Attachments:
lsmah47120.gif - 15 KB, downloaded 10,573 time(s).

Attachments:
lsmah47120-2.gif - 21 KB, downloaded 10,495 time(s).

[QUOTE=Bruce_L]Welcome to the forums. A very good foundation for learning how to use TeleChart can be gained by reviewing the following:

If you are new to TeleChart READ THIS FIRST!

One way to write a formula for a 20-Period Hull Moving Average is:

124 * C / 1155 + 92 * C1 / 525 + 4777 * C2 / 23100 + 79 * C3 / 385 + 401 * C4 / 2310 + 164 * C5 / 1155 + 17 * C6 / 154 + 13 * C7 / 165 + 109 * C8 / 2310 + 6 * C9 / 385 - 37 * C10 / 2310 - 191 * C11 / 5775 - 151 * C12 / 3850 - 4 * C13 / 105 - C14 / 30 - C15 / 35 - C16 / 42 - 2 * C17 / 105 - C18 / 70 - C19 / 105 - C20 / 210 - C21 / 525 - C22 / 2100

Bruce,  I'm confused as to why there are 23 (c to c22) daily periods in the formula for a 20-period HMA.  Although I've researched the HMA formula, I don't understand how you structured this PCF - I was expecting perhaps some parentheses to simplfy it into the various math operations.  I need a PCF for a 55-day HMA,  Can you show how it should be structured?  If it would be earier to just provide it, that would be fine also.  You do a great job helping all of us with these PCFs!  Thanks!  PS - I suspect the Hull MA will become more popular - perhaps it could be added to the standard indicators for TC200 with a parameter for setting the desired period. Possible, or no because of the code language?

The Hull Moving Average topic which is the first reference at the bottom of the very post you quoted goes into the calculations of the Hull Moving Average. In the case of the 20-Period Hull Moving Average, it is the 4-Period Front Weighted Moving Average of the difference between two times the 10-Period Front Weighted Moving Average of Price and the 20-Period Front Weighted Moving Average of Price. So something like (this is not valid syntax and cannot be used in TC2000 PCF):

FWAVG(2 * FWAVG10 - FWAVG20, 4)

The three extra terms are the result of the 4-Period Front Weighted Moving Average being applied to the 20-Period Front Weighted Moving Average.

So a 55-Period Hull Moving Average would be (again, the syntax is not valid):

FWAVG(2 * FWAVG27 - FWAVG55, 7)

Which can be expressed using valid syntax with the following Indicator Formula:

(31185 * C + 56564 * C1 + 76330 * C2 + 90676 * C3 + 99795 * C4 + 103880 * C5 + 103124 * C6 + 97720 * C7 + 92316 * C8 + 86912 * C9 + 81508 * C10 + 76104 * C11 + 70700 * C12 + 65296 * C13 + 59892 * C14 + 54488 * C15 + 49084 * C16 + 43680 * C17 + 38276 * C18 + 32872 * C19 + 27468 * C20 + 22064 * C21 + 16660 * C22 + 11256 * C23 + 5852 * C24 + 448 * C25 - 4956 * C26 - 10360 * C27 - 14224 * C28 - 16768 * C29 - 18212 * C30 - 18776 * C31 - 18680 * C32 - 18144 * C33 - 17388 * C34 - 16632 * C35 - 15876 * C36 - 15120 * C37 - 14364 * C38 - 13608 * C39 - 12852 * C40 - 12096 * C41 - 11340 * C42 - 10584 * C43 - 9828 * C44 - 9072 * C45 - 8316 * C46 - 7560 * C47 - 6804 * C48 - 6048 * C49 - 5292 * C50 - 4536 * C51 - 3780 * C52 - 3024 * C53 - 2268 * C54 - 1512 * C55 - 945 * C56 - 540 * C57 - 270 * C58 - 108 * C59 - 27 * C60) / 1164240

Bruce - could you provide a more generic formula for the Hull Moving Average - something on the order of X * C + Y * C1......  and what x, y, etc. consist of.  I'm looking at entering PCFs for HULL MAs of different time frames than you've listed (9, 20, 40, 100, etc) and unfortunately haven't been able to figure out how the numbers for each are calculated.

I would also like to add a suggestion - please add the Hull Moving Average as a PCF so that all we have to do is call it and enter a number of periods, etc. 

The Hull Moving Average topic explores the calculations. I cannot think of a way to create a generic X * C + Y * C1.... type formula for this. You have to actually do the calcualtions to get the values of X, Y, etc....

Thank you for your suggestion.

Id like a 70 perod Hull Mav.

Thanks 

One way to create an Indicator Formula for a 70-period Hull moving average is:

(14840 * C + 27329 * C1 + 37529 * C2 + 45502 * C3 + 51310 * C4 + 55015 * C5 + 56679 * C6 + 56364 * C7 + 54132 * C8 + 51900 * C9 + 49668 * C10 + 47436 * C11 + 45204 * C12 + 42972 * C13 + 40740 * C14 + 38508 * C15 + 36276 * C16 + 34044 * C17 + 31812 * C18 + 29580 * C19 + 27348 * C20 + 25116 * C21 + 22884 * C22 + 20652 * C23 + 18420 * C24 + 16188 * C25 + 13956 * C26 + 11724 * C27 + 9492 * C28 + 7260 * C29 + 5028 * C30 + 2796 * C31 + 564 * C32 - 1668 * C33 - 3900 * C34 - 6132 * C35 - 7796 * C36 - 8963 * C37 - 9704 * C38 - 10090 * C39 - 10192 * C40 - 10081 * C41 - 9828 * C42 - 9504 * C43 - 9180 * C44 - 8856 * C45 - 8532 * C46 - 8208 * C47 - 7884 * C48 - 7560 * C49 - 7236 * C50 - 6912 * C51 - 6588 * C52 - 6264 * C53 - 5940 * C54 - 5616 * C55 - 5292 * C56 - 4968 * C57 - 4644 * C58 - 4320 * C59 - 3996 * C60 - 3672 * C61 - 3348 * C62 - 3024 * C63 - 2700 * C64 - 2376 * C65 - 2052 * C66 - 1728 * C67 - 1404 * C68 - 1080 * C69 - 756 * C70 - 504 * C71 - 315 * C72 - 180 * C73 - 90 * C74 - 36 * C75 - 9 * C76) / 805140

I second that. Please include the Hull moving average in the default list of indicators.

Thank you for your suggestion.

Bruce,

Do you have an excel spreadsheet to calculate Hull Moving Average?  If so, would there be anyway that I (we) could get a copy of it?

Also, please add Hull MA to the list of indicators for the program.

Thanks.

Thank you for your suggestion.

I kind of have a spreadsheet for this, but it happens to be the least user friendly spreadsheet in my arsenal and it definitely isn't worth sharing. Changing the period involves a lot of manual work.

It actually has a different sheet for every period I have constructed so far. When I need a new period, I copy an existing sheet which has a square root of the period which is the same or as close as possible to the new period. I then manually add columns and rows and adjust formulas to construct the new sheet. I normally need a few tries to get the denominator right.

Even then, the spreadsheet only gives me what I need at a minimum to create the formula. Once I have copied and pasted the results into a text editor, I still need to add some formatting and replace the + -x sections of the formula with - x instead.

Bruce, the real power of the Hull Moving Average is in the Up and Down color changes. I noticed the indicator you created below does not have that feature, can that be programmed in.  I had this indicator from Tradestation for years but now I"m on TC2000 and I don't know how to program the color changes..  Please advise. 

This is how we programmed the up/down color in Tradestation, can this be done in TC2000?

if (Value1 > Value1[1]) then begin

SetPlotColor[colourDeltaBar](1, upColour);

end;

if (Value1 < Value1[1]) then begin

SetPlotColor[colourDeltaBar](1, downColour);

end;

It is not possible to paint either the Hull Moving Average or price in TC2000 based on if the net change in the Hull Moving Average is positive or negative.

You could add a Rate of Change indicator (it doesn't matter if it is % or not) to the chart and change the Data Source to the Hull Moving Average. If the period of the ROC indicator is set to 1 and the Plot Style is set to Histogram, then you could have the Rate of Change indicator have different colors depending on if it is above or below zero, but there is no way to then apply those colors to another indicator.

Change Data Source (3:38)

Got it, thanks Bruce, that kind of works....

Unfortunately, "kind of works" was the best I could figure out in this case.

Bruce

Is the size of the PCFs stopping you from using the form

ABS(HULL>HULL.1)*HULL

ABS(HULL<HULL.1)*HULL

with green and red dots for example?

Not really, I just never think of plotting moving averages as dots and it can't be done with the line Plot Style. So I didn't suggest it because of personal bias more than anything else.

I use colored dots for things like conditions which happen intermittently (and I like the technique a lot). But I find dots for continuous things that are constantly plotted on the chart a bit annoying when zooming in and out because the size of the dots is fixed while the size of the price bars changes. When I get it to look right in one zoom, it generally looks horrible in other zooms.

3-Period Hull Moving Average:

(9 * C - 2 * C1 - C2) / 6

5-Period Hull Moving Average:

(30 * C + 27 * C1 - 7 * C3 - 4 * C4 - C5) / 45

8- Period Hull Moving Average:

(208 * C + 250 * C1 + 157 * C2 + 64 * C3 - 29 * C4 - 50 * C5 - 35 * C6 - 20 * C7 - 5 * C8) / 540

13-Period Hull Moving Average:

(351 * C + 516 * C1 + 518 * C2 + 380 * C3 + 242 * C4 + 104 * C5 - 34 * C6 - 94 * C7 - 102 * C8 - 84 * C9 - 66 * C10 - 48 * C11 - 30 * C12 - 12 * C13 - 3 * C14) / 1638

16-Period Hull Moving Average:

(1600 * C + 2564 * C1 + 2951 * C2 + 2820 * C3 + 2230 * C4 + 1640 * C5 + 1050 * C6 + 460 * C7 - 130 * C8 - 448 * C9 - 562 * C10 - 540 * C11 - 450 * C12 - 360 * C13 - 270 * C14 - 180 * C15 - 90 * C16 - 36 * C17 - 9 * C18) / 12240

If you are going to plot these on the chart, you will add Custom PCF Indicators. Each Custom PCF Indicator will have its own color setting which can be adjusted so you can tell the moving averages apart.

Adding and Moving Indicators (7:19)

Can you please help me with the following PCFs:

Hull Moving Average:

(1)  for HMA8 "crossing above" HMA13   on the daily time frame

(2) for HMA8  "crossing below"HMA13   on the daily time frame

(3)   an example of conditonal PCF of   HMA3 "being above"  HMA8  on daily time frame

Can one readiy change the time frames of the above daily time frame PCFs

Where can I find the PCF reference guide to learn more about writing PCFs?

Is  there a  .pdf  PCF reference guide that one can download?