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스크립트가 마음에 드시나요? MetaTrader 5 터미널에서 시도해보십시오
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- 게시됨:
- 2018.10.19 14:18
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이 코드를 기반으로 한 로봇이나 지표가 필요하신가요? 프리랜스로 주문하세요 프리랜스로 이동
Hull moving average is, apart from what is widely know about it as a fast and smooth average, known for two issues that are not too positive (depending on point of view, but in general it can be considered as a nuisance) :
- it tends to overshoot
- it sometimes changes the slope so quickly that it produces too much signals
This version is addressing those two things.
- For overshooting this version is having the "divisor" parameter. That parameter, if set to 2.0 produces exactly the same Hull average as the original. Any value less than 2, "slows" down the Hull average and lessens the overshooting, and any value greater than 2.0 "speeds" it up (but also adds overshooting). So, one has to find some balance how to use that parameter and some experimenting is advised when it comes to its usage
- For signals it is using dynamically adjusted levels. They are in a lot of cases able to filter out small, insignificant changes (and signals) and are probably going to help in trading decision(s)
![Directional smoothed momentum](https://c.mql5.com/i/code/indicator.png)
Directional smoothed momentum (momentum of averages)
![Volatility adjusted WPR](https://c.mql5.com/i/code/indicator.png)
Volatility adjusted WPR (Williams Percent Range)
![Rsi (var) - Hull](https://c.mql5.com/i/code/indicator.png)
RSi (var) - Hull average
![Reverse No Repair](https://c.mql5.com/i/code/indicator.png)
The Reverse No Repair indicator can show bullish arrows and bearish arrows.