HullMA.efs RSI_HMA_System.efs
EFSLibrary - Discussion Board
File Name:
- HullMA.efs
- RSI_HMA_System.efs
Description:
Moving Average by Alan Hull and Trading Indexes With The Hull Moving Average
Formula Parameters:
HullMA.efs
- HMA Period: 10
RSI_HMA_System.efs
- HMA Period: 9
- Period HMA for checking TurnUP: 4
- SMA Period: 50
Notes:
The related article is copyrighted material. If you are not a subscriber of Stocks & Commodities, please visit www.traders.com.
Download File:
HullMA.efs
RSI_HMA_System.efs
HullMA.efs
RSI_HMA_System.efs
EFS Code:
HullMA.efs
/*********************************
Provided By:
Interactive Data Corporation (Copyright © 2010)
All rights reserved. This sample eSignal Formula Script (EFS)
is for educational purposes only. Interactive Data Corporation
reserves the right to modify and overwrite this EFS file with
each new release.
Description:
Moving Average by Alan Hull
Version: 1.0 13/10/2010
Formula Parameters: Default:
HMA Period 10
Notes:
The related article is copyrighted material. If you are not
a subscriber of Stocks & Commodities, please visit www.traders.com.
**********************************/
var fpArray = new Array();
var bVersion = null;
function preMain()
{
setPriceStudy(true);
setStudyTitle("HMA");
setCursorLabelName("HMA", 0 );
setDefaultBarFgColor(Color.red, 0);
var x=0;
fpArray[x] = new FunctionParameter("gHMAPeriod", FunctionParameter.NUMBER);
with(fpArray[x++])
{
setName("HMA Period");
setLowerLimit(1);
setDefault(10);
}
}
var bInit = false;
var xHMAArg = null;
var xHMA = null;
var xSlowWMA = null;
var xFastWMA = null;
function main(gHMAPeriod)
{
var nBarState = getBarState();
if (bVersion == null) bVersion = verify();
if (bVersion == false) return;
if (nBarState == BARSTATE_ALLBARS) {
if (gHMAPeriod == null) gHMAPeriod = 10;
}
if(getCurrentBarCount() <= gHMAPeriod) return;
if (!bInit)
{
xFastWMA = wma(Math.floor(gHMAPeriod/2));
xSlowWMA = wma(gHMAPeriod);
xHMAArg = efsInternal("calcHMAArg", xSlowWMA, xFastWMA);
xHMA = wma(Math.floor(Math.sqrt(gHMAPeriod)),xHMAArg);
bInit = true;
}
var vHMA = xHMA.getValue(0);
if (vHMA == null) return ;
return vHMA;
}
function calcHMAArg(xSlowWMA, xFastWMA)
{
var vSlowVMA = xSlowWMA.getValue(0);
var vFastVMA = xFastWMA.getValue(0);
if (vSlowVMA == null) return;
return 2*vFastVMA - vSlowVMA;
}
function verify() {
var b = false;
if (getBuildNumber() < 779) {
drawTextAbsolute(5, 35, "This study requires version 8.0 or later.",
Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT,
null, 13, "error");
drawTextAbsolute(5, 20, "Click HERE to upgrade.@URL=http://www.esignal.com/download/default.asp",
Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT,
null, 13, "upgrade");
return b;
} else {
b = true;
}
return b;
}
EFS Code:
RSI_HMA_System.efs
/*********************************
Provided By:
Interactive Data Corporation (Copyright © 2010)
All rights reserved. This sample eSignal Formula Script (EFS)
is for educational purposes only. Interactive Data Corporation
reserves the right to modify and overwrite this EFS file with
each new release.
Description:
Trading Indexes With The Hull Moving Average
Version: 1.0 13/10/2010
Formula Parameters: Default:
HMA Period 9
Period HMA for checking TurnUP 4
SMA Period 50
Notes:
The related article is copyrighted material. If you are not
a subscriber of Stocks & Commodities, please visit www.traders.com.
**********************************/
var fpArray = new Array();
var bVersion = null;
function preMain()
{
setPriceStudy(true);
setStudyTitle("RSI_HMA_System");
var x=0;
fpArray[x] = new FunctionParameter("gPeriod", FunctionParameter.NUMBER);
with(fpArray[x++])
{
setName("HMA Period");
setLowerLimit(1);
setDefault(9);
}
fpArray[x] = new FunctionParameter("gTurnUpPeriod", FunctionParameter.NUMBER);
with(fpArray[x++])
{
setName("Period HMA for checking TurnUP");
setLowerLimit(1);
setDefault(4);
}
fpArray[x] = new FunctionParameter("gSMAPeriod", FunctionParameter.NUMBER);
with(fpArray[x++])
{
setName("SMA Period");
setLowerLimit(1);
setDefault(50);
}
}
var xCls = null;
var xHMA = null;
var xHMA4 = null;
var xRSI = null;
var xSMA = null;
var bInit = false;
var Pos = 0;
var valueBuy = 0;
var valueSell = 0;
var valueProfit = 0;
function main(gPeriod, gTurnUpPeriod, gSMAPeriod)
{
var nBarState = getBarState();
if (bVersion == null) bVersion = verify();
if (bVersion == false) return;
if (nBarState == BARSTATE_ALLBARS) {
if (gPeriod == null) gPeriod = 9;
if (gTurnUpPeriod == null) gTurnUpPeriod = 4;
if (gSMAPeriod == null) gSMAPeriod = 50;
}
if (!bInit)
{
xCls = close();
xOpn = open();
xHMA = efsInternal("calcHullMA",gPeriod,xCls);
xHMA4 = efsInternal("calcHullMA",gTurnUpPeriod,xCls);
xRSI = rsi(gPeriod,xHMA);
xSMA = sma(gSMAPeriod, xCls);
bInit = true;
}
var vRSI = xRSI.getValue(-1);
var vRSIPrev = xRSI.getValue(-2);
var vCls = xCls.getValue(-1);
var vSMA = xSMA.getValue(-1);
var vHMA4Prv = xHMA4.getValue(-2);
var vHMA4Cur = xHMA4.getValue(-1);
var vHMA4Nxt = xHMA4.getValue(0);
var vClsPast = xCls.getValue(-60);
var vOpn = xOpn.getValue(0);
var vRSICur = xRSI.getValue(0);
if (vRSI == null || vClsPast ==null) return null;
if (Strategy.isLong())
{
if (vRSI>=90)
{
valueSell = (Math.round(vOpn*100))/100;
valueProfit = (Math.round((valueSell - valueBuy)*100))/100;
drawShapeRelative(0, AboveBar1, Shape.DOWNTRIANGLE, null, Color.red, Shape.PRESET, "sell"+Pos);
drawTextRelative(0, AboveBar4, "Sell "+Pos+" @ "+valueSell, Color.white, Color.red, Text.PRESET | Text.CENTER, "Arial", 10, "stext1_"+Pos);
drawTextRelative(0, AboveBar3, " "+valueProfit, Color.white, Color.green, Text.PRESET | Text.CENTER, "Arial", 10, "stext2_"+Pos);
Strategy.doSell("Long Exit Signal", Strategy.MARKET, Strategy.THISBAR);
}
}
else
{
if (vCls>=vSMA && vHMA4Prv>=vHMA4Cur && vHMA4Cur<=vHMA4Nxt && vRSIPrev<=50 && vCls>=vClsPast)
{
Pos++;
valueBuy = (Math.round(vOpn*100))/100;
drawShapeRelative(0, BelowBar1, Shape.UPARROW, null, Color.blue, Shape.PRESET, "buy"+Pos);
drawTextRelative(0, BelowBar4, "Buy "+Pos+" @ "+valueBuy, Color.white, Color.blue, Text.PRESET | Text.CENTER, "Arial", 10, "btext"+Pos);
Strategy.doLong("Entry Long", Strategy.MARKET, Strategy.THISBAR);
}
}
if(Strategy.isLong()) setBarBgColor(Color.yellow);
}
hullMAInit = false;
var xFastWMA = null;
var xSlowWMA = null;
var xHMAArg = null;
var xHMA = null;
function calcHullMA(HMAPeriod, xCls)
{
if(getCurrentBarCount() <= HMAPeriod) return;
if (!hullMAInit)
{
xFastWMA = wma(Math.floor(HMAPeriod/2),xCls);
xSlowWMA = wma(HMAPeriod,xCls);
xHMAArg = efsInternal("calcHMAArg", xSlowWMA, xFastWMA);
xHMA = wma(Math.floor(Math.sqrt(HMAPeriod)),xHMAArg);
hullMAInit = true;
}
var vHMA = xHMA.getValue(0);
if (vHMA == null) return ;
return vHMA;
}
function calcHMAArg(xSlowWMA, xFastWMA)
{
var vSlowVMA = xSlowWMA.getValue(0);
var vFastVMA = xFastWMA.getValue(0);
if (vSlowVMA == null) return;
return 2*vFastVMA - vSlowVMA;
}
function verify() {
var b = false;
if (getBuildNumber() < 779) {
drawTextAbsolute(5, 35, "This study requires version 8.0 or later.",
Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT,
null, 13, "error");
drawTextAbsolute(5, 20, "Click HERE to upgrade.@URL=http://www.esignal.com/download/default.asp",
Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT,
null, 13, "upgrade");
return b;
} else {
b = true;
}
return b;
}