RM - Hull Moving Regression

2024년 12월 27일

RM - Hull Moving Regression (RM - HMR)
This indicator integrates the Enhanced Hull Moving Average (EHMA) with linear regression and RSI to provide a comprehensive view of market trends and momentum. By combining advanced smoothing techniques with dynamic visual cues, it delivers actionable insights for traders seeking clarity in price movements.

Key Features
- Enhanced Hull Moving Average (EHMA):
The indicator computes EHMA values using the open, high, low, and close prices. These are averaged to create a smooth, responsive representation of market trends.
- Linear Regression Smoothing:
The EHMA output is further refined with a linear regression model, reducing noise and highlighting directional trends.
- RSI-Tracking:
RSI is calculated on the smoothed regression output.
- Dynamic Bar Coloring:
Bars change color to reflect shifts in momentum:
- Green for increasing momentum.
- Orange for decreasing momentum.
- Customizable Parameters:
Users can adjust the RSI length, regression length, and EHMA period to suit their trading strategy.

How It Works
1. The indicator calculates EHMA values for four price sources (open, high, low, close).
2. These EHMA values are averaged to generate a smoother price action metric.
3. The averaged EHMA is processed through a linear regression model to further smooth the data.
4. RSI is then applied to the regression output.

How to Use
- Identify Market Trends:
Use the color-coded bars and moving averages to confirm overall market direction.
- Monitor Momentum Changes:
Look for shifts in bar color (e.g., green to orange) to identify potential weakening or strengthening trends.
- Combine with Other Indicators:
Integrate the RM-HMR with other trend-following or momentum tools for robust analysis and confirmation.

Example Use Cases
- Trend Following:
Utilize the smooth moving averages and bar colors to follow dominant market trends.

Disclaimer
This indicator is designed for educational and analytical purposes. It should not be used in isolation and must be paired with sound risk management practices and additional tools for comprehensive market analysis.

2024년 12월 28일

릴리즈 노트

RM - Hull Moving Regression (RM - HMR)

The RM - Hull Moving Regression (HMR) is a powerful tool designed for traders looking to combine trend analysis with momentum detection. This indicator uses an enhanced version of the Hull Moving Average (EHMA), linear regression smoothing, and RSI to provide clear and actionable insights into price movements. It’s customizable to fit different trading styles, whether you’re a scalper or a swing trader.

Key Features
Enhanced Hull Moving Average (EHMA):

Calculates the EHMA for open, high, low, and close prices individually.
Averages these four calculations to give a more balanced view of market trends.
Uses a special formula to make it faster and smoother than traditional moving averages.

Linear Regression Smoothing:
The EHMA output is smoothed using linear regression, which helps cut out noise and focuses on the main trend.
RSI Momentum Analysis:

RSI is calculated on the smoothed output to highlight momentum changes.
Momentum direction is based on whether the RSI is increasing or decreasing compared to earlier values.
Dynamic Bar Coloring:

Bars are color-coded based on momentum shifts:
Green: Momentum is increasing (bullish).
Orange: Momentum is decreasing (bearish).
Dual Moving Averages with Area Fill:

Two moving averages are plotted, both using the same dynamic colors as the bars.
The area between these averages is filled with color to visually emphasize trends.
Fully Customizable:

Adjustable settings for RSI length, EHMA period, and regression length allow you to fine-tune the indicator to suit your needs.

How It Works
Hull Moving Average:

The indicator applies a modified Hull Moving Average formula to open, high, low, and close prices.
These are then averaged to smooth out noise and highlight the overall trend.
Linear Regression Smoothing:

Linear regression is applied to the averaged EHMA to make the output even smoother and more reliable.
RSI Momentum:

RSI is calculated on the smoothed data, helping to measure the speed and direction of price movements.
Momentum shifts are identified by comparing the current RSI value to a few bars back.
Color Coding:

When momentum increases, bars and lines turn green to signal bullish conditions.
When momentum decreases, they turn orange to signal bearish conditions.

How to Use
Spot Trends: Look for green bars to confirm bullish trends and orange bars for bearish trends.
Watch for Reversals: A change in bar color can signal a potential trend reversal.

Customize Settings:
For short-term trading, use smaller RSI and EHMA periods for faster signals.
For longer-term trends, increase the regression length for smoother signals.
Combine with Other Indicators: Use it alongside volume or oscillators for added confirmation.

The RM - HMR is more than just a trend indicator. It blends multiple calculations—EHMA, regression smoothing, and RSI—to give you a clear picture of both trend direction and momentum strength. Its color-coded visualization makes it easy to read and act on.

Example Use Cases:
Scalping: Adjust the settings for quick signals on lower timeframes.

Swing Trading: Focus on longer trends with smoother signals by increasing the regression length.

Reversals: Use the color changes to spot when trends are about to shift.

Disclaimer
This indicator is a tool for analyzing trends and momentum, but it shouldn’t be used on its own. Combine it with proper risk management and other indicators to make well-rounded trading decisions. Past performance doesn’t guarantee future results.