Hi,

I think you know that the well-known Hull Moving Average (HMA) is the Kalman Filter based on the Linear Weighted Moving Average(LWMA). But we can try to use another MAs from our collection instead of the LWMA. Also we can use Damping Factor to avoid overshoots that are characteristic for such kind of filters.

Code:
extern int     TimeFrame      =     0;
extern int     Price          =     0;
extern int     Length         =    14;
extern double  DampingFactor  =     1;    //0...1.0(ex.0.7)
extern int     Shift          =     0;
extern int     MA_Method      =     3;
extern int     ColorMode      =     1;
extern int     SoundMode      =     0;    //0-off,1-on(works only with ColorMode=1)
extern int     SoundShift     =     0;    //0-open bar(multiple),1-closed bar(once)
extern string  BuySound       =  "alert.wav";
extern string  SellSound      =  "alert2.wav";

Attachment 2101

Regards,
Igor