Has anyone compared or coded the Gaussian Moving Average and compared it to the Hull Moving Average ?
ALSO does anyone have the Hull Moving Average Auto-trading via crossover and or slope code for MC 64 ?
Jeff
Gaussian Moving Average versus Hull Moving Average ?
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Re: Gaussian Moving Average versus Hull Moving Average ?
Here is the Hull Moving Average as a plot.
It could be a starting point.
Massimo
It could be a starting point.
Massimo
Code: Select all
Inputs:
PriceValue(close),
Len(16);
Vars:
HullMA(0);
HullMA=WAverage((2* WAverage(PriceValue,Floor(Len/2))-WAverage(PriceValue,Len)), Floor(SquareRoot(Len)));
plot1(HullMA);