Hull Moving Average (HMA)

get_hma(quotes, lookback_periods)


name type notes
quotes Iterable[Quote] Iterable(such as list or an object having __iter__()) of the Quote class or its sub-class.
Need help with pandas.DataFrame?
lookback_periods int Number of periods (N) in the moving average. Must be greater than 1.

Historical quotes requirements

You must have at least N+(integer of SQRT(N))-1 periods of quotes to cover the warmup periods.

quotes is an Iterable[Quote] collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.




name type notes
date datetime Date
hma float, Optional Hull moving average


See Utilities and Helpers for more information.


from stock_indicators import indicators

# This method is NOT a part of the library.
quotes = get_history_from_feed("SPY")

# Calculate 20-period HMA
results = indicators.get_hma(quotes, 20)

About Hull Moving Average (HMA)

Created by Alan Hull, the Hull Moving Average is a modified weighted average of close price over N lookback periods that reduces lag. [Discuss] :speech_balloon: