//------------------------------------------------------------------
#property copyright "mladen"
#property link "www.forex-tsd.com"
//------------------------------------------------------------------
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_plots 1
#property indicator_label1 "Hull"
#property indicator_type1 DRAW_COLOR_LINE
#property indicator_color1 clrLimeGreen,clrPaleVioletRed
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
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enum enPrices
{
pr_close, // Close
pr_open, // Open
pr_high, // High
pr_low, // Low
pr_median, // Median
pr_typical, // Typical
pr_weighted, // Weighted
pr_average, // Average (high+low+oprn+close)/4
pr_haclose, // Heiken ashi close
pr_haopen , // Heiken ashi open
pr_hahigh, // Heiken ashi high
pr_halow, // Heiken ashi low
pr_hamedian, // Heiken ashi median
pr_hatypical, // Heiken ashi typical
pr_haweighted, // Heiken ashi weighted
pr_haaverage // Heiken ashi average
};
//
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input int HullLength = 27; // Hull MA calculaion period
input enPrices Price = pr_close; // Price to use
input double HullDivisor = 1.5; // Hull calculation "speed"
//
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double hull[];
double colorBuffer[];
//------------------------------------------------------------------
//
//------------------------------------------------------------------
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int OnInit()
{
SetIndexBuffer(0,hull,INDICATOR_DATA);
SetIndexBuffer(1,colorBuffer,INDICATOR_COLOR_INDEX);
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IndicatorSetString(INDICATOR_SHORTNAME," Hull trend ("+string(HullLength)+")");
return(0);
}
//------------------------------------------------------------------
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int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime& time[],
const double& open[],
const double& high[],
const double& low[],
const double& close[],
const long& tick_volume[],
const long& volume[],
const int& spread[])
{
//
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for (int i=(int)MathMax(prev_calculated-1,0); i<rates_total; i++)
{
hull[i] = iHull(getPrice(Price,open,close,high,low,i,rates_total),HullLength,HullDivisor,i,rates_total,0);
if (i>0)
{
colorBuffer[i] = colorBuffer[i-1];
if (hull[i] > hull[i-1]) colorBuffer[i]= 0;
if (hull[i] < hull[i-1]) colorBuffer[i]= 1;
}
}
return(rates_total);
}
//------------------------------------------------------------------
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double workHa[][4];
double getPrice(enPrices price, const double& open[], const double& close[], const double& high[], const double& low[], int i, int bars)
{
if (price>=pr_haclose && price<=pr_haaverage)
{
if (ArrayRange(workHa,0)!= bars) ArrayResize(workHa,bars);
//
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double haOpen;
if (i>0)
haOpen = (workHa[i-1][2] + workHa[i-1][3])/2.0;
else haOpen = open[i]+close[i];
double haClose = (open[i] + high[i] + low[i] + close[i]) / 4.0;
double haHigh = MathMax(high[i], MathMax(haOpen,haClose));
double haLow = MathMin(low[i] , MathMin(haOpen,haClose));
if(haOpen <haClose) { workHa[i][0] = haLow; workHa[i][1] = haHigh; }
else { workHa[i][0] = haHigh; workHa[i][1] = haLow; }
workHa[i][2] = haOpen;
workHa[i][3] = haClose;
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switch (price)
{
case pr_haclose: return(haClose);
case pr_haopen: return(haOpen);
case pr_hahigh: return(haHigh);
case pr_halow: return(haLow);
case pr_hamedian: return((haHigh+haLow)/2.0);
case pr_hatypical: return((haHigh+haLow+haClose)/3.0);
case pr_haweighted: return((haHigh+haLow+haClose+haClose)/4.0);
case pr_haaverage: return((haHigh+haLow+haClose+haOpen)/4.0);
}
}
//
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switch (price)
{
case pr_close: return(close[i]);
case pr_open: return(open[i]);
case pr_high: return(high[i]);
case pr_low: return(low[i]);
case pr_median: return((high[i]+low[i])/2.0);
case pr_typical: return((high[i]+low[i]+close[i])/3.0);
case pr_weighted: return((high[i]+low[i]+close[i]+close[i])/4.0);
case pr_average: return((high[i]+low[i]+close[i]+open[i])/4.0);
}
return(0);
}
//------------------------------------------------------------------
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//------------------------------------------------------------------
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double workHull[][2];
double iHull(double price, double period, double divisor, int r, int total, int instanceNo=0)
{
if (ArrayRange(workHull,0)!= total) ArrayResize(workHull,total);
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int HmaPeriod = (int)MathMax(period,2);
int HalfPeriod = (int)MathFloor(HmaPeriod/divisor);
int HullPeriod = (int)MathFloor(MathSqrt(HmaPeriod));
double weight; instanceNo *= 2;
workHull[r][instanceNo] = price;
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double hmw = HalfPeriod; double hma = hmw*price;
for(int k=1; k<HalfPeriod && (r-k)>=0; k++)
{
weight = HalfPeriod-k;
hmw += weight;
hma += weight*workHull[r-k][instanceNo];
}
workHull[r][instanceNo+1] = 2.0*hma/hmw;
hmw = HmaPeriod; hma = hmw*price;
for(int k=1; k<period && (r-k)>=0; k++)
{
weight = HmaPeriod-k;
hmw += weight;
hma += weight*workHull[r-k][instanceNo];
}
workHull[r][instanceNo+1] -= hma/hmw;
//
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hmw = HullPeriod; hma = hmw*workHull[r][instanceNo+1];
for(int k=1; k<HullPeriod && (r-k)>=0; k++)
{
weight = HullPeriod-k;
hmw += weight;
hma += weight*workHull[r-k][1+instanceNo];
}
return(hma/hmw);
}
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