Hull Moving Average HMA
Definition of 'Hull Moving Average HMA'
HMA = WMA(2*WMA(PRICE, N/2) - WMA(PRICE, N), SQRT(N))
HMA = Hull Moving Average
WMA = Weighted Moving Average
PRICE = The asset's price
N = Period
SQRT = Square Root
The HMA is a linear regression (aka least squares) calculation.
Do you have a trading or investing definition for our dictionary? Click the Create Definition link to add your own definition. You will earn 150 bonus reputation points for each definition that is accepted.
Is this definition wrong? Let us know by posting to the forum and we will correct it.