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anyone have the hull ma code for auto-trading with mc 64, ms os 7.0 pro?


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anyone have the hull ma code for auto-trading with mc 64, ms os 7.0 pro?

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quantum777
vancouver, washington/usa
 
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anyone have the hull ma code for auto-trading with mc 64, ms os 7.0 pro?

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 choke35 
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The general formula for the Hull Moving Average (HMA) is

HMA(n) = WMA(2*WMA(n/2)-WMA(n),SQR(n))

where WMA = Weigthed Moving Average ; n = period length.

For WMA vs (S)MA see: What's the difference between [AUTOLINK]moving average[/AUTOLINK] and weighted [AUTOLINK]moving average[/AUTOLINK]? (AAPL)

For a NinjaTrader implementation see: https://nexusfi.com/local_links_search.php?action=show&keys=1&keyword=hull


P.S.: S&C featured the HMA in December 2010; the issue contains the sample code for different languages and trading platforms.

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Last Updated on June 30, 2015


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