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:[EMAIL PROTECTED]>
*To:* [email protected] <mailto:[email protected]>
*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
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