May 24, 2016 at 12:39 pm
I am somewhat proficient at Sql and have written Exponential and Weighted Moving average procedures and functions successfully..
But this one calculation, I am just having a hard time wrapping my mind around. :ermm:
I have a database with closing stock prices and dates and just want to calculate what is called a HULL Moving average which is a combination of weighted moving averages squared ect...
I can provide an excel spreadsheet where the calculation is working
and also a link to vb script explaining it..
Like i said I just can't wrap my mind around the whole formula for some reason and its really driving me nuts...
Thank you for your time!
http://finance4traders.blogspot.com/2009/06/how-to-calculate-hull-moving-average.html
June 2, 2016 at 7:16 am
nice one
June 7, 2016 at 3:05 am
Whford (5/24/2016)[hr
But this one calculation, I am just having a hard time wrapping my mind around. :ermm:
Are you still looking for a solution ?
What is the size of N ?
What is the number of values ?
This is a question I think I can solve. But have to wrap my mind around it.
I think I did work out a solution for the moving average.
(NO RBAR, No Join).
But I still have to check my solution and study the HULL construction.
The sizes for N and the number of values do influence the performance and my solution is probably not the most efficient. But as said no RBAR (Row By Agonizing Row) and no Joins at the moment.
But this needs some time. And I am not totaly sure that I can solve this.
Ben
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