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https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
875998b288
- Enhanced WMA indicator with event-driven capabilities using ITValuePublisher interface. - Created a new TODO file listing various indicators and their corresponding libraries. - Added unit tests for DEMA, HMA, TEMA, and WMA indicators to ensure proper functionality. - Implemented tests for handling new bars, ticks, and historical data updates across indicators. - Verified that indicators correctly compute values and handle different source types.
45 lines
1.5 KiB
Markdown
45 lines
1.5 KiB
Markdown
# HMA: Hull Moving Average
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[Pine Script Implementation of HMA](https://github.com/mihakralj/pinescript/blob/main/indicators/trends_FIR/hma.pine)
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## Overview and Purpose
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The Hull Moving Average (HMA), developed by Alan Hull in 2005, is designed to solve the age-old problem of making a moving average more responsive to current price activity while maintaining curve smoothness. It achieves this by eliminating lag almost entirely and managing to improve smoothing at the same time.
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## Core Concepts
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* **Lag Reduction:** Uses weighted moving averages (WMA) in a specific combination to offset lag.
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* **Smoothness:** The final smoothing step ensures the indicator remains readable and not overly jittery.
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* **Formula:** $HMA = WMA(\sqrt{n}, 2 \cdot WMA(n/2, price) - WMA(n, price))$
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## Calculation
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1. Calculate a WMA with period $n/2$ and multiply by 2.
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2. Calculate a WMA with period $n$ and subtract from step 1.
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3. Calculate a WMA with period $\sqrt{n}$ using the result of step 2.
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## C# Implementation
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```csharp
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using QuanTAlib;
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// Initialize
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var hma = new Hma(14);
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// Update
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var result = hma.Update(new TValue(time, price));
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// Batch
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var series = Hma.Calculate(sourceSeries, 14);
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```
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## Performance
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* **Streaming:** O(1) complexity per update (uses 3 internal O(1) WMAs).
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* **Batch:** Uses SIMD-optimized WMA calculations and vector operations for the intermediate step.
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* **Zero Allocation:** Span-based API available for high-performance scenarios.
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## References
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* [Alan Hull's HMA Description](https://alan.hull.com.au/hma.html)
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