|
PureBytes Links
Trading Reference Links
|
I have been playing with the version below, would be interesting to know if
it matches MetaStock results:
GraphXSpace = 10;
Plot(C,"",1,128);
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;
}
Delay = Param("Delay",1,0,5,1);
Periods = Param("Periods",10,1,100,1);
HMA = HullMaFunction( C, Periods, Delay );
Plot(C,"",1,128);
Plot(HMA,"",9,1);
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On
Behalf Of ianjw2
Sent: December 30, 2006 7:29 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Hull Moving Averages
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
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.432 / Virus Database: 268.16.0/610 - Release Date: 12/30/2006 2:59 PM
|