DALE{! TRADING INDEXES WITH THE HULL MOVING AVERAGE ! Author: Max Gardner ! Coded by Richard Denning 10/12/2010 ! www.TradersEdgeSystems.com ! HULL MOVING AVERAGE CALCULATION: C is [close]. C1 is valresult(C,1). C2 is valresult(C,2). C3 is valresult(C,3). C4 is valresult(C,4). C5 is valresult(C,5). C6 is valresult(C,6). C7 is valresult(C,7). C8 is valresult(C,8). WMA2 is (2*C+C1)/(2+1). WMA4 is (4*C+3*C1+2*C2+C3) / (4+3+2+1). WMA9 is (9*C+8*C1+7*C2+6*C3+5*C4+4*C5+3*C6+2*C7+C8) / (9+8+7+6+5+4+3+2+1). HMA4dif is 2*WMA2-WMA4. HMA4dif1 is valresult(HMA4dif,1). HMA9dif is 2*WMA4-WMA9. HMA9dif1 is valresult(HMA9dif,1). HMA9dif2 is valresult(HMA9dif,2). HMA4 is (2*HMA4dif+HMA4dif1)/ (2+1). HMA9 is (3*HMA9dif+2*HMA9dif1+HMA9dif2)/ (3+2+1). !! RSI OF HMA9: !To convert Wilder Averaging to Exponential Averaging use this formula: !ExponentialPeriods = 2 * WilderPeriod - 1. W1 is 9. U is HMA9 - valresult(HMA9,1). D is valresult(HMA9,1) - HMA9. rsiLen1 is 2 * W1 - 1. AvgU is ExpAvg(iff(U>0,U,0),rsiLen1). AvgD is ExpAvg(iff(D>=0,D,0),rsiLen1). rsi9HMA9 is 100-(100/(1+(AvgU/AvgD))). ! SIMPLE 50 BAR MOVING AVERAGE OF CLOSE: SMA50 is simpleavg(C,50). !! TRADING SYSTEM USING HULL MOVING AVERAGE: Rule1 if C > SMA50. Rule2 if HMA4 > valresult(HMA4,1). Rule3 if rsi9HMA9 < 50. Rule4 if C > valresult(C,59). sRule1 if rsi9HMA9 > 90. sRule2 if C >= {position entry price} * 1.15. sRule3 if C <= {position entry price} * 0.95. Buy if Rule1 and Rule2 and Rule3 and Rule4. ExitBuy if sRule1 or sRule2 or sRule3. List if 1. Data is hasdatafor(20*252). TenYr if hasdatafor(10*252+10) >= 10*252. Rule Libraryÿÿ CCodeViewBuyÿÿ CReportViewÐSymbolÀ<TenYr€ÐSymbolÀ<¡DataÀOFBBH+EDIAHEEWA@eEEWC@eEEWD@eEEWG@eEEWH@eEEWI@eEEWJ@eEEWK@eEEWL@eEEWM@eEEWN@eEEWO@eEEWP@eEEWQ@eEEWS@eEEWTà!EEWU@eEEWW@eEEWY°#EEWZ!EEZU` EIDU0"EIEV` EIJH#EIJJ` EIJK` EIJR#EIJS` EIJT` EIVE#EIVV`#EIVW#EIWB`#EIWD€EIWF€EIWM€EIWN€EIWO€EIWV#EIWW` EIWZ` EIYC0"EIYE0"EIYF#EIYG0"EIYH0"EIYJ0"EIYK0"EIYM0"EIYR0"EIYW`#EIYY0"EIYZ#EMDYŽEPPH(EQQQQ€ERKHà!ESMH$ESPY€EXLB€9EXLE€9EXLF€9EXLI9EXLK€9EXLP€9EXLU€9EXLV9EXLY€9EList€ÐSymbolÀ<¡DataÀOGBBH+EDIAHEEWA@eEEWC@eEEWD@eEEWG@eEEWH@eEEWI@eEEWJ@eEEWK@eEEWL@eEEWM@eEEWN@eEEWO@eEEWP@eEEWQ@eEEWS@eEEWTà!EEWU@eEEWW@eEEWY°#EEWZ!EEZU` EIDU0"EIEV` EIJH#EIJJ` EIJK` EIJR#EIJS` EIJT` EIOOEIVE#EIVV`#EIVW#EIWB`#EIWD€EIWF€EIWM€EIWN€EIWO€EIWV#EIWW` EIWZ` EIYC0"EIYE0"EIYF#EIYG0"EIYH0"EIYJ0"EIYK0"EIYM0"EIYR0"EIYW`#EIYY0"EIYZ#EMDYŽEPPH(EQQQQ€ERKHà!ESMH$ESPY€EXLB€9EXLE€9EXLF€9EXLI9EXLK€9EXLP€9EXLU€9EXLV9EXLY€9ESummaryÿÿ CCrossTabRptÐSymbolÀ<€Buy - 0À= €List - 71ÀA €TenYr - 70ÀMGBBH DIA EWA EWC EWD EWG EWH EWI EWJ EWK EWL EWM EWN EWO EWP EWQ EWS EWT EWU EWW EWY EWZ EZU IDU IEV IJH IJJ IJK IJR IJS IJT IOOIVE IVV IVW IWB IWD IWF IWM IWN IWO IWV IWW IWZ IYC IYE IYF IYG IYH IYJ IYK IYM IYR IYW IYY IYZ MDY PPH QQQQ RKH SMH SPY XLB XLE XLF XLI XLK XLP XLU XLV XLY _ETF-10YRÿÿÿÿÿÿ CBackTestPropertyBuyExitBuyPP&` HMA Sys1 BuySPXPETF-10YR «ªªªÂã@èÁã@ÿÿÿÿÀ÷á@Âã@00:00