RE: [amibroker] Re: Help re converting metastock code, AmiBroker Email List Archive

Tom, Thanks

Larry M Powell

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Ton Sieverding
Sent: 03/08/2007 11:57 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: Help re converting metastock code

See AmiBroker Library ...

// Formula Name: Hull Moving Average
// Author/Uploader: avi b a -
// Date/Time added: 2007-01-01 14:21:41
// Origin:
// Keywords:
// Level: basic
// Flags: indicator

Ton Sieverding.

----- Original Message -----

From: Larry M Powell

To: amibroker@xxxxxxxxxps.com

Sent: Thursday, March 08, 2007 4:18 PM

Subject: RE: [amibroker] Re: Help re converting metastock code

Tom, What is the code that created the red & green dots?

Thanks, Larry

From: amibroker@xxxxxxxxxps.com [mailto:amibroker@yahoogroups.com] On Behalf Of Ton Sieverding
Sent: 03/02/2007 1:09 AM
To: amibroker@xxxxxxxxxps.com
Subject: Re: [amibroker] Re: Help re converting metastock code

Thanks for the code David. But why not using the Hull MA in stead of the LinReg ? Just to get the same lunch from the same kitchen ...

Regards,

Ton Sieverding.

----- Original Message -----

From: dbw451

To: amibroker@xxxxxxxxxps.com

Sent: Friday, March 02, 2007 12:12 AM

Subject: RE: [amibroker] Re: Help re converting metastock code

Hi Russ,

I took a quick look at the alanhull website and at first glance did not see anything about your indicator. I guess I need to register… Anyways the indicator looked interesting to me and I thought having the indicator above the prices would also be beneficial, so I created a channel. For lack of a better name, I call it a Hull channel. What’s interesting about the Hull channel is that it shows consolidation vs. trending pretty well. The consolidation areas are bracketed by flat lines where the trending areas the channel has a slope. The trending part of the channel is actually very similar to a Keltner channel. Here’s the Hull channel code if anyone is interested:

//

// Hull Channel

//

periods = Param("periods", 13,2,100,1);

ATRmult = Param("ATR mult", 2.5,1.0,6.0,.25);

LR = LinearReg(C,periods);

LR_ATRl = LR - (ATR(periods)*ATRmult);

LR_ATRu = LR + (ATR(periods)*ATRmult);

HClower = 0; // Hull Channel upper line

HCupper = 0; // Hull Channel lower line

for (i=periods; i<BarCount; i++) {

       if(LR[i] > HClower[i-1]) {

              if(LR_ATRl[i] > HClower[i-1])

                     HClower[i] = LR_ATRl[i];

              else

                     HClower[i] = HClower[i-1];

       }

       else

              HClower[i] = LR[i];

       if(LR[i] < HCupper[i-1]) {

              if(LR_ATRu[i] < HCupper[i-1])

                     HCupper[i] = LR_ATRu[i];

              else

                     HCupper[i] = HCupper[i-1];

       }

       else

              HCupper[i] = LR[i];

}

Plot( HClower, "HC lower", ParamColor("HC color", colorWhite ), ParamStyle("HC style") );

Plot( HCupper, "HC upper", ParamColor("HC color", colorWhite ), ParamStyle("HC style") );

Regards,

David