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

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

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

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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 moving average and weighted moving average? (AAPL)

For a NinjaTrader implementation see:

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

Last edited by choke35; June 30th, 2015 at 08:21 AM.
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futures io > > > > anyone have the hull ma code for auto-trading with mc 64, ms os 7.0 pro?

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