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HAvg or HMA

 

 

 

Category

Multi-Bar Functions

Description

Hull moving average

Syntax

HAvg(expr, count)

Parameters

expr - formula referencing bar data

count - formula specifying a number of bars

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)).

 

 

 

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