Definitions
In plain terms
It smooths the difference 2*WMA(n/2)-WMA(n) with a WMA of length sqrt(n).
Technical
A reproducible HMA freezes WMA orientation, integer rounding for derived lengths, stage readiness, missing values, and precision.
Scope
Different rounding conventions can produce different HMA series for the same nominal period.
Formula
HMA_n = WMA_sqrt(n)(2*WMA_(n/2)(x) - WMA_n(x))HMA_n=WMA_{\sqrt{n}}\left(2WMA_{n/2}(x)-WMA_n(x)\right)| Symbol | Meaning | Unit |
|---|---|---|
n | nominal HMA period | observations |
x | input series | input unit |
WMA | declared weighted moving average | input unit |
Output unit: input unit
Examples
- A governed lesson uses Hull Moving Average only with declared inputs, timing, parameters, and edge-case behavior.
Common misconceptions
- Different rounding conventions can produce different HMA series for the same nominal period.
Concept relationships
Where this concept is used
Evidence and governance
- The Hull Moving Average Alan Hull · first party methodology
Supports: preferred label, short definition, technical definition, formula
Limits: Rounding non-integer lengths and warm-up behavior require explicit implementation choices.
- Reviewed by
- fintech-builder-batch-006
- Last reviewed
- 2026-07-27
- Next review
- 2027-07-27
- Record status
- evidence reviewed
This record is evidence-reviewed and readable, but not yet promoted to published — it is served noindex,follow and excluded from the sitemap.