MA Hull based conditions

• 04/09/2019 at 2:26 PM #95840
  richarjo

  Hello

  I am attempting to write an ALGO utilising the Hull MA as an exit for longs and shorts.

  By using the display cursor option I can see that the price value is greater or lesser than the Hull MA value and would therefore expect my positions to be closed when the “close position” is executed by the ALGO, but this is not the case and the ALGO continues to run despite the values on the respective closing bars being greater/lesser than the Hull MA.

  // Conditions to exit long positions indicator90 = Average[16](close) c90 = (close <= indicator90) // Conditions to exit short positions indicator90 = Average[16](close) c91 = (close >= indicator90) IF c91 THEN EXITSHORT AT MARKET ENDIF

  1 2 3 4 5 6 7 8 9 10 11 12

  // Conditions to exit long positions indicator90 = Average[16](close) c90 = (close <= indicator90)   // Conditions to exit short positions indicator90 = Average[16](close) c91 = (close >= indicator90) IF c91 THEN EXITSHORT AT MARKET ENDIF

  Appreciate if you could advise where I am going wrong/ a fix to this particular problem

   

  Regards

  

  richarjo

  Participant

  Topics: 5

  Replies: 7

  Been thanked: 0 times
  04/09/2019 at 2:28 PM #95841
  robertogozzi

  To write code, please use the <> “insert PRT code” button to make code easier to read. Thank you.

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17188

  Been thanked: 4064 times
  04/09/2019 at 2:33 PM #95844
  robertogozzi

  The one above is not a HULL moving average, but an SMA.

  Maybe this is the issue.

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17188

  Been thanked: 4064 times
  04/09/2019 at 2:41 PM #95848
  Vonasi

  Here is the Hull MA indicator code:

  Period = 16 HullAverage = WeightedAverage[ROUND(SQRT(close))](2 * WeightedAverage[ROUND(Period / 2)](close) - WeightedAverage[Period](close))

  1 2	Period = 16 HullAverage = WeightedAverage[ROUND(SQRT(close))](2 * WeightedAverage[ROUND(Period / 2)](close) - WeightedAverage[Period](close))

   

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

  Been thanked: 1811 times
  04/10/2019 at 6:45 AM #95899
  Nicolas

  Depending of the Hull MA code you are using, you might find discrepancies between the one from the platform and your program: https://www.prorealcode.com/topic/faux-calcul-hma-proorder/

  Hull Moving Average instruction will be added in version 11.

  2 users thanked author for this post.

  swapping, Vonasi

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4774 times
  04/16/2019 at 4:22 PM #96610
  GraHal

  Nicolas wrote:

  you might find discrepancies between the one from the platform and your program

  So is the PRT provided Hull MA a waste of space?

  Attached shows that a trade was opened (red arrow) by the condition shown but the 200 period Hull MA (red arrow)  was nowhere near the trade that opened??

  Any thoughts please?

   

  

  GraHal

  Participant

  Topics: 214

  Replies: 8831

  Been thanked: 2201 times
  04/16/2019 at 7:47 PM #96628
  Vonasi

  GraHal – you might be Beta testing something that no one else even knew existed. Until you posted that image with AVERAGE[200,8] I wasn’t aware that we had an average type of 8. From testing it appears that PRT have sneaked in two new average types without telling anyone (except maybe you?). It appears that they are only available in strategy codes and not indicator codes at the moment.

  I think the discussion earlier on this thread was about the difference between our self calculated HULL average and the HULL average that can be added as a standard PRT indicator by selecting ‘Hull’ as type when adding a moving average indicator. This is possibly a rounding issue that PRT need to investigate.

  Nicolas will hopefully be having a phone call with PRT about these new average types tomorrow and get more info for us.

  1 user thanked author for this post.

  GraHal

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

  Been thanked: 1811 times
• Author
  Posts