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, 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") );
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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