Hull Moving Average (HMA)

Category: trend

A fast, low-lag moving average that uses two Weighted Moving Averages (WMA) of different periods and a third WMA for final smoothing.

Formula

HMA = WMA(sqrt(Period), 2 * WMA(Period/2) - WMA(Period))

Inputs

• inpPeriod (default: 20)
• inpDivisor (default: 2.0)
• inpPrice (default: PRICE_CLOSE)

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