Hull Moving Average (HMA)

Category: trend

An extremely fast and smooth moving average developed by Alan Hull that minimizes lag by using a square root period calculation on a weighted difference of two moving averages.

Formula

HMA = WMA(2 * WMA(Price, n/2) - WMA(Price, n), sqrt(n))

Inputs

• HMAPeriod (default: 13)
• HMAShift (default: 0)
• InpMAMethod (default: MODE_LWMA)
• InpMAPrice (default: 5 (Typical Price))

See signal primitives and every published strategy that uses Hull Moving Average (HMA) on WOBR StrategyVerse.