Hull Moving Average Trading System |
//www.aflcode.com _SECTION_BEGIN("Hull Moving Average"); /***************************************/ /* Hull Moving Average version 1.0 */ /* by Avi b a */ /* The Hull Moving Average solves the age old dilemma of making a moving average more responsive to current price activity whilst maintaining curve smoothness... read more at-(Had to omit this link in order to post)/***************************************/ SetChartBkColor(16); Period = Param("Period",3,1,100,1); Hull= WMA( 2*WMA(C,int(3/2))- WMA(C,3),int(sqrt(Period))); Period = Param("Period",5,1,100,1); Hull5 = WMA( 2*WMA(C,int(5/2))-WMA(C,5),int(sqrt(Period))); Period = Param("Period",7,1,100,1); Hull7 = WMA( 2*WMA(C,int(7/2))- WMA(C,7),int(sqrt(Period))); Period = Param("Period",9,1,100,1); Hull9 = WMA( 2*WMA(C,int(9/2))- WMA(C,9),int(sqrt(Period))); Period = Param("Period",11,1,100,1); Hull11 = WMA( 2*WMA(C,int(11/2))- WMA(C,11),int(sqrt(Period))); Period = Param("Period",13,1,100,1); Hull13 = WMA( 2*WMA(C,int(13/2))- WMA(C,13),int(sqrt(Period))); Period = Param("Period",21,1,100,1); Hull21 = WMA( 2*WMA(C,int(21/2))- WMA(C,21),int(sqrt(Period))); Period = Param("Period",24,1,100,1); Hull24= WMA( 2*WMA(C,int(24/2))- WMA(C,24),int(sqrt(Period))); Period = Param("Period",27,1,100,1); Hull27 = WMA( 2*WMA(C,int(27/2))- WMA(C,27),int(sqrt(Period))); Period = Param("Period",30,1,100,1); Hull30 = WMA( 2*WMA(C,int(30/2))- WMA(C,30),int(sqrt(Period))); Period = Param("Period",33,1,100,1); Hull33 = WMA( 2*WMA(C,int(33/2))- WMA(C,33),int(sqrt(Period))); Period = Param("Period",38,1,100,1); Hull38 = WMA( 2*WMA(C,int(38/2))- WMA(C,38),int(sqrt(Period))); for( i = 1 ; i < BarCount-2; i++ ) { if (hull[i] <hull[i-1] && hull[i] <hull[i+1]) Lpml[i]=1; else Lpml[i] =0; if (hull[i] >hull[i-1] && hull[i] >hull[i+1]) Lpmh[i]=1; else Lpmh[i] =0; } GR =ExRem(LpmH,Lpmh); RD =ExRem(Lpml,Lpml); Plot(Hull," Hull3",43,1); Plot(Hull5," Hull5",43,1); Plot(Hull7," Hull7",43,1); Plot(Hull9," Hull9",43,1); Plot(Hull11," Hull11",43,1); Plot(Hull13," Hull13",43,1); Plot(Hull21," Hull21",33,1); Plot(Hull24," Hull24",33,1); Plot(Hull27," Hull27",33,1); Plot(Hull30," Hull30",33,1); Plot(Hull33," Hull33",33,1); Plot(Hull38," Hull38",33,1); SetChartOptions(2, chartWrapTitle ); Plot(C,"",4,64); _SECTION_END();
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