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kempferts2997
 Posted : Friday, September 21, 2012 12:28:41 AM
Gold Customer

Joined: 12/30/2004
Posts: 45

Would someone be so kind as to put this Hull Moving Average formula, taken from SF 5, and put it into an Indicator to be used in TC200?  Thank you . . . .

'Hull Moving Average
'# Period = UserInput.Integer = 21
Plot = Single.NaN
If isLastBar Then
If InputCount >= Period + Period ^ .5 - 1 Then
Dim P(3) As Integer
P(0) = Period
P(1) = Period / 2
P(2) = Period ^ .5
Dim Den(2) As Integer
Dim Sum(2) As Single
Dim FwSum(2) As Single
For i As Integer = 0 To 2
Sum(i) = 0
FwSum(i) = 0
Den(i) = (P(i) + 1) * P(i) / 2
Next
Dim Past(1,P(2)) As Single
For bar As Integer = 1 To InputCount
P(3) = bar Mod P(2)
If Bar <= P(0) Then
FwSum(0) += P(0) * Price.Last(InputCount - bar) - Sum(0)
Sum(0) += Price.Last(InputCount - bar)
Else
FwSum(0) += P(0) * Price.Last(InputCount - bar) - Sum(0)
Sum(0) += Price.Last(InputCount - bar) - Price.Last((InputCount - bar) + P(0))
End If
If Bar <= P(1) Then
FwSum(1) += P(1) * Price.Last(InputCount - bar) - Sum(1)
Sum(1) += Price.Last(InputCount - bar)
Else
FwSum(1) += P(1) * Price.Last(InputCount - bar) - Sum(1)
Sum(1) += Price.Last(InputCount - bar) - Price.Last((InputCount - bar) + P(1))
End If
If bar >= P(0) And bar <= P(0) + P(2) - 1 Then
FwSum(2) += P(2) * (2 * FwSum(1) / Den(1) - FwSum(0) / Den(0)) - Sum(2)
Sum(2) += 2 * FwSum(1) / Den(1) - FwSum(0) / Den(0)
End If
If bar > P(0) + P(2) - 1 Then
FwSum(2) += P(2) * (2 * FwSum(1) / Den(1) - FwSum(0) / Den(0)) - Sum(2)
Sum(2) += (2 * FwSum(1) / Den(1) - FwSum(0) / Den(0)) - _
(2 * Past(1, P(3)) / Den(1) - Past(0, P(3)) / Den(0))
End If
For i As Integer = 0 To 1
Past(i, P(3)) = FwSum(i)
Next
If Bar >= P(0) + P(2) - 1 Then AddToOutput(InputDate(bar - 1), FWSum(2) / Den(2))
Next
End If
End If

Bruce_L
 Posted : Friday, September 21, 2012 8:36:34 AM

Worden Trainer

Joined: 10/7/2004
Posts: 65,138

It is not possible to create a generalized version as a Custom PCF Indicator, but there are numerous posts in the forums containing Indicator Formulas for Hull Moving Averages of specific periods.

-Bruce
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