|
Category
Multi-Bar Functions
Description
Hull moving average
Syntax
HAvg(expr, count)
Parameters
expr - data series formula
count - bar count formula
Notes
The Hull moving average is calculated using nested weighted moving averages (WMA).
HAvg(expr, count) could be calculated as WAvg((2 * WAvg(expr, count/2) - WAvg(expr, count)), SQR(count)).
|
