Hull or KAMA

[pj909]

Chris, I've been using an MA crossover with your Hull MA script. (also playing with the KAMA.) I was wondering if you or anyone else had done a MACD using KAMA or Hull Ma?

[pj909]

Well, I took a stab at it and missed a thing or two. Would appreciate some help.



/************************************************** ******************
MACD using HULL MAs
Modified from original script by Chris Kryza

Title: Hull MA Script for eSignal 7.x
By: Chris D. Kryza (Divergence Software, Inc.)
Email: [email protected]; [email protected]
Incept: 01/13/2006
Version: 1.0.0

************************************************** ********************/

debugClear()

//External Variables
var nBarCounter = 0;
var nStudy1 = null;
var nStudy2 = null;
var nPlot = null;
var nPlot_1 = null;
var aFPArray = new Array();
var bInitialized = false;
var Period = 30;

//== PreMain function required by eSignal to set things up
function preMain() {
var x;

setPriceStudy(false);
setStudyTitle("Hull MACD");
setCursorLabelName("Hull MACD", 0);
setDefaultBarFgColor( Color.blue, 0 );
setShowTitleParameters( false );


//initialize formula parameters
x=0;
aFPArray[x] = new FunctionParameter( "f_Period", FunctionParameter.NUMBER);
with( aFPArray[x] ) {
setName( "Hull fast MA Period" );
setLowerLimit( 2 );
setUpperLimit( 9999 );
setDefault( 13 );
}
x++;
aFPArray[x] = new FunctionParameter( "s_Period", FunctionParameter.NUMBER);
with( aFPArray[x] ) {
setName( "Hull slow MA Period" );
setLowerLimit( 2 );
setUpperLimit( 9999 );
setDefault( 39 );
}
x++;
aFPArray[x] = new FunctionParameter( "Signal", FunctionParameter.NUMBER);
with( aFPArray[x] ) {
setName( "Signal Length" );
setLowerLimit( 2 );
setUpperLimit( 9999 );
setDefault( 9 );
}
x++;
aFPArray[x] = new FunctionParameter( "Price", FunctionParameter.STRING);
with( aFPArray[x] ) {
setName( "Hull MA Price Source" );
addOption( "close" );
addOption( "open" );
addOption( "high" );
addOption( "low" );
addOption( "hl2" );
addOption( "hlc3" );
addOption( "ohlc4" );
setDefault( "close" );
}

}


//== Main processing function
function main( f_Period, s_Period, Signal, Price) {

var x;

//script is initializing
if ( getBarState() == BARSTATE_ALLBARS ) {
return null;
}

if ( bInitialized == false ) {

nSrc = eval( Price )();
Period = f_Period;
f_Study1 = efsInternal( "custSeriesFunc", Period, nSrc );
f_Study2 = wma( Math.floor( Math.sqrt( Period ) ), nStudy1 );
Period = s_Period;
s_Study1 = efsInternal( "custSeriesFunc", Period, nSrc );
s_Study2 = wma( Math.floor( Math.sqrt( Period ) ), nStudy1 );

bInitialized = true;
}

//called on each new bar
if ( getBarState() == BARSTATE_NEWBAR ) {

fPlot_1 = fPlot;
sPlot_1 = sPlot;
nBarCounter++;
}

fPlot = f_Study2.getValue(0);
sPlot = f_Stdud2.getValue(0);

/*****
if ( nPlot>nPlot_1 ) {
setBarFgColor( UpColor, 0 );
}
if ( nPlot<nPlot_1 ) {
setBarFgColor( DnColor, 0 );
}
******/

nPlot = sPlot - fPlot;


return( nPlot );

}


/*************************************************
SUPPORT FUNCTIONS
**************************************************/

var _study1 = null;
var _study2 = null;
var bInit = false;
function custSeriesFunc( _len, _src ) {

if ( bInit==false ) {
_study1 = wma( Math.floor( _len/2 ), _src );
_study2 = wma( _len, _src );
bInit = true;
}

return( 2 * _study1.getValue(0)-_study2.getValue(0) );

}

//== gID function assigns unique identifier to graphic/text routines
function gID() {
grID ++;
return( grID );
}

[pj909]

MACD using Hull MA

changed a few things still not working.

--------------------------------------------------------------

/********************************************************************
    MACD using HULL MAs
    Modified from original script by Chris Kryza

Title:        Hull MA Script for eSignal 7.x
By:         Chris D. Kryza (Divergence Software, Inc.)
Email:      [email][email protected][/email]; [email][email protected][/email]
Incept:     01/13/2006
Version:    1.0.0

**********************************************************************/

debugClear()

//External Variables
var nBarCounter            = 0;
var nStudy1                = null;
var nStudy2                = null;
var fPlot               = null;
var fPlot_1             = null;
var sPlot               = null;
var sPlot_1             = null;
var aMACD                = new Array();
var aSignal             = new Array();
var aFPArray            = new Array();
var bInitialized        = false;
var Period              = 30;

//== PreMain function required by eSignal to set things up
function preMain() {
var x;

    setPriceStudy(false);
    setStudyTitle("Hull MACD");
    setCursorLabelName("Hull MACD", 0);
    setDefaultBarFgColor( Color.blue, 0 );
    setShowTitleParameters( false );

    
    //initialize formula parameters
    x=0; 
    aFPArray[x] = new FunctionParameter( "f_Period", FunctionParameter.NUMBER);
    with( aFPArray[x] ) {
        setName( "Hull fast MA Period" );
        setLowerLimit( 2 );
        setUpperLimit( 9999 );
        setDefault( 13 );
    }
    x++;
    aFPArray[x] = new FunctionParameter( "s_Period", FunctionParameter.NUMBER);
    with( aFPArray[x] ) {
        setName( "Hull slow MA Period" );
        setLowerLimit( 2 );
        setUpperLimit( 9999 );
        setDefault( 39 );
    }
    x++;
    aFPArray[x] = new FunctionParameter( "nLen", FunctionParameter.NUMBER);
    with( aFPArray[x] ) {
        setName( "Signal Length" );
        setLowerLimit( 2 );
        setUpperLimit( 9999 );
        setDefault( 9 );
    }  
    x++;
    aFPArray[x] = new FunctionParameter( "Price", FunctionParameter.STRING);
    with( aFPArray[x] ) {
        setName( "Hull MA Price Source" );
        addOption( "close" );
        addOption( "open" );        
        addOption( "high" );
        addOption( "low" );
        addOption( "hl2" );
        addOption( "hlc3" );
        addOption( "ohlc4" );
        setDefault( "close" );
    }

}


//== Main processing function
function main( f_Period, s_Period, nLen, Price) {
 
var x;
    
    //script is initializing
    if ( getBarState() == BARSTATE_ALLBARS ) {
        return null;
    }

    if ( bInitialized == false ) {
    
        nSrc = eval( Price )();
        Period = f_Period;
        f_Study1 = efsInternal( "custSeriesFunc", Period, nSrc );
        f_Study2 = wma( Math.floor( Math.sqrt( Period ) ), nStudy1 );
        fPlot = f_Study2.getValue(0);
        
        Period = s_Period;
        s_Study1 = efsInternal( "custSeriesFunc", Period, nSrc );
        s_Study2 = wma( Math.floor( Math.sqrt( Period ) ), nStudy1 );
        sPlot = s_Study2.getValue(0);
        
        bInitialized = true;
    }

    //called on each new bar
    if ( getBarState() == BARSTATE_NEWBAR ) {
        
        fPlot_1 = fPlot;
        sPlot_1 = sPlot;    
        nBarCounter++;
    }
    
    
/*****    
    if ( nPlot>nPlot_1 ) {
        setBarFgColor( UpColor, 0 );    
    }
    if ( nPlot<nPlot_1 ) {
        setBarFgColor( DnColor, 0 );
    }
******/

    aMACD = sPlot - fPlot;
    aSignal = ema(nLen, aMACD) 
    
    return new array ( aMACD.getValue(0), aSignal.getValue(0) );

}


/*************************************************
             SUPPORT FUNCTIONS                    
**************************************************/    

var _study1 = null;
var _study2 = null;
var bInit = false;
function custSeriesFunc( _len, _src ) {

    if ( bInit==false ) {
        _study1 = wma( Math.floor( _len/2 ), _src );
        _study2 = wma( _len, _src );
        bInit = true;
    }
    
    return( 2 * _study1.getValue(0)-_study2.getValue(0) );
    
}
    
//== gID function assigns unique identifier to graphic/text routines
function gID() {
    grID ++;
    return( grID );
}