StockFetcher Forums · Filter Exchange · Hull Moving Average << 1 2 >>Post Follow-up
tomm1111
202 posts
msg #71687
Ignore tomm1111
modified
2/24/2009 12:07:45 AM

That explains it alright. The hull theoretically doesn't have any lag therefore will not make a good crossover.

Thanks for pointers on the variable names. At times, coming up with variable names requires more concentration than what I'm actually trying to do with 'em. :o) Thanks chetron

tomm

tomm1111
202 posts
msg #71689
Ignore tomm1111
modified
2/24/2009 12:38:58 AM

Here are a few Hull Moving Average filters for various periods. Due to a limitation in SF some calculations took place outside the filter. If you want to change the period do the following: Look at the first filter below (5 day period). There are 3 moving average numbers used in fast1, fast3, and fastavg. (3,5,3)

First number = ceil(period/2); 3 in the filter below
Second number = period; 5 in the filter below
Third number = ceil(sqrt(period)); 3 in the filter below

ceil is the next highest whole integer. For example: sqrt(5) = 2.24 Therefore, ceil(2.24) = 3

Fetcher[
/* 5 Day Hull Moving Average */
set{fast1,cwma(close,3)}
set{fast2,2 * fast1}
set{fast3,cwma(close,5)}
set{valfast,fast2 - fast3}
set{fastavg,cwma(valfast,3)}

draw fastavg on plot price

show stocks where the close is above 1
and volume is above 100000
and not otcbb
]

Fetcher[
/* 8 Day Hull Moving Average */
set{fast1,cwma(close,4)}
set{fast2,2 * fast1}
set{fast3,cwma(close,8)}
set{valfast,fast2 - fast3}
set{fastavg,cwma(valfast,3)}

draw fastavg on plot price

show stocks where the close is above 1
and volume is above 100000
and not otcbb
]

Fetcher[
/* 10 Day Hull Moving Average */
set{fast1,cwma(close,5)}
set{fast2,2 * fast1}
set{fast3,cwma(close,10)}
set{valfast,fast2 - fast3}
set{fastavg,cwma(valfast,4)}

draw fastavg on plot price

show stocks where the close is above 1
and volume is above 100000
and not otcbb
]

Fetcher[
/* 14 Day Hull Moving Average */
set{fast1,cwma(close,7)}
set{fast2,2 * fast1}
set{fast3,cwma(close,14)}
set{valfast,fast2 - fast3}
set{fastavg,cwma(valfast,4)}

draw fastavg on plot price

show stocks where the close is above 1
and volume is above 100000
and not otcbb
]

Fetcher[
/* 18 Day Hull Moving Average */
set{fast1,cwma(close,9)}
set{fast2,2 * fast1}
set{fast3,cwma(close,18)}
set{valfast,fast2 - fast3}
set{fastavg,cwma(valfast,5)}

draw fastavg on plot price

show stocks where the close is above 1
and volume is above 100000
and not otcbb
]

Fetcher[
/* 5 Week Hull Moving Average */
set{fast1,cwma(weekly close,3)}
set{fast2,2 * fast1}
set{fast3,cwma(weekly close,5)}
set{valfast,fast2 - fast3}
set{fastavg,cwma(valfast,3)}

draw fastavg on plot price

show stocks where the close is above 1
and volume is above 100000
and not otcbb
chart-display is weekly
chart-time is 6 months
]

Fetcher[
/* 8 Week Hull Moving Average */
set{fast1,cwma(weekly close,4)}
set{fast2,2 * fast1}
set{fast3,cwma(weekly close,8)}
set{valfast,fast2 - fast3}
set{fastavg,cwma(valfast,3)}

draw fastavg on plot price

show stocks where the close is above 1
and volume is above 100000
and not otcbb
chart-display is weekly
chart-time is 6 months
]

Fetcher[
/* 12 Week Hull Moving Average */
set{fast1,cwma(weekly close,6)}
set{fast2,2 * fast1}
set{fast3,cwma(weekly close,12)}
set{valfast,fast2 - fast3}
set{fastavg,cwma(valfast,4)}

draw fastavg on plot price

show stocks where the close is above 1
and volume is above 100000
and not otcbb
chart-display is weekly
chart-time is 6 months
]

ericdarby
6 posts
msg #101058
Ignore ericdarby
6/4/2011 1:22:30 AM

I can't seem draw a Hull Moving Average on my charts, and I couldn't seem to locate how to do this on any of the forum posts.

Neither one of these seem to work:

draw /* 5 Day Hull Moving Average */

draw HMA(5)

Thanks for any assistance.

Eric

four
5,087 posts
msg #101059
Ignore four
modified
6/4/2011 2:00:40 AM

Eric,

(1) This doesn't work because the use of /* */ indicates a comment. A comment is not 'seen' as code and is ignored. A comment is provided by a programmer to provide explanation.

(1) draw /* 5 Day Hull Moving Average */

- - - - -

(2) This doesn't work because StockFetcher does not, currently, offer 'HMA'. Perhaps they might add this indicator.

(2) draw HMA(5)

- - - - -

(3) tomm1111 has provided his way of creating HMA using StockFetcher (see posts in this discussion and modify for your needs).

- - -

Information
Discusses the calculation of Hull Moving Average

http://www.alanhull.com/
--

ericdarby
6 posts
msg #101077
Ignore ericdarby
6/4/2011 10:44:47 PM

Thanks four. I appreciate the fast reply.

Kind regards,

Eric

dreyer
1 posts
msg #123244
Ignore dreyer
3/18/2015 8:54:29 AM

Is there a way to review this screener for the Hull moving average? I get over 3000 results, which I truly doubt.

pirate67
99 posts
msg #123250
Ignore pirate67
3/18/2015 1:18:38 PM

Dreyer, the only criteria filtering here are lines:

show stocks where the close is above 1
and volume is above 100000
and not otcbb

The rest of the filter sets what is calculated and displayed.

 vict0rchan5 postsmsg #151031- Ignore vict0rchanmodified 3/1/2020 10:40:35 PMJust my 2 cents. Here is a version with much less lines achieving the same result: Fetcher[ set{WMA_1, WMA(20) multiplied by 1} /* WMA1 Period = target period, e.g. 20 if you want HMA(20) */ set{WMA_2, WMA(10) multiplied by 2} /* WMA2 Period = Half of WMA_1 period, rounding up */ set{HMA20, CWMA(WMA_2 minus WMA_1, 5)} /* Period = Square root of WMA_1 period, rounding up */ Draw HMA20 on plot close ]
 StockFetcher Forums · Filter Exchange · Hull Moving Average << 1 2 >>Post Follow-up

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