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[区块链]船体移动平均线(HMA)
Hull shifting movement average line ( the HMA )Hull shifting movement average line ( the HMA ) attempt while maintaining the smoothness of the moving average to minimize the time lag of the conventional moving average. The index of Alan · He Er ( Alan Hull ) in 2005 to open in hair, using a weighted moving average of the indicator to determine the priority most recent value and greatly reduce lag. The resulting average response speed is faster, which is ideal for identifying entry points.Note that in the example below, the HMA wire (red) turns faster and more decisively than the corresponding SMA ( blue).CalculationHull shift formula moving average using two different price-weighted moving average ( WMA ), plus third WMA smoothed original move moving average. The calculation is divided into three parts. In the formulas listed below, " n" represents the number of periods specified by the chart author.How do these calculations reduce lag?Plus weighted moving average by more weight on the most recent value inherently reduced hysteresis.Pass through a WMA and covering only the specified time range of another recent half WMA cancel each other out, we can further reduce the delay, which will focus more on the latest value.Most end uses another smoothing WMA , the WMA period or less (in the specified time frame, the square root of the number of cycles), so that the latest data is further weighed.Most final result is a smooth moving average line, which is very close to the price column.
Solution releaseHe Seoul move the movable average can be explained by the conventional moving average a similar manner, but the response is faster. Like other moving averages, it can be used to confirm trends or find changes in trends.HMA with a shorter period is usually used to identify entry points. When the overall trend is rising and HMA is rising , this is a signal to buy a long position. Conversely, when the overall trend declines and HMA declines , this is a signal to buy short .Although cross signal (for example, short-term MA and long-term MA crossover location) in very many popular types of moving averages, but it HMA creator Alan Hull do not build recommendations for HMA use cross, because that depends on technology between the observed Time difference. These two moving averages, and the lag time of the hull moving average has been greatly reduced. Instead, he suggests looking at turning points to identify entrances and exits, as described above.
In addition, a longer period HMA (such as a 200 period HMA ) can be used to identify the current overall trend. If the HMA is rising, the overall trend is rising; if the HMA is falling, the overall trend is falling .in conclusionHull shifting movement average line ( the HMA ) overlay map is designed to minimize the conventional moving average lag occurring. Short-term traders can look for a turning point in the moving average in order to identify the approach / the field point. Long-term HMA can be used to identify or confirm overall trends. As with all technical indicators, traders should HMA and the other refers to the use of standard and analysis technologies.
2楼
交易者只需要SMA足矣
韬客社区www.talkfx.co
发表于:2021-03-28 23:01只看该作者
3楼
HMA 的计算过程
计算最近 T/2 期数据的加权移动平均(如果 T/2 不是整数则取整),记为 MA1
计算整个 T 期数据的加权移动平均,记为 MA2
令 MA3 = (MA1 – MA2) + MA1
以 MA3 这个时间序列为对象,计算 sqrt(T) 期的加权移动平均(如果根号 T 不是整数则取整),所得的结果就是 HMA
韬客社区www.talkfx.co
发表于:2021-03-28 23:11只看该作者
4楼
官方平台有,在代码库2016.5.6 自己找。
韬客社区www.talkfx.co
发表于:2021-03-29 00:53只看该作者
5楼
ma不就够了
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