Bug #37212 for stockmonkey: Hull Moving Average

Sun Jun 29 20:32:11 2008 johnb [...] listbrokers.com - Ticket created

Subject:

Hull Moving Average

Hello, I'm actually using your EMA and SMA modules to calculate ATR (wrote the code before I knew you had that one!) and was looking for a way to reduce the lag. Found this: http://www.justdata.com.au/Journals/AlanHull/hull_ma.htm Might be a good one to add. Thanks for your excellent work! - John Baker

Mon Jun 30 07:05:06 2008 paul [...] voltar.org - Correspondence added

Subject:	Re: [rt.cpan.org #37212] Hull Moving Average
Date:	Mon, 30 Jun 2008 07:04:28 -0400
To:	John Baker via RT <bug-stockmonkey [...] rt.cpan.org>
From:	Paul Miller <paul [...] voltar.org>

On Sun, Jun 29, 2008 at 08:32:12PM -0400, John Baker via RT wrote: Show quoted text

> Hello, I'm actually using your EMA and SMA modules to calculate ATR > (wrote the code before I knew you had that one!) and was looking for a > way to reduce the lag. Found this: > http://www.justdata.com.au/Journals/AlanHull/hull_ma.htm

I added this to the todo list. I may also add an option to the ATR allowing you to switch the EMAs with arbitrary moving average engines... Presently, it only uses Wilder's strange EMA system. -- If riding in an airplane is flying, then riding in a boat is swimming. 85 jumps, 36.0 minutes of freefall, 69.1 freefall miles.

Mon Jun 30 07:05:11 2008 The RT System itself - Status changed from 'new' to 'open'

Mon Jun 30 07:05:49 2008 jettero [...] cpan.org - Taken

Mon Jun 30 07:06:46 2008 jettero [...] cpan.org - Ticket deleted

Mon Jun 30 07:07:59 2008 jettero [...] cpan.org - Status changed from 'deleted' to 'open'

Tue Jul 01 06:57:34 2008 jettero [...] cpan.org - Correspondence added

On Sun Jun 29 20:32:11 2008, johnab wrote: Show quoted text

> Hello, I'm actually using your EMA and SMA modules to calculate ATR > (wrote the code before I knew you had that one!) and was looking for a > way to reduce the lag.

Do you know where there's any sample data that I can test against? The graph of my HMA looks good. The HMA is a nice smoothing tool. -- If riding in an airplane is flying, then riding in a boat is swimming. 85 jumps, 36.0 minutes of freefall, 69.1 freefall miles.

Tue Jul 01 11:42:51 2008 johnb [...] listbrokers.com - Correspondence added

Subject:	Re: [rt.cpan.org #37212] Hull Moving Average
Date:	Tue, 01 Jul 2008 10:40:15 -0500
To:	bug-stockmonkey [...] rt.cpan.org
From:	John Baker <JohnB [...] listbrokers.com>

Did you get the file I attached to the Laguerre filter wishlist bug? It has a test array of the last 50 days or so of the closing prices of IWM. To get it, I just downloaded stock history from yahoo.com and cut out what I needed. You could also use Finance::QuoteHist. Try testing the HMA against the Laguerre. I think the Laguerre's even better. Paul Miller via RT wrote: Show quoted text

> <URL: http://rt.cpan.org/Ticket/Display.html?id=37212 > > > On Sun Jun 29 20:32:11 2008, johnab wrote: >

>> Hello, I'm actually using your EMA and SMA modules to calculate ATR >> (wrote the code before I knew you had that one!) and was looking for a >> way to reduce the lag. >>

> > Do you know where there's any sample data that I can test against? The > graph of my HMA looks good. The HMA is a nice smoothing tool. > >

Tue Jul 01 12:45:23 2008 jettero [...] cpan.org - Correspondence added

Subject:	Re: [rt.cpan.org #37212] Hull Moving Average
Date:	Tue, 1 Jul 2008 12:44:43 -0400
To:	John Baker via RT <bug-stockmonkey [...] rt.cpan.org>
From:	Paul Miller <jettero [...] cpan.org>

On Tue, Jul 01, 2008 at 11:43:03AM -0400, John Baker via RT wrote: Show quoted text

> Try testing the HMA against the Laguerre. I think the Laguerre's even > better.

I got it, but what I meat was, test the HMA for *accuracy*. I usually try to locate some sample data of someone else's calculation for comparison reasons. I'm pretty excited about the Laguerre either way... I can't wait to read the paper on it. -- If riding in an airplane is flying, then riding in a boat is swimming. 85 jumps, 36.0 minutes of freefall, 69.1 freefall miles.

Tue Jul 01 13:43:29 2008 jettero [...] cpan.org - Correspondence added

This will be in the next version -- If riding in an airplane is flying, then riding in a boat is swimming. 85 jumps, 36.0 minutes of freefall, 69.1 freefall miles.

Tue Jul 01 13:43:34 2008 jettero [...] cpan.org - Status changed from 'open' to 'resolved'

Tue Jul 01 13:57:38 2008 johnb [...] listbrokers.com - Correspondence added

Subject:	Re: [rt.cpan.org #37212] Hull Moving Average
Date:	Tue, 01 Jul 2008 12:55:22 -0500
To:	bug-stockmonkey [...] rt.cpan.org
From:	John Baker <JohnB [...] listbrokers.com>

I found this shareware link for a charting program. It does the HMA and has a free trial, maybe it will help: http://www.download32.com/point---figure-charts-i36632.html Paul Miller via RT wrote: Show quoted text

> <URL: http://rt.cpan.org/Ticket/Display.html?id=37212 > > > On Tue, Jul 01, 2008 at 11:43:03AM -0400, John Baker via RT wrote: >

>> Try testing the HMA against the Laguerre. I think the Laguerre's even >> better. >>

> > I got it, but what I meat was, test the HMA for *accuracy*. I > usually try to locate some sample data of someone else's > calculation for comparison reasons. > > I'm pretty excited about the Laguerre either way... I can't wait > to read the paper on it. > >

Tue Jul 01 13:57:42 2008 The RT System itself - Status changed from 'resolved' to 'open'

Wed Jul 02 06:27:06 2008 jettero [...] cpan.org - Status changed from 'open' to 'resolved'