Indicator Reference

Hull Moving Average

Introduction

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

Create Manual Indicators

You can manually create a HullMovingAverage indicator, so it doesn’t automatically update. Manual indicators let you update their values with any data you choose. The following reference table describes the HullMovingAverage constructor.

HullMovingAverage()1/2

            HullMovingAverage QuantConnect.Indicators.HullMovingAverage (
     string  name,
     int     period
   )
        

A Hull Moving Average.

HullMovingAverage()2/2

            HullMovingAverage QuantConnect.Indicators.HullMovingAverage (
     int  period
   )
        

A Hull Moving Average.

Update Manual Indicators

You can update the indicator automatically or manually.

Automatic Update

To register a manual indicator for automatic updates with the security data, call the RegisterIndicator method.


private HullMovingAverage _hma;

// In Initialize()
_hma = new HullMovingAverage(name, period);
_hma.Updated += IndicatorUpdateMethod;

RegisterIndicator(symbol, _hma, Resolution.Daily);

// In IndicatorUpdateMethod()
if (_hma.IsReady)
{
    var indicatorValue = _hma.Current.Value;
}
    
# In Initialize()
self.hma = HullMovingAverage(name, period)
self.hma.Updated += self.IndicatorUpdateMethod

self.RegisterIndicator(symbol, self.hma, Resolution.Daily)

# In IndicatorUpdateMethod()
if self.hma.IsReady:
    indicator_value = self.hma.Current.Value

To customize the data that automatically updates the indicator, see Custom Indicator Periods and Custom Indicator Values.

Manual Update

Updating your indicator manually enables you to control when the indicator is updated and what data you use to update it. To manually update the indicator, call the Update method with time/decimal pair. The indicator will only be ready after you prime it with enough data.

    
private HullMovingAverage _hma;
private Symbol symbol;

// In Initialize()
_hma = new HullMovingAverage(period);
symbol = AddEquity("SPY").Symbol;

// In OnData()
if (data.ContainsKey(_symbol))
{
    _hma.Update(data[symbol].EndTime, data[symbol].High);
}
if (_hma.IsReady)
{
    var indicatorValue = _hma.Current.Value;
}
    
# In Initialize()
self.hma = HullMovingAverage(period)
self.symbol = self.AddEquity("SPY").Symbol

# In OnData()
if data.ContainsKey(self.symbol):
    self.hma.Update(data[self.symbol].EndTime, data[self.symbol].High)
if self.hma.IsReady:
    indicator_value = self.hma.Current.Value

Create Automatic Indicators

The HMA method creates an HullMovingAverage indicator, sets up a consolidator to update the indicator, and then returns the indicator so you can use it in your algorithm.

The following reference table describes the HMA method:

HMA()1/1

            HullMovingAverage QuantConnect.Algorithm.QCAlgorithm.HMA (
    Symbol                           symbol,
    Int32                            period,
    *Nullable<Resolution>      resolution,
    *Func<IBaseData, Decimal>  selector
   )
        

Creates a new HullMovingAverage indicator. The Hull moving average is a series of nested weighted moving averages, is fast and smooth.


If you don't provide a resolution, it defauls to the security resolution. If you provide a resolution, it must be greater than or equal to the resolution of the security. For instance, if you subscribe to hourly data for a security, you should update its indicator with data that spans 1 hour or longer.

For more information about the selector argument, see Alternative Price Fields.

Get Indicator Values

To get the value of the indicator, use its Current.Value attribute.

private HullMovingAverage _hma;

// In Initialize()
var symbol = AddEquity("SPY").Symbol;
_hma = HMA(symbol, period);

// In OnData()
if (_hma.IsReady)
{
    var current = _hma.Current.Value;
}
# In Initialize()
symbol = self.AddEquity("SPY").Symbol
self.hma = self.HMA(symbol, period)

# In OnData()
if self.hma.IsReady:
    current = self.hma.Current.Value

Visualization

To plot indicator values, in the OnData event handler, call the Plot method.

private HullMovingAverage _hma;

// In Initialize()
var symbol = AddEquity("SPY").Symbol;
_hma = HMA(symbol, period);

// In OnData()
if (_hma.IsReady)
{
    Plot("My Indicators", "hullmovingaverage", _hma.Current);
}
# In Initialize()
symbol = self.AddEquity("SPY").Symbol
self.hma = self.HMA(symbol, period)

# In OnData()
if self.hma.IsReady:
    self.Plot("My Indicators", "hullmovingaverage", self.hma.Current)

For more information about plotting indicators, see Plotting Indicators.

You can also see our Videos. You can also get in touch with us via Discord.

Did you find this page helpful?

Contribute to the documentation: