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Exponential Hull Moving Average (EHMA)

Source for Exponential Hull Moving Average (EHMA) formula:
Raudys, Aistis & Lenčiauskas, Vaidotas & Malčius, Edmundas. (2013). Moving Averages for Financial Data Smoothing. Communications in Computer and Information Science. 403. 34-45. 10.1007/978-3-642-41947-8_4.

The Exponential Hull Moving Average is nearly identical to the Hull MA, but EMA used instead of WMA.

Credit to @RicardoSantos for the existing implementation of the Hull Moving Average in pinescript:

Open-source script

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in a publication is governed by House Rules. You can favorite it to use it on a chart.

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