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Dear Jose,
Thanks for your reply and advice.
what i need is a expert which goes bullish when Hull Ma crosses Price
line in upward direction and bearish when hull ma crosses price lien
in downward direction.
--- In equismetastock@xxxxxxxxxxxxxxx, "Jose Silva" <josesilva22@xxx>
wrote:
>
> Preston, the "sqrtperiod" variable in the original formula defaults
> to a 4.47 value, and is a square root function of the input periods.
> Perhaps it should not be adjustable.
>
> sqrtperiod:=Sqrt(period);
>
>
> Here is an example for signals based on the Hull MA:
>
> =========
> MA - Hull
> =========
> ---8<------------------------------------
>
> { Hull Moving Average & crossover signals.
>
> ©Copyright 2006 Jose Silva.
> The grant of this license is for personal use
> only - no resale or repackaging allowed.
> Trade signals at your own risk.
> http://www.metastocktools.com }
>
> { Indicator inputs }
> plot:=Input("plot: [1]Hull MA, [2]Crossover Signals",1,2,2);
> pds:=Input("Hull MA periods",1,252,21);
> delay:=Input("Entry and Exit delay",0,5,0);
>
> { Hull MA }
> sqrtpds:=LastValue(Sqrt(pds));
> hma:=Mov(2*Mov(C,pds/2,W)-Mov(C,pds,W),sqrtpds,W);
>
> { Crossover signals }
> entry:=Cross(C,hma) AND hma>Ref(hma,-1) AND C>hma*1.01;
> exit:=Cross(hma,C) AND hma<Ref(hma,-1);
>
> { Clean signals }
> init:=Cum(IsDefined(entry+exit))=1;
> bin:=ValueWhen(1,entry-exit<>0 OR init,entry);
> long:=bin*(Alert(bin=0,2) OR entry*Cum(entry)=1);
> short:=(bin=0)*(Alert(bin,2) OR exit*Cum(exit)=1);
> signals:=Ref(long-short,-delay);
>
> { Plot HMA on price chart, signals in own window }
> If(plot=1,hma,signals)
>
> ---8<------------------------------------
>
>
> jose '-)
> http://www.metastocktools.com
>
>
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@> wrote:
> >
> > Bobby,
> >
> > I'll guide you but I won't do it for you.
> >
> > Let's first consider what you have...its a moving average.
> > The long version is:
> >
> > {Hull MA}
> > period:=Input("Period",1,200,20) ;
> > sqrtperiod:=Input("Square Root of Period",1,20,4);
> > Mov(2*(Mov(C,period/2,W))-Mov(C,period,W),sqrtperiod,W);
> > {end}
> >
> > Notice that in the long version you have input options that are not
> > available in your shortened version. The biggest difference is in
> > the ability to change the square root lookback period. You can
> > square root the whole lookback period or just a few of them. Your
> > version defaults to 20 and the long version allows you to choose
> > from 4 to 20 periods.
> >
> > What you should do is place the indicator on a chart and determine
> > what it is you will want to do with it. Do you want a simple cross
> > over system, macd type indicator or some other derivative formula?
> > You will also need to determine how you are going to approach the
> > lookback periods. Will you square root some of the lookback periods
> > or all of them.
> >
> > Since you are really just looking at a moving average any formula
> > that uses moving averages is a possible candidate for the Hull MA.
> > What you would be doing is simply replacing the used MA with the
> > Hull MA. You can then decide how you wish to approach your expert
> > and explorer.
> >
> > If you have not read the users manual or formula primer, I would
> > suggest that you begin there before preceeding any further.
> >
> >
> > Preston
> >
> >
> >
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx, "stocks_bobby"
> > <stocks_bobby@> wrote:
> >
> > Dera Lionel,
> > No I do not have any additional material on it and I am also not
> > proficient in coding so please help me
> >
> >
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx, "Lionel Issen" <lissen@>
> > wrote:
> >
> > Is there any additional documentation for the Hull moving average?
> >
> >
> > Lionel
> >
> >
> > _____
> >
> > From: equismetastock@xxxxxxxxxxxxxxx
> > On Behalf Of stocks_bobby
> > Sent: Friday, October 27, 2006 1:34 AM
> > To: equismetastock@xxxxxxxxxxxxxxx
> > Subject: [EquisMetaStock Group] Expert and Explorer from Hull
> > Moving Average
> >
> >
> > Dear Memebrs,
> > The following is the formula for Hull Moving average-
> > ___________________6________________________________
> >
> > period:=Input("period",1,200,20); sqrtperiod:=Sqrt(period);
> > Mov(2*Mov(C,period/2,W) - Mov(C,period,W),LastValue(sqrtperiod),W);
> > ________________6___________________________________
> >
> > Can any body help me in coding this formula for making an expert
> > and an explorer.I do not know anything abouit coding.
> > I would be indebted
>
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