anyone have the hull ma code for auto-trading with mc 64, ms os 7.0 pro?

June 29th, 2015, 02:21 AM

June 30th, 2015, 07:01 AM

The general formula for the Hull Moving Average (HMA) is

HMA(n) = WMA(2*WMA(n/2)-WMA(n),SQR(n))

where WMA = Weigthed Moving Average ; n = period length.

For WMA vs (S)MA see: What's the difference between [AUTOLINK]moving average[/AUTOLINK] and weighted [AUTOLINK]moving average[/AUTOLINK]? (AAPL)

For a NinjaTrader implementation see: https://nexusfi.com/local_links_search.php?action=show&keys=1&keyword=hull

P.S.: S&C featured the HMA in December 2010; the issue contains the sample code for different languages and trading platforms.

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