---
url: /indicators/hma.md
description: >-
  Created by Alan Hull, the Hull Moving Average is a modified weighted average
  of price that reduces lag.
package: FacioQuo.Stock.Indicators
docs_version: v3
canonical: https://dotnet.stockindicators.dev/indicators/hma
generated: 2026-10-15T06:15:05.027Z
commit: 4044e66ee11c1611f024b18d0096806706a00c9d
---

# Hull Moving Average (HMA)

Created by Alan Hull, the [Hull Moving Average](https://alanhull.com/hull-moving-average) is a modified weighted average of price that reduces lag.
[\[Discuss\] 💬](https://github.com/facioquo/stock-indicators-dotnet/discussions/252 "Community discussion about this indicator")

```csharp
// C# usage syntax
IReadOnlyList<HmaResult> results =
  bars.ToHma(lookbackPeriods);
```

## Parameters

| param | description |
| ----- | ----------- |
| `lookbackPeriods`*`int`* | Number of periods (`N`) in the moving average.  Must be greater than 1.  Default is 14. |

### Historical price bars requirements

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

`bars` is a collection of generic `TBar` historical price bars.  It should have a consistent frequency (day, hour, minute, etc).  See [the Guide](/guide/getting-started.md#historical-bars) for more information.

## Response

```csharp
IReadOnlyList<HmaResult>
```

* This method returns a time series of all available indicator values for the `bars` provided.
* It always returns the same number of elements as there are in the historical price bars.
* It does not return a single incremental indicator value.
* The first `N+(integer of SQRT(N))-1` periods will have `null` values since there's not enough data to calculate.

### `HmaResult`

| property | description |
| ----- | ----------- |
| `Timestamp`*`DateTime`* | Date from evaluated `TBar` |
| `Hma`*`double?`* | Hull moving average |

### Utilities

* [.Condense()](/utilities/results.md#condense)
* [.Find(lookupDate)](/utilities/results.md#find-by-date)
* [.RemoveWarmupPeriods()](/utilities/results.md#remove-warmup-periods)
* [.RemoveWarmupPeriods(removePeriods)](/utilities/results.md#remove-warmup-periods)

See [Utilities and helpers](/utilities.md) for more information.

## Chaining

This indicator may be generated from any chain-enabled indicator or method.

```csharp
// example
var results = bars
    .Use(CandlePart.HL2)
    .ToHma(..);
```

Results can be further processed on `Hma` with additional chain-enabled indicators.

```csharp
// example
var results = bars
    .ToHma(..)
    .ToRsi(..);
```

See [Chaining indicators](/guide/chaining.md) for more.

## Streaming

Use the buffer-style `List<T>` when you need incremental calculations without a hub:

```csharp
HmaList hmaList = new(lookbackPeriods);

// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => hmaList.Add(bar);

// based on `ICollection<HmaResult>`; fills as the handler runs
IReadOnlyList<HmaResult> results = hmaList;
```

Subscribe to a `BarHub` for advanced streaming scenarios:

```csharp
BarHub barHub = new();
HmaHub observer = barHub.ToHmaHub(lookbackPeriods);

// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => barHub.Add(bar);

// results fill as the handler runs
IReadOnlyList<HmaResult> results = observer.Results;
```

See [Buffer lists](/guide/styles/buffer.md) and [Stream hubs](/guide/styles/stream.md) for full usage guides.