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Hi Ton,
I am sorry if I misrepresented, I am not the author of the code I
provided, I came across
it somewhere. I am to new to AFL to comment on the differences.
Cheers,
Bruce
Sieverding wrote:
>
> Bruce do you know what is causing the difference between "YourHull"
> and "MyHull" when changing the period ? Interesting to see that both
> calculations for certain periods give the same result and for others
> not. I just don't see the difference from a code point of view ...
>
> Ton.
>
> *MA1=WMA(C**,Periods);
> MA2=WMA(C,Periods/2**);
> HMA=WMA(2*MA2-MA1,round(sqrt**(Periods)));
> Plot( HMA, "MyHull", colorBlue,*
>
>
> ----- Original Message -----
> *From:* Bruce Hawkins <mailto:hawkinsk001@xxxxxxxxxxxxx>
> *To:* amibroker@xxxxxxxxxxxxxxx <mailto:amibroker@xxxxxxxxxxxxxxx>
> *Sent:* Sunday, December 31, 2006 4:28 AM
> *Subject:* Re: [amibroker] Hull Moving Averages
>
> 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, 10Delay = 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
>>
>> ------------------------------------------------------------------------
>>
>> No virus found in this incoming message.
>> Checked by AVG Free Edition.
>> Version: 7.1.409 / Virus Database: 268.15.28/604 - Release Date: 12/26/2006
>>
>>
>
>
> ------------------------------------------------------------------------
>
> No virus found in this incoming message.
> Checked by AVG Free Edition.
> Version: 7.1.409 / Virus Database: 268.15.28/604 - Release Date: 12/26/2006
>
>
Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.432 / Virus Database: 268.16.1/611 - Release Date: 12/31/2006 12:47 PM
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