OPEN-SOURCE SCRIPT

Dickinson Moving Average (DMA)

已更新
Implementation of the "Dickinson Moving Average" from the r/algotrading post by Nathan Dickinson

Quoted from the author of the Dickinson Moving Average:
"I was experimenting with the “zero lag” code from John Ehlers and the Hull Moving Average and noticed that they seemed to respond in complementary ways when properly set up. With the right starting values, they blend together to make a moving average which responds with one (or maybe even half a bar) of lag. To my eye, it looks to be almost as good as the Jurik Moving Average."

Optional parameter input available to use Exponential Hull Moving Average (EHMA) instead of WMA for the Hull MA is available.

Acknowledgements/Credits:
  • Nathan Dickinson, Dickinson Moving Average
  • RicardoSantos, Function for Hull Moving Average
  • Exponential Hull Moving Average sourced from:
    // Raudys, Aistis & Lenčiauskas, Vaidotas & Malčius, Edmundas. (2013). Moving Averages for Financial Data Smoothing.
    // Communications in Computer and Information Science. 403. 34-45. 10.1007/978-3-642-41947-8_4.
  • everget, Jurik Moving Average
版本注释
Correction in code for author name:
- Nathan Dickson, Dickson Moving Average
hullJMAjurikMoving Averages

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