VAMA with Hull Moving Average

• 10/16/2019 at 4:29 PM #110346
  Vonasi

  I have adapted my VAMA (Volatility Adaptive Moving Average) to include the Hull type of average following a request by JMat45 on the library post of the VAMA indicator that can be found here:

  https://www.prorealcode.com/prorealtime-indicators/vama-volatility-adaptive-moving-average/

  ITF file:

  VAMA-v2

  Hull moving average is average type 7.

  //VAMA - Volatility Adaptive Moving Average v2 //(Now includes Hull moving average type) //By Vonasi //20191016 defparam calculateonlastbars = 1000 //percentage = 15 // percentage price move to calculate p on. //type = 1 //average type type = max(0,min(type,7)) if barindex >= 1 then hh = close ll = close p = 0 for a = 0 to barindex hh = max(hh,high[a]) ll = min(ll,low[a]) if (hh - ll)/close >= (percentage/100) then p = a+1 break endif next if p > 0 then if type = 7 then inner = 2*weightedaverage[round(p/2)](customclose)-weightedaverage[p](customclose) vama = weightedaverage[round(sqrt(p))](inner) else vama = average[p,type](customclose) endif endif endif if pDisplayed then if p <> p[1] then drawtext("#p#", barindex, vama ,SansSerif,Bold,10) COLOURED(0,0,0) endif endif return vama

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  //VAMA - Volatility Adaptive Moving Average v2 //(Now includes Hull moving average type) //By Vonasi //20191016   defparam calculateonlastbars = 1000   //percentage = 15 // percentage price move to calculate p on. //type = 1 //average type   type = max(0,min(type,7))   if barindex >= 1 then hh = close ll = close p = 0 for a = 0 to barindex hh = max(hh,high[a]) ll = min(ll,low[a]) if (hh - ll)/close >= (percentage/100) then p = a+1 break endif next   if p > 0 then if type = 7 then inner = 2*weightedaverage[round(p/2)](customclose)-weightedaverage[p](customclose) vama = weightedaverage[round(sqrt(p))](inner) else vama = average[p,type](customclose) endif endif endif   if pDisplayed then if p <> p[1] then drawtext("#p#", barindex, vama ,SansSerif,Bold,10) COLOURED(0,0,0) endif endif   return vama

   

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  JMat45, Nicolas

  

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