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Hull Moving Average (HMA) for Amibroker (AFL)

kaiji over 16 years ago Amibroker (AFL)

  • Rating:
    4 / 5 (Votes 3)
  • Tags:
    amibroker, moving average

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

Indicator / Formula

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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
almost 9 years ago

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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