• Technical Studies Reference
• Common Study Inputs (Opens a new page)
• Using Studies (Opens a new page)

This study calculates and displays a Hull Moving Average of the data specified by the Input Data Input. This moving average was developed by Alan Hull.

Let \(X\) be a random variable denoting the Input Data, and let the Input Hull Moving Average Length be denoted as \(n\). Let \(WMA\left(X,\left\lfloor{\frac{n}{2}}\right\rfloor\right)\) and \(WMA(X,n)\) be random variables denoting the Weighted Moving Averages for \(X\) with Lengths \(\left\lfloor{\frac{n}{2}}\right\rfloor\) and \(n\), respectively. Then we denote the Moving Average - Hull at Index \(t\) for the given Inputs as \(HMA_t(X,n)\), and we compute it for \(t \geq n + \left\lfloor{\sqrt{n} + \frac{1}{2}}\right\rfloor - 1\) as follows.

For an explanation of the floor function (\(\left\lfloor{\space\space}\right\rfloor\)), refer to our description here.