HMA or HAvg

HMA or HAvg

Category

Description

Hull moving average

Syntax

HMA(expr, count) or HAvg(expr, count)

Parameters

expr - data series formula

count - lookback period

Notes

Either HMA or HAvg can be used as the name of this function.

The Hull moving average is calculated using nested weighted moving averages (WMA).

HMA(expr, count) could be calculated as WMA((2 * WMA(expr, count/2) - WMA(expr, count)), SQR(count)).