HMA
- Hull Moving Average

Moving averages, summation
(AmiBroker 5.40)

SYNTAX HMA( array, range )
RETURNS ARRAY
FUNCTION Implements Hull Moving Average. It is functionally equivalent to the following code:

function HMA_AFL( array, period )
{
 fast = WMA( array, period / 2 );
 slow = WMA( array, period );
  
 return WMA( 2 * fast - slow, sqrt( period ) );
}

EXAMPLE
SEE ALSO MA() function , WMA() function

References:

The HMA function is used in the following formulas in AFL on-line library:

More information:

See updated/extended version on-line.