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Economy => Speculation => Topic started by: myself on December 18, 2012, 12:49:32 AM



Title: A HMA Analysis Thread
Post by: myself on December 18, 2012, 12:49:32 AM
HMA http://www.sierrachart.com/index.php?l=doc/doc_TechnicalStudiesReference.html#148
the formula for this if you want to start excel  or even R and test it
Quote
HMA=LWMA(i,len,(2*LWMA(i,N/2,Price)-LWMA(i,N,Price))), where
len=Sqrt(N),
LWMA(i,N,Price) - Linear Weighted Moving Average

what's the point ? reduce lag in the MA
who come with this idea ? this dude http://www.alanhull.com/

extra link if you want more MA look here http://www.fxcodebase.com/code/viewtopic.php?f=17&t=2430&start=0

what periods do ppl use ? 16 and 36
the system ? simple based on the cross sell when green is about to go under buy when is about to go over

a look on daily chart
http://twitter.yfrog.com/h4m58fp
http://a.yfrog.com/img616/6869/m58f.th.png (http://twitter.yfrog.com/h4m58fp)
not bad .jpg
now lets put a macd in there
http://twitter.yfrog.com/mmv4hovp
http://a.yfrog.com/img814/817/v4hov.th.png (http://twitter.yfrog.com/mmv4hovp)

on a 360 min chart the red and green arrows show the macd X
http://twitter.yfrog.com/nzotklp
http://a.yfrog.com/img863/9834/otkl.th.png (http://twitter.yfrog.com/nzotklp)

it this the holy grail ? nope


Title: Re: A HMA Analysis Thread
Post by: RyNinDaCleM on December 18, 2012, 01:03:15 AM
Maybe not the holy grail, but me likes! Crosses precede MACD by a few periods, and it's quite smooth! I used to trade small orders on a 6/18SMA crosses and this looks very similar as far as getting in before the large moves. 6/18 does not work well in a flatter, more stable market without a somewhat large range. Thanks for this!