package indicator import ( "math" "git.qtrade.icu/lychiyu/qbtrade/pkg/types" ) // Refer: Hull Moving Average // Refer URL: https://fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/hull-moving-average // // The Hull Moving Average (HMA) is a technical analysis indicator that uses a weighted moving average to reduce the lag in simple moving averages. // It was developed by Alan Hull, who sought to create a moving average that was both fast and smooth. The HMA is calculated by first taking // the weighted moving average of the input data using a weighting factor of W, where W is the square root of the length of the moving average. // The result is then double-smoothed by taking the weighted moving average of this result using a weighting factor of W/2. This final average // forms the HMA line, which can be used to make predictions about future price movements. // //go:generate callbackgen -type HULL type HULL struct { types.SeriesBase types.IntervalWindow ma1 *EWMA ma2 *EWMA result *EWMA updateCallbacks []func(value float64) } var _ types.SeriesExtend = &HULL{} func (inc *HULL) Update(value float64) { if inc.result == nil { inc.SeriesBase.Series = inc inc.ma1 = &EWMA{IntervalWindow: types.IntervalWindow{Interval: inc.Interval, Window: inc.Window / 2}} inc.ma2 = &EWMA{IntervalWindow: inc.IntervalWindow} inc.result = &EWMA{IntervalWindow: types.IntervalWindow{Interval: inc.Interval, Window: int(math.Sqrt(float64(inc.Window)))}} } inc.ma1.Update(value) inc.ma2.Update(value) inc.result.Update(2*inc.ma1.Last(0) - inc.ma2.Last(0)) } func (inc *HULL) Last(i int) float64 { if inc.result == nil { return 0 } return inc.result.Last(i) } func (inc *HULL) Index(i int) float64 { return inc.Last(i) } func (inc *HULL) Length() int { if inc.result == nil { return 0 } return inc.result.Length() } func (inc *HULL) PushK(k types.KLine) { if inc.ma1 != nil && inc.ma1.Length() > 0 && k.EndTime.Before(inc.ma1.EndTime) { return } inc.Update(k.Close.Float64()) inc.EmitUpdate(inc.Last(0)) }