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, 10 );
Delay = 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") );
This (or something close to it) was posted on this list not too long ago, I
am not using this formula personally.
herman
-----Original Message-----
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED]
Behalf Of Tom Tom
Sent: December 7, 2006 12:05 PM
To: amibroker@yahoogroups.com
Subject: Re: [amibroker] Jurik Moving Average JMA
Hi,
Maybe we can go on this thread on amibroker-ts and merge it with the thread
"RE: [amibroker-ts] Re: Moving Average... one more again : )".
It is an attempt to list different MA know here and there
feature/quality/etc...
For now we got :
- FIR : weighted MA (classic original MA with all weigths to one,
triangular, etc...)
- All classic IIR : EMA/DEMA/TEMA
- The John Ehler's MA : Median Filter, Median-MA Difference Filter, Ehlers
Filter, MAMA, FRAMA, Laguerre Filter adaptive or not adaptive
- Others : T3, Jurik MA, Alan Hull's MA, KAMA, VIDYA
As we are on MA, i just posted to the library an AFL a few days ago for
Laguerre Adpative Filter from John Ehler's.
Herman, i don't know Alan Hull's MA. I search it on the AFL list with "Alan
Hull", "Allan" or "Hull" keywords... but return me nothing. Can you post the
link please. Is it useful ? How based on your experience ? Thanks.
It make me think that maybe if we can have the search option with the add
option to search through the AFL code too and the people's remarks, will be
more powerfull... this way we can find some code, or any remarks about a
keyword... etc. I think this library is one of the powerfull thing for
Amibroker so it can be more good with such search option.
And maybe add the same but for script in VBS, Java (script or not) or C(++),
etc..., so people can post utility function VBS or others that can greatly
speed up creation of new AFL indicators containing script part.
Cheers,
Mich.
----- Original Message -----
From: Herman
To: amibroker@yahoogroups.com
Sent: Thursday, December 07, 2006 3:30 PM
Subject: RE: [amibroker] Jurik Moving Average JMA
Hello,
Did you try the Tilson's T3 and Alan Hull's MA? Both are available in afl.
Before buying and expensive formula you might want to try find a
formula-owner who is willing to test it in "your" formula for you. Not all
systems benefit from using a minimum lag indicator.
Best regards,
herman
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