Moving Harmonic Mean

Category: trend

Calculates the harmonic mean over a sliding window, which is a type of average typically used for ratios or rates and is more sensitive to smaller values in the dataset than an arithmetic mean.

Formula

MHM = \frac{n}{\sum_{i=0}^{n-1} \frac{1}{x_i}}

Inputs

• length (default: 14)
• src (default: close)

See signal primitives and every published strategy that uses Moving Harmonic Mean on WOBR StrategyVerse.