Hull Indicators

Those are nicely done........ thank you

3861

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195

There's no bug at all in HMA. The third color (yellow) was excluded deliberately to avoid a specific linear distortion which occurs when a new value (especially strong) enters or the old one (again strong) leaves the buffer. Under these conditions the yellow part is being relocated back and thus "paints the past" as Nina put it. Sometimes seriously.

And finally it's a matter of preferences. If you like to use a neutral zone as an exit or an early warning then 3 color LSMA is better choice.

Cheers,

Moderator

114901

Indicators posted by fxdingo during the discussion here on 11th page.

527

Hi,

can anyone of you explain to me how the Hull Moving Average works? I want to backtest some things in Excel because I am not really good in doing MQL4. I extracted some weeks of data from Metatrader and now I want to test the HMA. I already tested with SMA and EMA but the results are not really good. and before I test with HMA I need the mathematics of this moving average.

Thank you very much for some help!

Marbo

Moderator

114901

Hi,

can anyone of you explain to me how the Hull Moving Average works? I want to backtest some things in Excel because I am not really good in doing MQL4. I extracted some weeks of data from Metatrader and now I want to test the HMA. I already tested with SMA and EMA but the results are not really good. and before I test with HMA I need the mathematics of this moving average.

Thank you very much for some help!

MarboLook at this post https://www.mql5.com/en/forum/175327 (there are many links in our forum with discussion, exoplanation about how it works and with some trading systems).

527

Thank you for those links but none of them explains the calculation of the HMA. It is described a little bit in MQL-code but I cannot read it. I would need some explainations in "normal language" but I don't find anything where the method is described.

For example: The 10-period simple MA is calculated like this: The sum of the close-prices of the last 10 periods divided by 10. This is what I need for the HMA. I know that it's more complicated but I also programmed an WMA and EMA. So it is not really difficult if you know how it is calculated.

Can anyone help me? Thank you!!

Moderator

114901

527

I also found this page and it seems to be the best to begin with: http://www.justdata.com.au/Journals/AlanHull/hull_ma.htm

There I found this formula:

Integer(SquareRoot(Period)) WMA [2 x Integer(Period/2) WMA(Price)

- Period WMA(Price)]

and this is also described in other codes:

MetaStock Formula

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);

SuperCharts Formula

Input: period (Default value 20)

waverage(2*waverage(close,period/2)-waverage(close,period), SquareRoot(Period))

I try to work with the first formula and hope that I can make it. First I was confused about the period of the WMA but now I think it must be the squareroot of the period I want to have in the HMA. I keep on testing!

Thanks newdigital!!

Moderator

114901

**- HMA indicator with alert and email** is here.

**- MTF Null MA** is here.

**- Hull Style ADX v3 indicator with MA of ADX and individual period settings for ADX and PlusDi/MinusDi**: original thread.

114901

Hull MA posted by Alp here.

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