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Thank you Ken, interesting indeed.
Happy New Yrea!
herman
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On Behalf
Of Ken Close
Sent: Friday, December 30, 2005 3:51 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Hull Moving Average
Interesting moving average calculation with minimal lag.
Got this from the monthly Ensign Windows newsletter.
Seems to work.
FYI.
Ken
Note: my background is grey
// Hull Moving Avg
// WMA (2 x WMA(Price,Integer(Period/2)) -
WMA(Price,Period),Integer(SquareRoot(Period)))
Per=Param("Per",10,4,55,1);
X = 2 * WMA(C,int(Per/2)) - WMA(C,Per);
HMA = WMA(X,int(sqrt(Per)));
Plot(MA(C,Per),"SMA",1,1);
Plot(C,Name(),6,1);
Plot(HMA,"Hull MA",4,1);
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