New moving average

I downloaded Hull Moving Average, Adaptive Moving Average, and a Kalmann Filter today.

In the figure, the blue/red is HMA(8), cyan is AMA(10), yellow is EMA(9) as comparison.

[][] Notice that HMA is super fast and follows the price closely. AMA lags more but does a good job of smoothing outt the noise. EMA is as usual and very laggy.

A strategy I'm thinking of is to use 3 different MA's instead of only EMA to improve the previously discussed 3EMA crossover strategy. The problem with the 3 EMA crossover strategy is that EMA lags too much, so it's not good for day trading so reaction time is the key to catching / exiting the waves.

Maybe using the HMA as the fast MA, AMA as the base, and something else to verify the trend can work. As I've said before, remember to use something to filter out the whipsaws. But don't use something laggy as it would defeat the whole purpose of a fast indicator.

Also, HMA can be used as a proxy to smooth out some inputs. i.e. RSI(HMA(close, 8), 14) or HMA(RSI(close, 14), 8).

[]: http://bp1.blogger.com/_Vlx60iTPx5s/R4EXOvY4uYI/AAAAAAAAAE0/APxlgKxuETU/s1600-h/3mas.jpg