Hull Moving Average (HMA)
Created by Alan Hull, the Hull Moving Average is a modified weighted average of price that reduces lag. [Discuss] 💬
// usage IEnumerable<HmaResult> results = quotes.GetHma(lookbackPeriods);
int - Number of periods (
N) in the moving average. Must be greater than 1.
Historical quotes requirements
You must have at least
N+(integer of SQRT(N))-1 periods of
quotes to cover the warmup periods.
quotes is a collection of generic
TQuote historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.
- This method returns a time series of all available indicator values for the
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first
N+(integer of SQRT(N))-1periods will have
nullvalues since there’s not enough data to calculate.
DateTime - Date from evaluated
double - Hull moving average
See Utilities and helpers for more information.
This indicator may be generated from any chain-enabled indicator or method.
// example var results = quotes .Use(CandlePart.HL2) .GetHma(..);
Results can be further processed on
Hma with additional chain-enabled indicators.
// example var results = quotes .GetHma(..) .GetRsi(..);