Extra indicators
Hull Moving Average (HMA)
A very smooth and fast moving average that turns quickly with the price.
Die Idee in einfachen Worten
Fast averages are jumpy and smooth averages are slow. The Hull average combines weighted averages of two lengths to cancel most of the delay, then smooths the result.
So wird gerechnet
Twice a half-length weighted average minus a full-length one, smoothed again by a weighted average of square-root length.
HMA = LWMA(2 × LWMA(close, N/2) − LWMA(close, N), √N) (default N = 20)Anwendung
- Trend direction: rising HMA up, falling down.
- Colour or slope changes mark early turns.
Schlüsse ziehen
- It can overshoot slightly at sharp turns.
Beispiel
On a 4-hour chart the HMA(20) turns down one candle after a top where the SMA(20) needs six.
Kurse in Beispielen dienen der Veranschaulichung.
Worauf man achten sollte
- Quick turns mean more false signals in noise.
Ein wenig Geschichte
Alan Hull developed it in 2005.
Nur Bildungsinhalte. Kein Indikator und kein Muster sagt die Zukunft voraus, und nichts hier ist eine Anlageberatung.