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auroagwei
Mar 13, 2019 10:51 PM

Dickinson Moving Average (DMA) 

Ether / United States DollarCoinbase

Description

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

Release Notes

Correction in code for author name:
- Nathan Dickson, Dickson Moving Average
Comments
everget
auroagwei, he is Dickson)
auroagwei
corrected in update - unfortunately tradingview does not allow published script titles to be changed after the fact, but I have made that correct in the script comments
everget
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