HMA {matiming}R Documentation

Computes the Hull Moving Average (HMA)

Description

This function computes the HMA of prices

Usage

HMA(price, n)

Arguments

price

the vector of prices

n

the length of the averaging window (a scalar)

Value

the HMA of prices (a vector)

References

Hull, A. (2005). How to Reduce Lag in a Moving Average, http://www.alanhull.com/hull-moving-average

See Also

Other moving average functions: DMA(), EMA(), LMA(), SMA(), ZMA()


[Package matiming version 1.0 Index]