hma

hma(series, period)

Parameters

• series (series) – Input series

• period (numeric) – MA period

Returns

series

Returns the Hull moving average of source for the period bars. hma is a composition of the wma by the following rule:

\[\mathrm{hma} = \mathrm{wma}(2 \mathrm{wma}(\mathrm{series}, \frac{n}{2}) - \mathrm{wma}(\mathrm{series}, n), \sqrt{n})\]