Table of Contents

Class HullMovingAverage

Namespace
FinanceSharp.Indicators
Assembly
FinanceSharp.dll

Produces a Hull Moving Average as explained at http://www.alanhull.com/hull-moving-average/ and derived from the instructions for the Excel VBA code at http://finance4traders.blogspot.com/2009/06/how-to-calculate-hull-moving-average.html

public class HullMovingAverage : IndicatorBase, IIndicator, IUpdatable
Inheritance
HullMovingAverage
Implements
Inherited Members
Extension Methods

Constructors

HullMovingAverage(int)

A Hull Moving Average.

public HullMovingAverage(int period)

Parameters

period int

int - the number of periods over which to calculate the HMA - the length of the slower LWMA

HullMovingAverage(string, int)

A Hull Moving Average

public HullMovingAverage(string name, int period)

Parameters

name string

string - a name for the indicator

period int

int - the number of periods to calculate the HMA - the period of the slower LWMA

Properties

IsReady

Gets a flag indicating when this indicator is ready and fully initialized

public override bool IsReady { get; }

Property Value

bool

WarmUpPeriod

Required period, in data points, for the indicator to be ready and fully initialized.

public override int WarmUpPeriod { get; }

Property Value

int

Methods

Forward(long, DoubleArray)

Computes the next value of this indicator from the given state

protected override DoubleArray Forward(long time, DoubleArray input)

Parameters

time long
input DoubleArray

The input given to the indicator

Returns

DoubleArray

A new value for this indicator

Reset()

Resets this indicator to its initial state

public override void Reset()