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9/21/2018 Incredible Charts: Hull Moving Average

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Moving Averages & MACD Oscillators > Moving Average Types > Hull Moving Average
Accumulation Indicator Guide > Moving Average Types > Hull Moving Average
Distribution Indicators A ~ Z > Indicators D ~ L > Hull Moving Average
Contents > Indicators D ~ L > Hull Moving Average
ADX
Aroon Oscillator
ATR Bands
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Average True Hull Moving Average Table of Contents

Hull Moving Average


Range
Bollinger Bands Two Hull Moving Averages
Chaikin Money Flow
Alan Hull developed Hull Moving Average in 2005 in his quest to Hull Moving Average Example
Chaikin Oscillator create a moving average that is "responsive to current price Two Hull Moving Averages
Chaikin Volatility activity while maintaining curve smoothness". Hull claims that his Example
Chandelier Exits moving average "almost eliminates lag altogether and manages to Hull Moving Average Colors
Commodity Channel improve smoothing at the same time". Notation
Index
Compare Prices
Coppock Indicator Protect Your
Chande Momentum
Oscillator Trading Signals Capital
Choppiness Index
Candlestick Incredible Charts offers
Alan Hull recommends using his moving average for directional signals and not for crossovers which ATR, Chandelier, Ichimoku,
Patterns
could be distorted by the lag. Keltner, Parablolic SAR,
Bollinger %b
Safezone and Volatility
Bollinger Band
Go long when Hull Moving Average turns up; and trailing stops.
Width
Go short when Hull Moving Average turns down. Download and receive a
Indicators D ~ L
30-day FREE TRIAL of our
Detrended Price Premium Service.
Oscillator Two Hull Moving Averages
Directional
Movement
Displaced Moving
It would make sense to introduce a longer-term moving average to signal trend direction, then only take Download Now
Average trades in the direction of the trend.
Donchian Channels
Ease of Movement
Elder Ray Index
Equivolume Charts
Exponential Moving Most Popular
Links
Average
Fibonacci Hull Moving Average Example
Extensions
Fibonacci Colin Twiggs' Trading Diary
Retracements
The weekly chart of CSL Ltd (CSL) compares the 13-week Hull Moving Average to a 13-week Simple
Free Download
Force Index Moving Average.
My Strategy
Heikin-Ashi Twiggs Money Flow
Candlesticks How to Trade MACD
Ichimoku Cloud Divergences
Keltner Channels Time your Exits with ATR
KST Indicator Trailing Stops
Linear Regression 2 Great Bollinger Band
Linear Regression Trading Strategies
Indicator Moving Averages
Hull Moving Candlestick Chart Patterns
Average
Inverted Axis

Indicators M ~ N

MA Oscillator
MACD Indicator

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9/21/2018 Incredible Charts: Hull Moving Average
MACD Histogram
Mass Index
Median Price
Momentum
Money Flow Index
Moving Average
Moving Average
Filters
Moving Average
High/Low/Open
Multiple Moving
Averages
Negative Volume
MACD Percentage

Indicators O ~ P

On Balance Volume
Parabolic SAR
Percentage Trailing
Stops
Pivot Points
Positive Volume
Price Comparison
Price Differential
Price Envelope
Price Ratio
Price Volume Trend
Percentage Bands

Indicators Q ~ U

Rainbow 3D Moving
Averages
Rate Of Change
(Price)
Note that signals are taken at the end of the weeks flagged, not the beginning.
Rate of Change
(Volume) Two Hull Moving Averages Example
Relative Strength
(Compare)
Relative Strength We again use the weekly chart of CSL Ltd (CSL), this time with 13-week and 52-week Hull Moving
Index (RSI) Averages.
Safezone Indicator
Simple Moving
Average
Slow Stochastic
Smoothed Rate of
Change (SROC)
Standard Deviation
Channels
Stochastic Oscillator
Trend Lines
TRIX Indicator
True Range
Twiggs Momentum
Oscillator
Twiggs Money Flow
Typical Price
Twiggs Smoothed
Momentum
Ultimate Oscillator
Stochastic RSI
Twiggs Volatility
Twiggs Trend Index
Twiggs Proprietary
Indicators

Indicators V ~ Z

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9/21/2018 Incredible Charts: Hull Moving Average

Vertical Horizontal
Filter (VHF)
Volatility
Volatility Ratio
Volatility Stops
Volume
Volume Oscillator
Weighted Close
Weighted Moving
Average
Wilder Moving
Average
Williams %R
Williams
Accumulate
Distribute
Williams
Accumulation
Distribution

Trend direction is taken from the green 52-week Hull Moving Average. Trade signals are taken from the
faster 13-week Hull Moving Average but only when the 52-week MA slopes in the same direction.

Green = go Long
Orange = go Short
Gray = Exit trade

Hull Moving Average - Setup


Hull uses a 16-week moving average in his examples. I would have thought that 13 weeks (quarter of a
year) would make more sense and be more defensible against accusations of curve-fitting
(retrospectively fitting an indicator to the data).

Select Indicators and Moving Averages in the left column of the Indicator Panel. Select Hull from the
drop-down box of moving average types.

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9/21/2018 Incredible Charts: Hull Moving Average

To alter the settings, see Edit Indicator Settings.

Hull Moving Average Colors


To amend indicator colors, open the legend by clicking "L" on the toolbar or typing "L" on your keyboard.
Adjust individual colors by clicking on the color patches next to the indicator in the legend.

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Hull Moving Average Formula


Alan Hull uses three Weighted Moving Averages (WMA) in his formula:

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9/21/2018 Incredible Charts: Hull Moving Average
Calculate the WMA for the Period (e.g. 13 Weeks).

Divide the Period by 2 and use the Integer value to calculate a second WMA.

Multiply the second WMA by 2 then subtract the first WMA.

Calculate the Square Root of the Period and take the Integer value.

Use the resulting Integer value to calculate a third WMA of the result from the first two WMAs.

Notation

Here is more mathematical notation for n periods:

WMA(Integer(SQRT(n)),WMA(2*Integer(n/2),data) - WMA(n,data))

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