FTB-C000328 / Formula component

Square-Root-Length WMA

Square-Root-Length WMA is the final smoothing stage whose length is a rounded function of the square root of the nominal HMA period.

Also known asHMA final WMA

Intermediate 1 linked topicPublished

Definitions

In plain terms

It smooths the difference between doubled half-length WMA and full-length WMA.

Technical

The implementation freezes square-root rounding, minimum length, intermediate readiness, missing data, and precision.

Scope

Changing the rounding rule can shift values and the first-ready index.

Examples

  • A governed lesson uses Square-Root-Length WMA only with declared inputs, timing, parameters, and edge-case behavior.

Common misconceptions

  • Changing the rounding rule can shift values and the first-ready index.

Concept relationships

Prerequisites

Related

Where this concept is used

Tutorials planned

These catalogued topics use this concept, but their complete build has not shipped yet.

  • D07-F01-A07 Prerequisite

Evidence and governance

  1. The Hull Moving Average Alan Hull · first party methodology

    Supports: preferred label, short definition, technical definition

    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
published
Written by

Fintech engineer building market-data and financial systems, and the author of every article, glossary record, and reference implementation on The Fintech Builder.