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- Görüntülemeler:
- 5632
- Derecelendirme:
- Yayınlandı:
- 2018.09.23 14:46
- Güncellendi:
- 2018.11.26 12:54
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Bu koda dayalı bir robota veya göstergeye mi ihtiyacınız var? Freelance üzerinden sipariş edin Freelance'e git
Theory :
Original Hull moving average is calculated as LWMA[square root(period), (2*LWMA(period/2, price)-LWMA(period, price)] (where LWMA is Linear Weighted Moving Average). That kind of calculation produces rather smooth average with acceptable lag. Some other average types have been used too, but they tend to produce lag that is exceeding the lag of the original Hull moving average
This version :
This version is using the "fast ema" (originally published here : Fast EMA). Although the result is not as smooth as the original Hull, the lag is lesser than the original and it seems that we can use it regardless of that. The smoothness "lack" is rather subjective and once when it is inspected, it remains smooth at all the right places
Usage :
You can use this version the usual way - change of color can be used as a signal

Triple fast ema Hull

This calculates Optimal f using the Geometric Mean. Per Ralph Vince, "In trading we can count on our wins being for varying amounts and our losses being for varying amounts. Therefore the Kelly formulas could not give us the correct optimal f." So, using his equation(s), I created this library for the Geometric Mean version of Optimal f.