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Hull Moving Average HMA
The Hull Moving Average (HMA) is a Moving Average created by Allan Hull and described in his book Active Investing. The formula for the HMA is:
HMA = WMA(2*WMA(PRICE, N/2) - WMA(PRICE, N), SQRT(N))
where...
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.
HMA = WMA(2*WMA(PRICE, N/2) - WMA(PRICE, N), SQRT(N))
where...
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.
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