Hull Moving Average
The Hull Moving Average (HMA) aims to reduce lag while maintaining smoothness.
Usage
Use as a near-zero-lag moving average for trend-following systems where entry timing is critical. The HMA substantially reduces the lag of a same-period WMA.
Background
Alan Hull designed the Hull Moving Average to nearly eliminate lag while maintaining smoothness. It achieves this by computing a WMA of doubled period, subtracting a WMA of full period, then applying a final WMA to the difference over the square-root period, combining speed with noise reduction. — AlanHull.com
Parameters
period(default: 14): Smoothing period
Formula
[ HMA = WMA(2 \times WMA(\frac{n}{2}) - WMA(n), \sqrt{n}) ]