HMA - Hull Moving Average
Last updated
Last updated
The Hull Moving Average, invented by Alan Hull, is a fast-working moving average that gets rid of almost all delays/lags (zero lag). The calculation is carried out using several weighted moving averages, thereby partially reducing the smoothing effect. Hull’s methodology uses square roots of the period instead of the actual period itself.
The same interpretations as for the moving averages apply to the HMA, the only major distinction being the reduced lag. See .
double
When using this method with an index (e.g. HMA(21)[int barsAgo] ), the value of the indicator will be issued for the referenced bar.
inSeries Input data series for the indicator
period Number of bars included in the calculations