Add HMA example script

This commit introduces a new example script, `HMA.myc`, which demonstrates the implementation and usage of the Hull Moving Average (HMA) indicator. The script includes factory functions for Simple Moving Average (`make-sma`), Weighted Moving Average (`make-wma`), and the Hull Moving Average itself (`make-hma`). It also includes a small example loop to initialize and print HMA values.
2026-03-26 12:00:27 +01:00
parent 4338197bc9
commit c0125216b4
1 changed files with 68 additions and 0 deletions
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+(do
+  ;; make-sma Factory (O(1))
+  (def make-sma
+    (fn [lookback]
+      (do
+        (def s (series lookback :float))
+        (def running-sum 0.0)
+        (def count 0)
+        (fn [x]
+          (do
+            (if (< count lookback)
+              (do (assign running-sum (+ running-sum x)) (assign count (+ count 1)))
+              (do (assign running-sum (+ (- running-sum (s (- lookback 1))) x))))
+            (push s x)
+            (/ running-sum count))))))
+
+  ;; make-wma Factory (O(1))
+  (def make-wma
+    (fn [lookback]
+      (do
+        ;; Sicherstellen, dass lookback mindestens 1 ist
+        (def n (if (< lookback 1) 1 lookback))
+        (def s (series n :float))
+        (def price-sum 0.0)
+        (def weighted-sum 0.0)
+        (def count 0)
+        (def weight-total (/ (* n (+ n 1)) 2))
+        (fn [x]
+          (do
+            (if (< count n)
+              (do
+                (assign count (+ count 1))
+                (assign price-sum (+ price-sum x))
+                (assign weighted-sum (+ weighted-sum (* x count)))
+                (push s x)
+                (/ weighted-sum (/ (* count (+ count 1)) 2)))
+              (do
+                (def oldest (s (- n 1)))
+                (assign weighted-sum (+ (- weighted-sum price-sum) (* x n)))
+                (assign price-sum (+ (- price-sum oldest) x))
+                (push s x)
+                (/ weighted-sum weight-total))))))))
+
+  ;; make-hma Factory (O(1))
+  ;; Hull Moving Average: WMA(sqrt(n), 2*WMA(n/2) - WMA(n))
+  (def make-hma
+    (fn [lookback]
+      (do
+        (def n lookback)
+        (def wma1 (make-wma (trunc (/ n 2))))
+        (def wma2 (make-wma n))
+        (def wma-final (make-wma (trunc (sqrt n))))
+        (fn [x]
+          (do
+            (def v1 (wma1 x))
+            (def v2 (wma2 x))
+            (wma-final (- (* 2.0 v1) v2)))))))
+
+  ;; Beispiele & Test
+  (def hma16 (make-hma 16))
+  (print "HMA (16) Initialisierung gestartet...")
+  (def i 1.0)
+  (while (<= i 20.0)
+    (do
+      (print "HMA Step" i ":" (hma16 (* i 10.0)))
+      (assign i (+ i 1))))
+)
+