HMA {matiming} | R Documentation |
This function computes the HMA of prices
HMA(price, n)
price |
the vector of prices |
n |
the length of the averaging window (a scalar) |
the HMA of prices (a vector)
Hull, A. (2005). How to Reduce Lag in a Moving Average, http://www.alanhull.com/hull-moving-average
Other moving average functions:
DMA()
,
EMA()
,
LMA()
,
SMA()
,
ZMA()