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