Auf geht's

Hull

Smooth HA / Hull MA / MTF=========== Smooth HA / Hull MA / MTF =========== A combination of a Smoothed Heikin Ashi Chart Line and a Hull MA Line, paints a "Long" or "Short" alert when the Hull MA changes color - editable settings for the smoothing of HA data and Hull MA Length; you can also change the time frame used (must be the same or longer as the chart). ----------- This indicator does a real good job at finding highs and lows (otherwise known as entry and exit points!) picking up on just about every large, decent swing and making the most from those big moves! The disadvantage of all Smoothed HA strategies are when times are choppy or ranging - given the natural lag of the indicator you can be sure in choppy times you'd be buying at the top and selling at the bottom almost every time ~ No indicator is perfect! This Smooth HA/Hull MA indicator also has a built in MTF function (Multi-Time-Frame). This means you can be using a 1hr chart and set the indicator to a 4hr chart - generally any movements on a greater time frame will overcome any movements of the smaller time frame, so this is where you should be gathering data about which direction the market is moving - as always, follow the trend. Hope (like always) this is of at least some use to some people. Good Luck and Happy Trading!
Pine Script® Indikator
von theCrypster
1
HEMA - A Fast And Efficient Estimate Of The Hull Moving AverageIntroduction The Hull moving average (HMA) developed by Alan Hull is one of the many moving averages that aim to reduce lag while providing effective smoothing. The HMA make use of 3 linearly weighted (WMA) moving averages, with respective periods p/2 , p and √p , this involve three convolutions, which affect computation time, a more efficient version exist under the name of exponential Hull moving average (EHMA), this version make use of exponential moving averages instead of linearly weighted ones, which dramatically decrease the computation time, however the difference with the original version is clearly noticeable. In this post an efficient and simple estimate is proposed, the estimation process will be fully described and some comparison with the original HMA will be presented. This post and indicator is dedicated to LucF Estimation Process Estimating a moving average is easier when we look at its weights (represented by the impulse response), we basically want to find a similar set of weights via more efficient calculations, the estimation process is therefore based on fully understanding the weighting architecture of the moving average we want to estimate. The impulse response of an HMA of period 20 is as follows : We can see that the first weights increases a bit before decaying, the weights then decay, cross under 0 and increase again. More recent closing price values benefits of the highest weights, while the oldest values have negatives ones, negative weighting is what allow to drastically reduce the lag of the HMA. Based on this information we know that our estimate will be a linear combination of two moving averages with unknown coefficients : a × MA1 + b × MA2 With a > 0 and b < 0 , the lag of MA1 is lower than the lag of MA2 . We first need to capture the general envelope of the weights, which has an overall non-linearly decaying shape, therefore the use of an exponential moving average might seem appropriate. In orange the impulse response of an exponential moving average of period p/2 , that is 10. We can see that such impulse response is not a bad estimate of the overall shape of the HMA impulse response, based on this information we might perform our linear combination with a simple moving average : 2EMA(p/2) + -1SMA(p) this gives the following impulse response : As we can see there is a clear lack of accuracy, but because the impulse response of a simple moving is a constant we can't have the short increasing weights of the HMA, we therefore need a non-constant impulse response for our linear combination, a WMA might be appropriate. Therefore we will use : 2WMA(p/2) + -1EMA(p/2) Note that the lag a WMA is inferior to the lag of an EMA of same period, this is why the period of the WMA is p/2 . We obtain : The shape has improved, but the fit is poor, which mean we should change our coefficients, more precisely increasing the coefficient of the WMA (thus decreasing the one of the EMA). We will try : 3WMA(p/2) + -2EMA(p/2) We then obtain : This estimate seems to have a decent fit, and this linear combination is therefore used. Comparison HMA in blue and the estimate in fuchsia with both period 50, the difference can be noted, however the estimate is relatively accurate. In the image above the period has been set to 200. Conclusion In this post an efficient estimate of the HMA has been proposed, we have seen that the HMA can be estimated via the linear combinations of a WMA and an EMA of each period p/2 , this isn't important for the EMA who is based on recursion but is however a big deal for the WMA who use recursion, and therefore p indicate the number of data points to be used in the convolution, knowing that we use only convolution and that this convolution use twice less data points then one of the WMA used in the HMA is a pretty great thing. Subtle tweaking of the coefficients/moving averages length's might help have an even more accurate estimate, the fact that the WMA make use of a period of √p is certainly the most disturbing aspect when it comes to estimating the HMA. I also described more in depth the process of estimating a moving average. I hope you learned something in this post, it took me quite a lot of time to prepare, maybe 2 hours, some pinescripters pass an enormous amount of time providing content and helping the community, one of them being LucF, without him i don't think you'll be seeing this indicator as well as many ones i previously posted, I encourage you to thank him and check his work for Pinecoders as well as following him. Thanks for reading !
Pine Script® Indikator
von alexgrover
15
Vol%MAThis study finds buying/selling opportunities on the basis of candlestick and volume percentage changes, prequalified by momentum. Candlestick percentage changes that are equal to or greater the desired percentage with the momentum range are marked by blue diamonds. Volume percentage changes that are equal to or greater the desired percentage with the momentum range are marked by red circles. When candlestick and volume percentage changes aligned with user configurations are under momentum, a buy signal is triggered with BUY ASSET and a black triangle is placed at the bottom of the chart. When candlestick and volume percentage changes aligned with user configurations are above momentum, a sell signal is triggered with SELL ASSET and a black triangle is placed at the top of the chart.
Pine Script® Indikator
von RobertD7723
3
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
Pine Script® Indikator
von InSilico
144
Compact Profitable Moving Average CrossoverHello friends, I'm pleased to introduce this advanced evolution of the original Profitable Moving Average Crossover tool. This version offers complete control over the analysis range and delivers detailed real-time profitability metrics for every moving average crossover type directly on your chart. 🛠 How It Works The script evaluates 61 moving average crossover systems across a customizable date range , allowing you to focus on specific historical windows for optimization or validation. It calculates each crossover's net profit performance and automatically ranks all results, displaying the top 5 performers in a summary table. Results are visualized through a color-coded column chart, making it easy to identify which crossover types have historically delivered the strongest outcomes. 🔥 Key Features Pine Script V6 — built on the latest and most efficient version Tests 61 moving average types , including those developed by Jurik, Kaufman, Ehlers, Apirine, and others Custom Backtest Window — analyze any date range with start and end parameters Automatic Results Table — displays the top 5 crossovers ranked by profit Color-Coded Chart — quick visual identification of performance by crossover type Sorted column chart for clear visual comparison of profit metrics Fully compatible with all symbols, timeframes, and market types NOTE: Results will vary across different tickers and timeframes. Seeing strong performance in one preview does not imply similar profitability elsewhere — this variability is normal due to differing market structures. NOTE 2: You can experiment with the tool independently or request a full study, in which case I'll share a spreadsheet of all backtest results with you. 👋 Good luck and happy trading!
Pine Script® IndikatorBezahltes Script
von everget
6
SnakeWhile moving averages are a good way to visualize price action, they are, in general, very poor indicators to trade against. Usually, the lowest prices occur before the cross over of multiple moving averages, while the best profits occur just before the crossunders of the moving averages. This study captures the buy signals before the cross overs and sells just prior to the cross unders, when prices are lowest and highest respectively. This is accomplished by treating the moving average as a "snake", specifically looking for the "head" of the snake to turn upwards when buying is most opportunistic. Note the the body must still be trending downward. For selling, the "snake's head" must be turning down while the body is trending up. This script uses blue arrows, pointing up, at the bottom, to indicate a buy signal, sending an alert of BUY ASSET. Blue arrows, point down, at the top, represent sell signals with an alert of SELL ASSET. The gray bar or strip is momentum. The snake's head must be above momentum for a sell, and below for a buy. This study does NOT work well with stable coins. The longer the momentum, the more likely weak signals will be weeded out, but also presents less opportunities for buys. The longer the length of the snake, the more likely cascading down turns will be ignored, but requires a longer trend to identify buy signals.
Pine Script® Indikator
von RobertD7723
3
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.
Pine Script® Indikator
von ProfitProgrammers
1
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.
Pine Script® Indikator
von Skrymten
8