Hull Moving Average
Posted: Wed Oct 09, 2013 10:10 am
Hull Moving Average by Alan Hull (HMA).
Formulas:
HMA[i] = LWMA(i,len,(2*LWMA(i,Length/2,Price)-LWMA(i,Length,Price))), where
len=Sqrt(Length)-1,
LWMA(i,N,Price) - Linear Weighted Moving Average.
Download:
Formulas:
HMA[i] = LWMA(i,len,(2*LWMA(i,Length/2,Price)-LWMA(i,Length,Price))), where
len=Sqrt(Length)-1,
LWMA(i,N,Price) - Linear Weighted Moving Average.
Download: