| Welcome Guest, please sign in to participate in a discussion. | Search | Active Topics | |
Registered User
Joined: 10/19/2008
Posts: 33
|
I see by studying past posts that Bruce has developed many PCFs for Hull Moving averages for a number of periods. Could you please provide me with the formula for 156 and 208 periods as well as the Boolean formula for those periods that distiguish between upward and downward sloping sections.
Thanks for your help.
|
|
Worden Trainer
Joined: 10/7/2004
Posts: 65,138
|
An Indicator Formula for the 156-Period Hull Moving Average could be written as:
(439920 * C + 836592 * C1 + 1190565 * C2 + 1502388 * C3 + 1772610 * C4 + 2001780 * C5 + 2190447 * C6 + 2339160 * C7 + 2448468 * C8 + 2518920 * C9 + 2551065 * C10 + 2545452 * C11 + 2502630 * C12 + 2459808 * C13 + 2416986 * C14 + 2374164 * C15 + 2331342 * C16 + 2288520 * C17 + 2245698 * C18 + 2202876 * C19 + 2160054 * C20 + 2117232 * C21 + 2074410 * C22 + 2031588 * C23 + 1988766 * C24 + 1945944 * C25 + 1903122 * C26 + 1860300 * C27 + 1817478 * C28 + 1774656 * C29 + 1731834 * C30 + 1689012 * C31 + 1646190 * C32 + 1603368 * C33 + 1560546 * C34 + 1517724 * C35 + 1474902 * C36 + 1432080 * C37 + 1389258 * C38 + 1346436 * C39 + 1303614 * C40 + 1260792 * C41 + 1217970 * C42 + 1175148 * C43 + 1132326 * C44 + 1089504 * C45 + 1046682 * C46 + 1003860 * C47 + 961038 * C48 + 918216 * C49 + 875394 * C50 + 832572 * C51 + 789750 * C52 + 746928 * C53 + 704106 * C54 + 661284 * C55 + 618462 * C56 + 575640 * C57 + 532818 * C58 + 489996 * C59 + 447174 * C60 + 404352 * C61 + 361530 * C62 + 318708 * C63 + 275886 * C64 + 233064 * C65 + 190242 * C66 + 147420 * C67 + 104598 * C68 + 61776 * C69 + 18954 * C70 - 23868 * C71 - 66690 * C72 - 109512 * C73 - 152334 * C74 - 195156 * C75 - 237978 * C76 - 280800 * C77 - 323622 * C78 - 358908 * C79 - 387286 * C80 - 409384 * C81 - 425830 * C82 - 437252 * C83 - 444278 * C84 - 447536 * C85 - 447654 * C86 - 445260 * C87 - 440982 * C88 - 435448 * C89 - 429286 * C90 - 423124 * C91 - 416962 * C92 - 410800 * C93 - 404638 * C94 - 398476 * C95 - 392314 * C96 - 386152 * C97 - 379990 * C98 - 373828 * C99 - 367666 * C100 - 361504 * C101 - 355342 * C102 - 349180 * C103 - 343018 * C104 - 336856 * C105 - 330694 * C106 - 324532 * C107 - 318370 * C108 - 312208 * C109 - 306046 * C110 - 299884 * C111 - 293722 * C112 - 287560 * C113 - 281398 * C114 - 275236 * C115 - 269074 * C116 - 262912 * C117 - 256750 * C118 - 250588 * C119 - 244426 * C120 - 238264 * C121 - 232102 * C122 - 225940 * C123 - 219778 * C124 - 213616 * C125 - 207454 * C126 - 201292 * C127 - 195130 * C128 - 188968 * C129 - 182806 * C130 - 176644 * C131 - 170482 * C132 - 164320 * C133 - 158158 * C134 - 151996 * C135 - 145834 * C136 - 139672 * C137 - 133510 * C138 - 127348 * C139 - 121186 * C140 - 115024 * C141 - 108862 * C142 - 102700 * C143 - 96538 * C144 - 90376 * C145 - 84214 * C146 - 78052 * C147 - 71890 * C148 - 65728 * C149 - 59566 * C150 - 53404 * C151 - 47242 * C152 - 41080 * C153 - 34918 * C154 - 28756 * C155 - 22594 * C156 - 17380 * C157 - 13035 * C158 - 9480 * C159 - 6636 * C160 - 4424 * C161 - 2765 * C162 - 1580 * C163 - 790 * C164 - 316 * C165 - 79 * C166) / 75459852
A Condition Formula for the 156-Period Hull Moving Average moving up is much shorter:
439920 * C + 396672 * C1 + 353973 * C2 + 311823 * C3 + 270222 * C4 + 229170 * C5 + 188667 * C6 + 148713 * C7 + 109308 * C8 + 70452 * C9 + 32145 * C10 + 2394 * C87 + 4278 * C88 + 5534 * C89 + 412854 * AVGC67.90 + 5214 * C157 + 4345 * C158 + 3555 * C159 + 2844 * C160 + 2212 * C161 + 1659 * C162 + 1185 * C163 + 790 * C164 + 474 * C165 + 237 * C166 + 79 * C167 > 5613 * C11 + 2869074 * AVGC67.12 + 35286 * C79 + 28378 * C80 + 22098 * C81 + 16446 * C82 + 11422 * C83 + 7026 * C84 + 3258 * C85 + 118 * C86
An Indicator Formula for a 208-Period Hull Moving Average could be written as:
(911456 * C + 1747574 * C1 + 2509085 * C2 + 3196720 * C3 + 3811210 * C4 + 4353286 * C5 + 4823679 * C6 + 5223120 * C7 + 5552340 * C8 + 5812070 * C9 + 6003041 * C10 + 6125984 * C11 + 6181630 * C12 + 6170710 * C13 + 6093955 * C14 + 6017200 * C15 + 5940445 * C16 + 5863690 * C17 + 5786935 * C18 + 5710180 * C19 + 5633425 * C20 + 5556670 * C21 + 5479915 * C22 + 5403160 * C23 + 5326405 * C24 + 5249650 * C25 + 5172895 * C26 + 5096140 * C27 + 5019385 * C28 + 4942630 * C29 + 4865875 * C30 + 4789120 * C31 + 4712365 * C32 + 4635610 * C33 + 4558855 * C34 + 4482100 * C35 + 4405345 * C36 + 4328590 * C37 + 4251835 * C38 + 4175080 * C39 + 4098325 * C40 + 4021570 * C41 + 3944815 * C42 + 3868060 * C43 + 3791305 * C44 + 3714550 * C45 + 3637795 * C46 + 3561040 * C47 + 3484285 * C48 + 3407530 * C49 + 3330775 * C50 + 3254020 * C51 + 3177265 * C52 + 3100510 * C53 + 3023755 * C54 + 2947000 * C55 + 2870245 * C56 + 2793490 * C57 + 2716735 * C58 + 2639980 * C59 + 2563225 * C60 + 2486470 * C61 + 2409715 * C62 + 2332960 * C63 + 2256205 * C64 + 2179450 * C65 + 2102695 * C66 + 2025940 * C67 + 1949185 * C68 + 1872430 * C69 + 1795675 * C70 + 1718920 * C71 + 1642165 * C72 + 1565410 * C73 + 1488655 * C74 + 1411900 * C75 + 1335145 * C76 + 1258390 * C77 + 1181635 * C78 + 1104880 * C79 + 1028125 * C80 + 951370 * C81 + 874615 * C82 + 797860 * C83 + 721105 * C84 + 644350 * C85 + 567595 * C86 + 490840 * C87 + 414085 * C88 + 337330 * C89 + 260575 * C90 + 183820 * C91 + 107065 * C92 + 30310 * C93 - 46445 * C94 - 123200 * C95 - 199955 * C96 - 276710 * C97 - 353465 * C98 - 430220 * C99 - 506975 * C100 - 583730 * C101 - 660485 * C102 - 737240 * C103 - 813995 * C104 - 879046 * C105 - 933229 * C106 - 977380 * C107 - 1012335 * C108 - 1038930 * C109 - 1058001 * C110 - 1070384 * C111 - 1076915 * C112 - 1078430 * C113 - 1075765 * C114 - 1069756 * C115 - 1061239 * C116 - 1051050 * C117 - 1040025 * C118 - 1029000 * C119 - 1017975 * C120 - 1006950 * C121 - 995925 * C122 - 984900 * C123 - 973875 * C124 - 962850 * C125 - 951825 * C126 - 940800 * C127 - 929775 * C128 - 918750 * C129 - 907725 * C130 - 896700 * C131 - 885675 * C132 - 874650 * C133 - 863625 * C134 - 852600 * C135 - 841575 * C136 - 830550 * C137 - 819525 * C138 - 808500 * C139 - 797475 * C140 - 786450 * C141 - 775425 * C142 - 764400 * C143 - 753375 * C144 - 742350 * C145 - 731325 * C146 - 720300 * C147 - 709275 * C148 - 698250 * C149 - 687225 * C150 - 676200 * C151 - 665175 * C152 - 654150 * C153 - 643125 * C154 - 632100 * C155 - 621075 * C156 - 610050 * C157 - 599025 * C158 - 588000 * C159 - 576975 * C160 - 565950 * C161 - 554925 * C162 - 543900 * C163 - 532875 * C164 - 521850 * C165 - 510825 * C166 - 499800 * C167 - 488775 * C168 - 477750 * C169 - 466725 * C170 - 455700 * C171 - 444675 * C172 - 433650 * C173 - 422625 * C174 - 411600 * C175 - 400575 * C176 - 389550 * C177 - 378525 * C178 - 367500 * C179 - 356475 * C180 - 345450 * C181 - 334425 * C182 - 323400 * C183 - 312375 * C184 - 301350 * C185 - 290325 * C186 - 279300 * C187 - 268275 * C188 - 257250 * C189 - 246225 * C190 - 235200 * C191 - 224175 * C192 - 213150 * C193 - 202125 * C194 - 191100 * C195 - 180075 * C196 - 169050 * C197 - 158025 * C198 - 147000 * C199 - 135975 * C200 - 124950 * C201 - 113925 * C202 - 102900 * C203 - 91875 * C204 - 80850 * C205 - 69825 * C206 - 58800 * C207 - 47775 * C208 - 38220 * C209 - 30030 * C210 - 23100 * C211 - 17325 * C212 - 12600 * C213 - 8820 * C214 - 5880 * C215 - 3675 * C216 - 2100 * C217 - 1050 * C218 - 420 * C219 - 105 * C220) / 239639400
Similar reductions in size occur when creating a Condition Formula for the 208-Period Hull Moving Average increasing:
911456 * C + 836118 * C1 + 761511 * C2 + 687635 * C3 + 614490 * C4 + 542076* C5 + 470393 * C6 + 399441 * C7 + 329220 * C8 + 259730 * C9 + 190971 * C10 + 122943 * C11 + 55646 * C12 + 2665 * C114 + 6009 * C115 + 8517 * C116 + 10189 * C117 + 1003275 * AVGC91.118 + 9555 * C209 + 8190 * C210 + 6930 * C211 + 5775 * C212 + 4725 * C213 + 3780 * C214 + 2940 * C215 + 2205 * C216 + 1575 * C217 + 1050 * C218 + 630 * C219 + 315 * C220 + 105 * C221 > 10920 * C13 + 6984705 * AVGC91.14 + 65051 * C105 + 54183 * C106 + 44151 * C107 + 34955 * C108 + 26595 * C109 + 19071 * C110 + 12383 * C111 + 6531 * C112 + 1515 * C113
You just need to change the > sign in the Hull Moving Average increasing formulas to a < sign to create similar Condition Formulas for the Hull Moving Average decreasing instead.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
|
|
Registered User
Joined: 10/19/2008
Posts: 33
|
Thank you for the quick response. Sorry it was so much work.
|
|
Worden Trainer
Joined: 10/7/2004
Posts: 65,138
|
You're welcome. It took a while, but it was fun.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
|
|
|
Guest-1 |