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Hull Moving Average (HMA) for Amibroker (AFL)
kaiji
over 9 years ago
Amibroker (AFL)

Rating:
4 / 5 (Votes 2)
Tags:
amibroker, moving average

A very smoothed out moving average with little lag. Very similar to the Jurik moving average.

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Indicator / Formula

Copy & Paste Friendly
Period = Param("Period:", 20, 1, 200);
SqrtPeriod = Param("Square Root of Period:", 4, 1, 20);

HullMA = WMA(2 * WMA(C, Period / 2) - WMA(C, Period), SqrtPeriod);
Plot(HullMa, _DEFAULT_NAME(), ParamColor("Hull Moving Average Color", colorBlue));

1 comments

1. d9

Error in formula…

Should be:

Period = Param("Period:", 20, 1, 200);
SqrtPeriod = sqrt(Param("Square Root of Period:", 4, 1, 20));

HullMA = WMA(2 * WMA(C, Period / 2) - WMA(C, Period), SqrtPeriod);
Plot(HullMa, _DEFAULT_NAME(), ParamColor("Hull Moving Average Color", colorBlue));

—d9

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