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The Hull Moving Average consists of colored bars to indicate bullish or bearish or can be represented also by a single plot line that changes color when bullish or bearish. I have the following Tradestation Strategy and am trying to make an indicator or colored bars to match. Assistance is greatly appreciated. Inputs: double LengthB(1), double LengthA(0); Vars: double TradeSize(1), IntrabarPersist bool Filter(true), //used just before sending order IntrabarPersist double PriceBuyMarket(0), //order open price IntrabarPersist double PriceSellMarket(0); //order open price //Open Buy Order if HMA(Close, 20) > HMA(Close, 20)[1] //Hull Moving Average > Hull Moving Average then begin Filter = true; if Filter then begin PriceBuyMarket = Close; Buy ("entry1") TradeSize contracts next bar at market; end; end; //Open Sell Order if HMA(Close, 20) < HMA(Close, 20)[1] //Hull Moving Average < Hull Moving Average then begin Filter = true; if Filter then begin PriceSellMarket = Close; Sell Short ("entry2") TradeSize contracts next bar at market; end; end;

How do I calculate that and represent it as an absolute value (no + or -) such that several days could be added together, and divided by the number of days? Assistance is greatly appreciated.