tomm1111
202 posts
msg #71687
- Ignore tomm1111
modified |
2/24/2009 12:07:45 AM
That explains it alright. The hull theoretically doesn't have any lag therefore will not make a good crossover.
Thanks for pointers on the variable names. At times, coming up with variable names requires more concentration than what I'm actually trying to do with 'em. :o) Thanks chetron
tomm
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tomm1111
202 posts
msg #71689
- Ignore tomm1111
modified |
2/24/2009 12:38:58 AM
Here are a few Hull Moving Average filters for various periods. Due to a limitation in SF some calculations took place outside the filter. If you want to change the period do the following: Look at the first filter below (5 day period). There are 3 moving average numbers used in fast1, fast3, and fastavg. (3,5,3)
First number = ceil(period/2); 3 in the filter below
Second number = period; 5 in the filter below
Third number = ceil(sqrt(period)); 3 in the filter below
ceil is the next highest whole integer. For example: sqrt(5) = 2.24 Therefore, ceil(2.24) = 3
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ericdarby
6 posts
msg #101058
- Ignore ericdarby |
6/4/2011 1:22:30 AM
I can't seem draw a Hull Moving Average on my charts, and I couldn't seem to locate how to do this on any of the forum posts.
Neither one of these seem to work:
draw /* 5 Day Hull Moving Average */
draw HMA(5)
Thanks for any assistance.
Eric
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four
5,087 posts
msg #101059
- Ignore four
modified |
6/4/2011 2:00:40 AM
Eric,
(1) This doesn't work because the use of /* */ indicates a comment. A comment is not 'seen' as code and is ignored. A comment is provided by a programmer to provide explanation.
(1) draw /* 5 Day Hull Moving Average */
- - - - -
(2) This doesn't work because StockFetcher does not, currently, offer 'HMA'. Perhaps they might add this indicator.
(2) draw HMA(5)
- - - - -
(3) tomm1111 has provided his way of creating HMA using StockFetcher (see posts in this discussion and modify for your needs).
- - -
Information
http://www.traders.com/Documentation/FEEDbk_docs/2010/12/Gardner.html
Discusses the calculation of Hull Moving Average
http://www.alanhull.com/
--
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ericdarby
6 posts
msg #101077
- Ignore ericdarby |
6/4/2011 10:44:47 PM
Thanks four. I appreciate the fast reply.
Kind regards,
Eric
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dreyer
1 posts
msg #123244
- Ignore dreyer |
3/18/2015 8:54:29 AM
Is there a way to review this screener for the Hull moving average? I get over 3000 results, which I truly doubt.
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pirate67
99 posts
msg #123250
- Ignore pirate67 |
3/18/2015 1:18:38 PM
Dreyer, the only criteria filtering here are lines:
show stocks where the close is above 1
and volume is above 100000
and not otcbb
The rest of the filter sets what is calculated and displayed.
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vict0rchan
5 posts
msg #151031
- Ignore vict0rchan
modified |
3/1/2020 10:40:35 PM
Just my 2 cents. Here is a version with much less lines achieving the same result:
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