Hull Moving Average
The Hull Moving Average is a lagging trend indicator and may be used in conjuction with other studies. No trading signals are calculated. The Hull Moving Average makes a moving average more responsive while maintaining a curve smoothness.
Calculation:
The formula for calculating this average is as follows:
HMA[i] = MA( (2 * MA(input, period/2) – MA(input, period)), SQRT(period))
where MA is a moving average and SQRT is square root.
Source: http://motivewave.com
Default Parameters: Period: 20