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Author Topic: A HMA Analysis Thread  (Read 1159 times)
myself (OP)
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chaos is fun...…damental :)


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December 18, 2012, 12:49:32 AM
 #1

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

not bad .jpg
now lets put a macd in there
http://twitter.yfrog.com/mmv4hovp


on a 360 min chart the red and green arrows show the macd X
http://twitter.yfrog.com/nzotklp


it this the holy grail ? nope

Los desesperados publican que lo inventó el rey que rabió, porque todo son en el rabias y mas rabias, disgustos y mas disgustos, pezares y mas pezares; si el que compra algunas partidas vé que baxan, rabia de haver comprado; si suben, rabia de que no compró mas; si compra, suben, vende, gana y buelan aun á mas alto precio del que ha vendido; rabia de que vendió por menor precio: si no compra ni vende y ván subiendo, rabia de que haviendo tenido impulsos de comprar, no llegó á lograr los impulsos; si van baxando, rabia de que, haviendo tenido amagos de vender, no se resolvió á gozar los amagos; si le dan algun consejo y acierta, rabia de que no se lo dieron antes; si yerra, rabia de que se lo dieron; con que todo son inquietudes, todo arrepentimientos, tododelirios, luchando siempre lo insufrible con lo feliz, lo indomito con lo tranquilo y lo rabioso con lo deleytable.
RyNinDaCleM
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Legen -wait for it- dary


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December 18, 2012, 01:03:15 AM
 #2

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!

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