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[amibroker] Hull Moving Average



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Interesting moving average calculation with minimal lag.

Got this from the monthly Ensign Windows newsletter.

Seems to work.

FYI.

Ken

Note: my background is grey

// Hull Moving Avg
// WMA (2 x  WMA(Price,Integer(Period/2)) -
WMA(Price,Period),Integer(SquareRoot(Period)))
Per=Param("Per",10,4,55,1);
X = 2 * WMA(C,int(Per/2)) - WMA(C,Per);
HMA = WMA(X,int(sqrt(Per)));
Plot(MA(C,Per),"SMA",1,1);
Plot(C,Name(),6,1);
Plot(HMA,"Hull MA",4,1);

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