Hull SuiteHull is its extremely responsive and smooth moving average created by Alan Hull in 2005.
Minimal lag and smooth curves made HMA extremely popular TA tool.
alanhull.com
Script was made to regroup multiple hull variants in one indicator,maintaining flexible customization and intuitive visualization
Option to chose between 3 Hull variations
Option to chose between 2 visualization modes ( Bands or single line)
Option to Paint hull and/or candlesticks according to hulls trend
Shortcut for personalizing Line/band thickness,instead of changing every object manually ,there is global option in inputs
HMA
THMA ( 3HMA)
EHMA
HMA:
Alan Hull
EHMA:
Slower than hull by default.
Raudys, Aistis & Lenčiauskas, Vaidotas & Malčius, Edmundas. (2013). Moving Averages for Financial Data Smoothing ( 403. 34-45. 10.1007/978-3-642-41947-8_4.) Vilnius University, Faculty of Mathematics and Informatics
3HMA (THMA) :
Documentation on link below
alexgrover
HMA
Scripting Tutorial 7 - Triple Many Moving Averages ResolutionsThis script is for a triple moving average indicator where the user can select from different types of moving averages, price sources, lookback periods and resolutions.
Features:
- 3 Moving Averages with variable MA types, periods, price sources, resolutions and the ability to disable each individually
- Crossovers are plotted on the chart with detailed information regarding the crossover (Ex: 50 SMA crossed over 200 SMA )
- Forecasting available for all three MAs. MA values are forecasted 5 values out and plotted as if a continuation to the MA.
- Forecast bias also applies to all forecasting. Bias means we can forecast based on an anticipated bullish, bearish or neutral direction in the market.
- To understand bias, please read the source code, or if you can't read the code just send me a message on here or Twitter. Twitter should be linked to my profile.
This script is meant as an educational script with well-formatted styling, and references for specific functions.
Scripting Tutorial 6 - Triple Many Moving Averages ForecastingThis script is for a triple moving average indicator where the user can select from different types of moving averages, price sources and lookback periods.
Features:
- 3 Moving Averages with variable MA types, periods, price sources and ability to disable each individually
- Crossovers are plotted on the chart with detailed information regarding the crossover (Ex: 50 SMA crossed over 200 SMA )
- Forecasting available for all three MAs. MA values are forecasted 5 values out and plotted as if a continuation to the MA.
- Forecast bias also applies to all forecasting. Bias means we can forecast based on an anticipated bullish, bearish or neutral direction in the market.
- To understand bias, please read the source code, or if you can't read the code just send me a message on here or Twitter. Twitter should be linked on my profile.
This script is meant as an educational script with well-formatted styling, and references for specific functions.
Scripting Tutorial 5 - Triple Many Moving Averages CrossoversThis script is for a triple moving average indicator where the user can select from different types of moving averages and periods. This script improves upon tutorial 3 by adding source selection for MAs and another option for an MA that is not built-in, the HMA . It is meant as an educational script with well formatted styling, and references for specific functions.
Scripting Tutorial 4 - Triple Many Moving Averages ImprovedThis script is for a triple moving average indicator where the user can select from different types of moving averages and periods. This script improves upon tutorial 3 by adding source selection for MAs and another option for an MA that is not built-in, the HMA. It is meant as an educational script with well formatted styling, and references for specific functions.
Multiple HMA - bgeraghtyTo save space on a chart's maximum indicator count, this single indicator includes:
- Three Hull Moving Averages, Defaulted to 13, 26, and 55 Periods.
- Customizable Time-Frame for Each HMA.
- Customizable Triple Weighted MA Smoothing for Jagged Lines from Higher Time-Frame
- Alert Conditions for Price Cross Over/Under the HMAs.
Comparing different types of moving averagesA Study of Moving Average Types
// SMA Simple
// WMA Weighted
// VWMA Volume Weighted
// EMA Exponential
// DEMA Double EMA
// ALMA Arnaud Legoux
// HMA Hull MA
// SMMA Smoothed
// LSMA Least Squares
// KAMA Kaufman Adaptive
// TEMA Triple EMA
// ZLEMA Zero Lag
// FRAMA Fractal Adaptive
// VIDYA Variable Index Dynamic Average
// JMA Jurik Moving Average
// T3 Tillson
// TRIMA Triangular
HMA-Kahlman Trend, DifferenceFilter & TrendlinesThis update to the previous HMA-Kahlman Trend, Clipping & Trendlines script features the same structure with the three modules:
- Trendlines module,
- NEW Winsorizing submodule using difference-based filtering.
- HMA-Kahlman Trend module.
The Winsorizing submodule filters signals by a volume level, eliminating the ones with the volume below a threshold. This module substitutes the previous 'low-level' filtering implementation. This time it filters out based on difference between scaled volume and its moving average.
Tested with BTCUSD.
EMA X 7/14use alongside other indicators like my hma, tesma, tdi scripts. this will give you confirmation for long short opportunity.
look up basic knowledge for fast and slow ema crossovers for other ways to use the script
JMA-HMA-based Scalper (ps4)This is an old compilation of mine suitable for scalping. To filter out the generated signals use Difference value between on the Settings menu.
HMA-Kahlman Trend, Clipping & TrendlinesThis script utilizes three modules:
- Trendlines module (by Joris Duyck),
- Winsorizing submodule and
- HMA-Kahlman Trend module.
The Trendlines module produces crossovers predictive of the next local trend. The Winsorizing (clipping) submodule filters signals by a volume level, eliminating the ones with the volume below a threshold. The last feature obviously does not work with the assets not supporing Volume, so set the Winsorizing submodule to false. The Winsorizing and Trendlines modules can be turned off.
HMA-Kahlman Trend & TrendlinesThis script utilizes two modules, Trendlines module (by Joris Duyck) and HMA-Kahlman Trend module. Trendlines module produces crossovers predictive of the next local trend.
Hull RSI
This is an RSI that is smoothed with a faster Hull Moving Average. The upper pink and bottom teal lines represent the 95th and 5th percentiles of Hull RSI values over a window of user-defined length.
The two percentile bands function identically to the traditional upper and lower bounds used in the standard RSI setup. Buy signals are plotted as the vertical green background highlights and sell signals are the red highlights. Buy signal is generated when RSI is below the lower teal line and then crosses above it. Sell signals occur when Hull RSI was previously above the upper pink line and then crosses back under.
3HMAIntroduction
The Hull smoothing method aim to reduce the lag of a moving average by using a simple calculation involving smoothing with a moving average of period √p the subtraction of a moving average of period p/2 multiplied by 2 with another moving average of period p , however it is possible to extend this calculation by introducing more terms thus reducing both the lag and overshoot of the classical HMA.
Comparison
The proposed filter add 1 more term to the classical hull moving average thus ending with : sma(sma(p/3) * 3 - sma(p/2) - sma(p),p) , this can be developed as long as every terms add to total unity, more terms will often require more smoothing, this is why i replace √p by p .
In blue a HMA and in red the proposed filter of both period 50. The third term added allow for more reactivity which sometimes allow for overshoots with lower amplitudes.
Conclusions
Adding more terms to certain filtering methods can correct certain behaviours as well as reducing lag or increasing smoothing.
No Nonsense NNFX VP Strategy for Back Testing | jhMy first script, be kind :)
Most of the rules are implemented:
- Money management
- ATR, Baseline, Confirmation, Volume, Exit
More details below.
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
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//Designed per No Nonsense Forex VP rules
//Made to be as modular as possible, so we can swap the indicators in and out.
//Originated from causecelebre
//Tried to put in as much VP rules as possible
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//Rules Implemented:
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// - SL 1.5 x ATR
// - TP 1 x ATR
//
// - Entry conditions
//// - Entry within 1 candles of baseline + 1 x confirmation + volume
//// - Entry only if baseline is < 1 x ATR
// - Exit conditions
//// - Exit on exit indicator or when baseline or confirmation flip
///////////////////////////////////////////////////
//Trades entries
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// - First entry L1 or S1 with standard SL and TP
// - Second entry L2 or S2 with standard SL and exit upon the exit conditions
///////////////////////////////////////////////////
//Included Indicators and settings
///////////////////////////////////////////////////
// - Baseline = HMA 20
// - Confirmtion = SSL 10
// - Volume = TDFI 4
// - Exit = RVI 4
///////////////////////////////////////////////////
//Credits
// Strategy causecelebre
// TDFI causecelebre
// SSL Channel ErwinBeckers
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
Moving Averages + VWAPA moving average (MA) is a widely used indicator in technical analysis that helps smooth out price action by filtering out the “noise” from random short-term price fluctuations. It is a trend-following, or lagging, indicator because it is based on past prices.
The two basic and commonly used moving averages are the simple moving average (SMA), which is the simple average of a security over a defined number of time periods, and the exponential moving average (EMA), which gives greater weight to more recent prices.
The most common applications of moving averages are to identify the trend direction and to determine support and resistance levels.
Script includes
4 EMA
5 EMA
8 EMA
9 EMA
13 EMA
20 EMA
20 SMA
21 EMA
34 EMA
50 EMA
50 SMA
55 EMA
200 SMA
The volume weighted average price (VWAP) is a trading benchmark used by traders that gives the average price a security has traded at throughout the day, based on both volume and price. It is important because it provides traders with insight into both the trend and value of a security.
VWAP + VWAP bands
HMA ColoredThis is a typical hull moving average that is colored based on if the average is increasing or decreasing.
TH_MA Directional ChangeSimple script
Plot flag on chart when HMA (default), EMA or SMA is changing direction.
HMA ATR Range v2In Alan Hull's books he talks about his 'range indicator' which is the HMA and ATR to give buy / hold / sell signals.
It is the HMA with the ATR SL with the Trend and (ATR multiplier * Period) + HMA for the TP (upper range)
HMA=WMA(2*WMA(n/2)−WMA(n)),sqrt(n))3 Hull moving averages
Hull MA 1 (shortest period) crossing Hull MA 2 is buy and sell signal, 3rd MA (longest period) to show overall trend
Pivots included
Hull MAThis Hull MA uses the default settings of the built-in MA. The basic idea is that we are in a buy setup when hull is below price, and a sell setup when hull is above price. The indicator is extended with slightly change in contrast when moving average is declining and it plot the ma/price crossovers: green dot when a buy setup is appearing, and red dot when a sell setup is forming. It is possible to hide crossovers in the option panel.
Three alert conditions is added "Hull MA cross", "Hull MA sell" and "Hull MA buy". I use "Hull MA cross" on slow frames (2w, M) and "Hull MA buy/sell" on faster frames.
