Hull MA-X + Ichimoku Kinko Hyo Strategy

2017년 9월 12일

Hull MA-X:
The Hull MA involves the weighted moving average ( WMA ) in its calculation.

First, calculate the WMA with period (n / 2) and multiply this by 2. Remember ‘n’ is the time period configurable based on the trader’s requirement.

Second, calculate the WMA for period “n” and subtract if from the first step. Thirdly, calculate the weighted moving average with period sqrt (n) using the data from the second step. You can take a look at the below formula:

Hull MA= WMA (2*WMA (n/2) − WMA (n)), sqrt (n))

The default setting is 12 periods in this strategy, fast Hull MA crossing slow Hull MA will generate a circle on charts.

Ichimoku Kinko Hyo:
The Ichimoku Kinko Hyo system includes five kinds of signal, of which this strategy uses four signals i.e. Tenkan Sen / Kijun Sen Cross, price crosses the Kijun Sen, Chikou Span and Kumo. Although the Chikou Span, Senkou Span A and Senkou Span B (Kumo) are shifted into the past/future, these trigger signals enhances the strategy.

The Tenkan Sen, also known as the Turning or Conversion line, is a moving average of the highest high and lowest low over the last 9 periods in this strategy.

The Kijun Sen, also known as the Standard or Base line, is a moving average of the highest high and lowest low over the last 24 periods in this strategy.

The Chikou Span, also known as the Lagging line, is the closing price plotted 24 periods behind in this strategy.

The Senkou Span A, also known as the 1st leading line, is a moving average of the Tenkan Sen and Kijun Sen and is plotted 24 periods ahead in this strategy.

The Senkou Span B, also known as the 2nd leading line, is a moving average of the highest high and lowest low over the last 51 trading days is plotted 24 periods ahead in this strategy.

As with most technical analysis methods, Ichimoku is likely to produce frequent conflicting signals in non-trending markets, So in addition to Ichimoku Kinko Hyo, the Hull MA is used, which is popular amongst some day traders, in combination it attempts to give an accurate signal by eliminating lags and improving the smoothness of the line.

The Hull MA Cross in combination with Ichimoku Kinko Hyo signals tries to give an accurate signal by eliminating lags and improve the smoothness of price activity. Please note that price trends can and do change often, so your readings of the charts and this trading system should be probabilistic, rather than predictive.

2017년 9월 14일

릴리즈 노트

Minor changes in Exit conditions