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Category
Multi-Bar Functions
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)).
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