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Registered User
Joined: 12/2/2004
Posts: 6
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Hi,
I'm looking for a Custom Indicator formula that would show a 16 day & a 36 day Hull moving avg., that
would show possible buy points. Could you help me with this. Everything I can find only talks about
using one Hull moving avg.
Thanks,
Bill H.
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Well I think you could create the 16-Period Hull Moving Average as:
(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
And the 36-Period Hull Moving Average as:
(11880 * C + 21006 * C1 + 27507 * C2 + 31512 * C3 + 33150 * C4 + 32550 * C5 + 29841 * C6 + 27132 * C7 + 24423 * C8 + 21714 * C9 + 19005 * C10 + 16296 * C11 + 13587 * C12 + 10878 * C13 + 8169 * C14 + 5460 * C15 + 2751 * C16 + 42 * C17 - 2667 * C18 - 4488 * C19 - 5569 * C20 - 6058 * C21 - 6103 * C22 - 5852 * C23 - 5453 * C24 - 5054 * C25 - 4655 * C26 - 4256 * C27 - 3857 * C28 - 3458 * C29 - 3059 * C30 - 2660 * C31 - 2261 * C32 - 1862 * C33 - 1463 * C34 - 1064 * C35 - 665 * C36 - 380 * C37 - 190 * C38 - 76 * C39 - 19 * C40) / 265734
That said, I do not know how you wish to combine them.
Hull Moving Average
sombody can help with hull moving avarege
Hull Moving Averages for Longer Periods
Plotting Custom Indicators with Examples
PCF Formula Descriptions
Handy PCF example formulas to help you learn the syntax of PCFs!
-Bruce
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Registered User
Joined: 12/2/2004
Posts: 6
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Hi Bruce,
What I want to do is use these two moving averages to hopefully show a better buy and sell point
when the 16 day moves up thru or down thru the 36 day MA.
The formulas work fine, but it doesn't look like it gives a better signal than a good stochastics indicator.
I'll have to do more testing and will let you know.
Thanks for your help.
Would it be asking to much for a PCF that shows the 16 D Hull MA crossing up thru the 36 D Hull MA.
Thanks again,
Bill H.
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Please try the following:
(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 > (11880 * C + 21006 * C1 + 27507 * C2 + 31512 * C3 + 33150 * C4 + 32550 * C5 + 29841 * C6 + 27132 * C7 + 24423 * C8 + 21714 * C9 + 19005 * C10 + 16296 * C11 + 13587 * C12 + 10878 * C13 + 8169 * C14 + 5460 * C15 + 2751 * C16 + 42 * C17 - 2667 * C18 - 4488 * C19 - 5569 * C20 - 6058 * C21 - 6103 * C22 - 5852 * C23 - 5453 * C24 - 5054 * C25 - 4655 * C26 - 4256 * C27 - 3857 * C28 - 3458 * C29 - 3059 * C30 - 2660 * C31 - 2261 * C32 - 1862 * C33 - 1463 * C34 - 1064 * C35 - 665 * C36 - 380 * C37 - 190 * C38 - 76 * C39 - 19 * C40) / 265734 AND (1600 * C1 + 2564 * C2 + 2951 * C3 + 2820 * C4 + 2230 * C5 + 1640 * C6 + 1050 * C7 + 460 * C8 - 130 * C9 - 448 * C10 - 562 * C11 - 540 * C12 - 450 * C13 - 360 * C14 - 270 * C15 - 180 * C16 - 90 * C17 - 36 * C18 - 9 * C19) / 12240 <= (11880 * C1 + 21006 * C2 + 27507 * C3 + 31512 * C4 + 33150 * C5 + 32550 * C6 + 29841 * C7 + 27132 * C8 + 24423 * C9 + 21714 * C10 + 19005 * C11 + 16296 * C12 + 13587 * C13 + 10878 * C14 + 8169 * C15 + 5460 * C16 + 2751 * C17 + 42 * C18 - 2667 * C19 - 4488 * C20 - 5569 * C21 - 6058 * C22 - 6103 * C23 - 5852 * C24 - 5453 * C25 - 5054 * C26 - 4655 * C27 - 4256 * C28 - 3857 * C29 - 3458 * C30 - 3059 * C31 - 2660 * C32 - 2261 * C33 - 1862 * C34 - 1463 * C35 - 1064 * C36 - 665 * C37 - 380 * C38 - 190 * C39 - 76 * C40 - 19 * C41) / 265734
-Bruce
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Registered User
Joined: 7/25/2006
Posts: 19
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Hi Bruce,
Is the Hull MA {HMA(n) = WMA(2*WMA(n/2) – WMA(n)),sqrt(n))} available in StockFinder?
Thanks
Robert
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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ProgBob,
It is not one of StockFinder's built in Indicators. That said, you could replace everything after the Inherits line in the Class tab of the RealCode Editor of a RealCode Indicator with the following (you'll need to Drag and Drop it onto Price History and select Overlay with with Price History to get it in the same Pane as Price as possibly right-click on it and select Scaling | Scale With | Price History to get it in the same Scale as Price):
Public Overrides function Plot() as System.Single
'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
End Function
End Class
-Bruce
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Registered User
Joined: 7/25/2006
Posts: 19
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Bruce,
That's exactly what I was looking for.
Thanks,
Robert
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Registered User
Joined: 12/2/2004
Posts: 6
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Hi Bruce,
Thanks for your PCF on Hull 16 & 36 D MA crossover. The formula worked fine, just didn't give the good buy or sell signals that I had hoped for.
Thanks,
billyjoeh2000
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Registered User
Joined: 8/4/2008
Posts: 7
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Bruce:
When trying to recreate the Hull Moving Average using your code above in the Realcode Editor, I get several error messages as follows:
Line 0: 'Public Overrides Function Plot() As Single' has multiple definitions with identical signatures.
Line 9: Statement cannot appear within a method body. End of method assumed.
'End Function' must be preceded by a matching 'Function'.
'End Class' must be preceded by a matching 'Class'.
Your text preceding the code references a 'Inherits line' in the 'Class tab'. Unfortunately, I don't understand what that means. Please help.
Victor
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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thebull,
When you select Add Indicator/Condition to Chart | New RealCode Indicator, give the Indicator a name and select OK, it should bring up the RealCode Editor.
Between the area where you edit the RealCode and the area where the error messages are returned there should be two tabs. One of the tabs is Code and the other tab is Class. You need to select the Class tab.
The third line in the Class tab should start with Inherits. You need to leave this line and the two lines above it intact. Everything below the Inherits line needs to be replaced with the RealCode given in my Monday, July 19, 2010 8:36:57 AM ET post.
RealCode for Real People: Indicators
-Bruce
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Registered User
Joined: 8/4/2008
Posts: 7
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Bruce:
It works. Thank you.
Victor
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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thebull,
You're welcome.
-Bruce
Personal Criteria Formulas
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