HMA reconceptualized. HMA required 3 WMA, but I have decided, for some strange

reason, that I don't want to use WMA, I want to use SMA, EMA, and VWMA as the
basis of Hull. Why? I'm weird.

The HMA now provides this functionality. See the sw-zl-hma demo. It slows how to
do the traditional HMA, but innovation and edge require flexibility.

Changes to be committed:
	modified:   Base/Library/JRRtechnical.py
	modified:   Extras/CodeProofs/jrrTA/demo.sw-zl-hma

Author: rapmd73

Base/Library/.JRRtechnical.py.swp

@@ -346,9 +346,11 @@ def WMA(self, idx, period=17):
         return self.window
 
     # Calculate a Hull Moving Average (HMA) using the existing WMA
-    # Problem Child.
 
-    def HMA(self, idx, period=21):
+    # The default is WMA, but by using a column, I can give ANY moving average
+    # to HMA or even change the WMA parameters externally.
+
+    def HMA(self, wmaIDX, wma2IDX, period=21):
         """
         Calculate the Hull Moving Average (HMA) for the series at column `idx`.
 
@@ -374,21 +376,21 @@ def HMA(self, idx, period=21):
         """
 
         # Step 0: Ensure enough historical data
-        closes = [row[idx] for row in self.window[-period:] if len(row)>idx and row[idx] is not None]
-        if len(closes) < period:
+        if len(self.window)<period+1:
             self.AddColumn(None)
             self.AddColumn(None)
+            return self.window
+
+        if len(self.window[-1])<wmaIDX+1 or len(self.window[-1])<wma2IDX+1:
             self.AddColumn(None)
             self.AddColumn(None)
             return self.window
 
-        # Step 1: WMA(period/2)
-        self.WMA(idx, period // 2)
-        wma_half = self.window[-1][-1]
+        # Step 1: WMA(period)
+        wma_full = self.window[-1][wmaIDX]
 
-        # Step 2: WMA(period)
-        self.WMA(idx, period)
-        wma_full = self.window[-1][-1]
+        # Step 2: WMA(period/2)
+        wma_half = self.window[-1][wma2IDX]
 
         # Check validity
         if wma_half is None or wma_full is None:
@@ -402,8 +404,7 @@ def HMA(self, idx, period=21):
 
         # Step 4: WMA(synthetic, sqrt(period))
         sqrt_period = max(1, int(period ** 0.5))
-        synthetic_idx = len(self.window[-1]) - 1
-        self.WMA(synthetic_idx, sqrt_period)    # HMA value, last column
+        self.AddColumn(sqrt_period)
 
         return self.window
 
@@ -758,14 +759,18 @@ def MACD(self, idxFAST, idxSLOW, period=9, signal_func=None):
 
         # Ensure enough history
         if len(self.window) < 1 or len(self.window[-1]) <= max(idxFAST, idxSLOW):
-            self.window[-1].extend([None, None, None])
+            self.AddColumn(None)
+            self.AddColumn(None)
+            self.AddColumn(None)
             return self.window
 
         fast = self.window[-1][idxFAST]
         slow = self.window[-1][idxSLOW]
 
         if fast is None or slow is None:
-            self.window[-1].extend([None, None, None])
+            self.AddColumn(None)
+            self.AddColumn(None)
+            self.AddColumn(None)
             return self.window
 
         # MACD line
@@ -814,20 +819,20 @@ def ATR(self, high_idx=1, low_idx=2, close_idx=4, period=14, malen=14, smooth_fu
 
         # Ensure at least one previous candle exists
         if len(self.window) < 2:
-            self.window[-1].extend([None, None])
+            self.AddColumn(None)
+            self.AddColumn(None)
             return self.window
 
         row = self.window[-1]
         prev_row = self.window[-2]
 
         # Check for missing data
-        if (len(row) <= max(high_idx, low_idx, close_idx) or
-            len(prev_row) <= close_idx or
-            row[high_idx] is None or
-            row[low_idx] is None or
-            row[close_idx] is None or
-            prev_row[close_idx] is None):
-            self.window[-1].extend([None, None])
+        if (len(row) <= max(high_idx, low_idx, close_idx)
+        or len(prev_row) <= close_idx or row[high_idx] is None
+        or row[low_idx] is None or row[close_idx] is None
+        or prev_row[close_idx] is None):
+            self.AddColumn(None)
+            self.AddColumn(None)
             return self.window
 
         # Calculate True Range (TR)
@@ -876,7 +881,9 @@ def Stochastic(self, high_idx, low_idx, close_idx, k_period=14, k_smooth=3, d_sm
 
         n = len(self.window)
         if n < k_period:
-            self.window[-1].extend([None, None, None])
+            self.AddColumn(None)
+            self.AddColumn(None)
+            self.AddColumn(None)
             return self.window
 
         # Extract last k_period highs, lows, closes
@@ -885,7 +892,9 @@ def Stochastic(self, high_idx, low_idx, close_idx, k_period=14, k_smooth=3, d_sm
         closes = [row[close_idx] for row in self.window[-k_period:] if len(row) > close_idx and row[close_idx] is not None]
 
         if len(highs) < k_period or len(lows) < k_period or len(closes) < k_period:
-            self.window[-1].extend([None, None,None])
+            self.AddColumn(None)
+            self.AddColumn(None)
+            self.AddColumn(None)
             return self.window
 
         high_max = max(highs)

Base/Library/JRRtechnical.py

@@ -21,8 +21,6 @@ def main():
     ta=jrTA.TechnicalAnalysis('kraken','MAIN','ADA/USD','1m',197)
     ohlcv=ta.ReadOHLCV('ADAUSD.txt')
 
-    SlowLength=50
-
     Opening=1
     HighIDX=2
     LowIDX=3
@@ -50,11 +48,30 @@ def main():
         # intermediates, which can also be re-used if you want to layer
         # indicators in more complex ways, for example: a double HMA.
 
-        hmaIDX=9
-        zlIDX=10
-        swIDX=11
+        SlowLength=50
+        period=21
+
+        wmaIDX=6    # WMA of Closing, for period
+        wma2IDX=7   # WMA of Closing, for period/2
+        synIDX=8    # 2*WMA(p/2) - WMA(p)
+        sqpIDX=9    # sqrt(p)
+
+        hmaIDX=10
+        zlIDX=11
+        swIDX=12
+
+        # WMA can be ANY desired moving average, and even DIFFERENT moving
+        # averages. To get a FULL HMA, ALL four of these lines are required.
+        # Total of 5 columns are required for a complete Hull moving average.
+        # NEVER forget: Your edge is really YOU, not the indicators.
+
+        ta.WMA(Closing,period)         # WMA(p)                     <---*
+        ta.WMA(Closing,int(period/2))  # WMA(p/2)                       |
+        ta.HMA(wmaIDX,wma2IDX,period)  # HMA math                       |
+        ta.WMA(synIDX,sqpIDX)          # Actual HMA based on WMA, this example
+
+        # Zero lag and sine weighted values
 
-        ta.HMA(Closing,SlowLength)         # HMA
         ta.ZeroLag(hmaIDX,SlowLength)      # ZL-HMA
         ta.SineWeight(zlIDX,SlowLength)    # Sine weighted: SW-ZL-HMA