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Re: [amibroker] Hull Moving Averages



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Try this:

*function* HullMaFunction( P, Periods, Delay )

{

X = 2 * WMA(P,round(Periods/2)) - WMA(P,Periods);

HullMA = WMA(X,round(sqrt(Periods)));

HullMA = Ref(HullMA,-Delay);

*return* HullMa;

}

 

PlotPriceField = ParamToggle("PriceField","HIDE|SHOW",1);

P = ParamField("Price field",-1);

Periods = Param("Periods", 15, 2, 200, 1, 10 );

Delay = Param("Delay", 0, 0, 10, 1 );

HullMA = HullMaFunction( P, Periods, Delay );

*if*( PlotPriceField ) Plot(*C*,"",1,128);

Plot( HullMA, _DEFAULT_NAME(), ParamColor( "Color", colorCycle ),

ParamStyle("Style") );

 




ianjw2 wrote:
>
> I've only just become aware of the Hull Moving Average.
> It seems to be on top of the normal MA lag and manages to maintain nice
> smoothing at the same time.
>
> Has anyone done any AFL code for it and is willing to share?
>
> MetaStock Formula
> period:=Input("Period",1,200,20) ;
> sqrtperiod:=Input("Square Root of Period",1,20,4);
> Mov(2*(Mov(C,period/2,W))-Mov(C,period,W),sqrtperiod,W);
>
> Above is the Metastock code, but I have no idea how to convert it.
>
> ijw
>
> 
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