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HMA (Hull MA) indicator

Author: Eugene

Creation Date: 3/6/2008 9:14 AM

Wealth Lab » Technical Indicators » HMA (Hull MA) indicator

Eugene

3/6/2008 9:14 AM

Wealth-Lab Version 5 (.NET) 5.0

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Wealth-Lab Version 5 (.NET) 5.0
<hr>[code]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class HullMA : DataSeries
	{
		public HullMA ( DataSeries ds, int period ) : base(ds, "HullMA")
		{
			DataSeries SlowWMA = WMA.Series( ds, period );
			DataSeries FastWMA = WMA.Series( ds, (int)(period/2) );
			DataSeries hma = WMA.Series( ( FastWMA + ( FastWMA - SlowWMA ) ), (int)Math.Sqrt(period) );
			
			for (int bar = period; bar < ds.Count; bar++)
			{
				this[bar] = hma[bar];
			}
		}

public static HullMA Series( DataSeries ds, int period )
		{
			HullMA _hma = new HullMA( ds, period );
			return _hma;
		}
	}

public class HMAStrategy : WealthScript
	{
		private StrategyParameter paramPeriod;
		
		public HMAStrategy()
		{
			paramPeriod = CreateParameter( "Period", 20, 2, 100, 1 );
		}
		
		protected override void Execute()
		{
			HullMA hma = new HullMA( Close, paramPeriod.ValueInt );
			PlotSeries( PricePane, hma, Color.Blue, WealthLab.LineStyle.Solid, 1 );
		}
	}
}[/code]

Wealth Lab » Technical Indicators » HMA (Hull MA) indicator

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