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Jose
I like this exploration and use this scan nightly with external relative strength.
I tried putting in an older date and didn t get a result.
Does this only work with the latest date?
Regards
Bill
Jose Silva <josesilva22@xxxxxxxxx> wrote:
Preston, the "sqrtperiod" variable in the original formula defaults
to a 4.47 value, and is a square root function of the input periods.
Perhaps it should not be adjustable.
sqrtperiod:=Sqrt(period);
Here is an example for signals based on the Hull MA:
=========
MA - Hull
=========
---8<------------------------------------
{ Hull Moving Average & crossover signals.
©Copyright 2006 Jose Silva.
The grant of this license is for personal use
only - no resale or repackaging allowed.
Trade signals at your own risk.
http://www.metastocktools.com }
{ Indicator inputs }
plot:=Input("plot: [1]Hull MA, [2]Crossover Signals",1,2,2);
pds:=Input("Hull MA periods",1,252,21);
delay:=Input("Entry and Exit delay",0,5,0);
{ Hull MA }
sqrtpds:=LastValue(Sqrt(pds));
hma:=Mov(2*Mov(C,pds/2,W)-Mov(C,pds,W),sqrtpds,W);
{ Crossover signals }
entry:=Cross(C,hma) AND hma>Ref(hma,-1) AND C>hma*1.01;
exit:=Cross(hma,C) AND hma<Ref(hma,-1);
{ Clean signals }
init:=Cum(IsDefined(entry+exit))=1;
bin:=ValueWhen(1,entry-exit<>0 OR init,entry);
long:=bin*(Alert(bin=0,2) OR entry*Cum(entry)=1);
short:=(bin=0)*(Alert(bin,2) OR exit*Cum(exit)=1);
signals:=Ref(long-short,-delay);
{ Plot HMA on price chart, signals in own window }
If(plot=1,hma,signals)
---8<------------------------------------
jose '-)
http://www.metastocktools.com
--- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@xxx> wrote:
>
> Bobby,
>
> I'll guide you but I won't do it for you.
>
> Let's first consider what you have...its a moving average.
> The long version is:
>
> {Hull MA}
> 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);
> {end}
>
> Notice that in the long version you have input options that are not
> available in your shortened version. The biggest difference is in
> the ability to change the square root lookback period. You can
> square root the whole lookback period or just a few of them. Your
> version defaults to 20 and the long version allows you to choose
> from 4 to 20 periods.
>
> What you should do is place the indicator on a chart and determine
> what it is you will want to do with it. Do you want a simple cross
> over system, macd type indicator or some other derivative formula?
> You will also need to determine how you are going to approach the
> lookback periods. Will you square root some of the lookback periods
> or all of them.
>
> Since you are really just looking at a moving average any formula
> that uses moving averages is a possible candidate for the Hull MA.
> What you would be doing is simply replacing the used MA with the
> Hull MA. You can then decide how you wish to approach your expert
> and explorer.
>
> If you have not read the users manual or formula primer, I would
> suggest that you begin there before preceeding any further.
>
>
> Preston
>
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "stocks_bobby"
> <stocks_bobby@> wrote:
>
> Dera Lionel,
> No I do not have any additional material on it and I am also not
> proficient in coding so please help me
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "Lionel Issen" <lissen@>
> wrote:
>
> Is there any additional documentation for the Hull moving average?
>
>
> Lionel
>
>
> _____
>
> From: equismetastock@xxxxxxxxxxxxxxx
> On Behalf Of stocks_bobby
> Sent: Friday, October 27, 2006 1:34 AM
> To: equismetastock@xxxxxxxxxxxxxxx
> Subject: [EquisMetaStock Group] Expert and Explorer from Hull
> Moving Average
>
>
> Dear Memebrs,
> The following is the formula for Hull Moving average-
> ___________________6________________________________
>
> period:=Input("period",1,200,20); sqrtperiod:=Sqrt(period);
> Mov(2*Mov(C,period/2,W) - Mov(C,period,W),LastValue(sqrtperiod),W);
> ________________6___________________________________
>
> Can any body help me in coding this formula for making an expert
> and an explorer.I do not know anything abouit coding.
> I would be indebted
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