Hull Moving Average HMA

Search Dictionary

Definition of '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.

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.

Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.