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Hull Moving Average
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=59630
Forum: 38 · Topic 59630 · 1 post(s)
Hull Moving Average
Alexander.Gettinger · Wed Oct 09, 2013 10:10 am
Hull Moving Average by Alan Hull (HMA).
Formulas: HMA[i] = LWMA(i,len,(2*LWMA(i,Length/2,Price)-LWMA(i,Length,Price))), where len=Sqrt(Length)-1, LWMA(i,N,Price) - Linear Weighted Moving Average.
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