HMA Pass
Hull Moving Average — Series Input
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Overview
HMA Pass applies Alan Hull's Hull Moving Average to any upstream numeric series. It combines WMA(period/2) and WMA(period) with a final WMA of √period to dramatically reduce lag while maintaining smoothness.
Formula
WMA1 = WMA(x, period/2) WMA2 = WMA(x, period) HMA[t] = WMA(2·WMA1 − WMA2, √period)
Parameters
| Parameter | Type | Default | Description |
|---|---|---|---|
| period | number | 14 | Main window length in bars. |
Inputs & Outputs
| Port | Direction | Type | Description |
|---|---|---|---|
| input | Input | (number | null)[] | Any numeric series (values + timestamps). |
| values | Output | (number | null)[] | Smoothed output series, null for warm-up bars. |
| timestamps | Output | number[] | Bar timestamps aligned with values. |