, cwma(close, 60)}
set{valslow_60, slow2_60 - slow3_60}
set{H60, cwma(valslow_03, 7)}
draw H60 on plot price
/************/
set{trig1, count(h03 > h15, 1)}
set{trig2, count(h15 > h30,1)}
set{trig3, count(h30 > h60,1)}
set{trigger1, trig1 + trig2}
set{trigger, trigger1 + trig3}
trigger crossed above 2
add column trigger
sort on column 5 descending
plottype{trigger,zerobar}
draw trigger
/*************/
MACD fast line near MACD slow line
MACD fast line < 0
]




StockFetcher Forums · Filter Exchange · Hull MA / Guppy combined<< >>Post Follow-up

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