Main Features
Adaptive HMA Indicator for TWM Trading Platform
$0 / Free
TWM
Extensions
INDICATOR
Adaptive HMA
Adaptive Price Smoothing
Indicators
Adaptive HMA for TWM
Meet Adaptive HMA — a period-aware Hull Moving Average that tunes itself to the market’s dominant rhythm on every bar. Instead of a one-size SMA/EMA, Adaptive HMA measures the current dominant cycle (inspired by John Ehlers’ signal-processing ideas) and sets its length to k × period. The result is a price overlay that breathes with conditions: clear when drift is real, restrained when noise takes over. No gimmicks—just a responsive line that adapts as the market’s tempo changes, so you stay aligned without micromanaging settings.
Description
Why Adaptive HMA
Fixed-length averages age quickly. Adaptive HMA addresses that by combining a light pre-smoothing of price with cycle detection each bar, then applying classic Hull logic at a length proportional to the measured period. You get the immediacy Hull is known for, but scaled to the market’s current tempo—less lag when rhythm tightens, more stability when rhythm stretches.
Use it as your with-the-flow context (price vs Adaptive HMA), a clean line in choppy regimes, or as a building block with other TWM tools. Controls are simple and explicit: Min Cycle/Max Cycle constrain what “period” can mean, PreSmooth tempers micro-noise, and Length Multiplier (k) dials reactivity vs smoothness. It’s technical under the hood, but the experience is straightforward: more signal, less second-guessing.
Period-Aware by Design
Measures the dominant cycle each bar and sets HMA length to k × period, so the line follows current market tempo.
Responsive Yet Stable
Combines fast Hull math with cycle clamping and smoothing, balancing sharpness with practical continuity.
Clear Drift Context
Price relative to Adaptive HMA helps separate genuine drift from chop, improving day-to-day decision framing.
Tunable Reactivity (k)
Length Multiplier controls feel: lower k for snap, higher k for calm—without breaking the period logic.
Noise Control Upfront
PreSmooth applies a short WMA before analysis, reducing grit so length changes aren’t driven by micro-wiggles.
Realistic Period Bounds
Min/Max Cycle keeps detection inside sensible ranges for your symbol and timeframe.
Overlay, Not Obstruction
A single, clean line on price with adjustable color, style, and width—easy to read, easy to integrate.
Rooted in Research
Inspired by John Ehlers’ signal-processing approach to market cycles, adapted for practical, on-chart use.
Media
FAQ
Do you have any more questions about our Extension? Let's see if we already have the answer.
Please read the FAQ below.
What makes Adaptive HMA different from a normal HMA?
It measures the dominant cycle each bar and sets length to k × period, so the line adapts instead of staying fixed.
What does the Length Multiplier (k) actually do?
It scales the detected period. Lower k = more reactive; higher k = smoother, more drift-oriented behavior.
How should I choose Min Cycle and Max Cycle?
Set realistic bounds for your market/timeframe. Tight symbols need smaller ranges; slow symbols can use larger ranges.
What is PreSmooth for?
A short WMA before analysis that reduces micro-noise, making period estimates steadier without heavy lag.
Does Adaptive HMA repaint past values?
No. It updates on each bar using current inputs and smoothing rules, but does not retroactively alter prior bars.
Why does the line sometimes change character quickly?
The measured period changed. Bounds and smoothing limit jumps, but regime shifts can legitimately alter tempo.
How do I make it calmer?
Raise k, increase PreSmooth, or lift Min Cycle so very short cycles don’t dominate.
How do I make it snappier?
Lower k and consider a smaller Max Cycle; this shortens the effective length when rhythm tightens.
Where does John Ehlers come in?
Adaptive HMA uses a cycle-measurement approach inspired by John Ehlers’ signal-processing work (period and phase ideas).
How do I use it with other TWM tools?
Common patterns: require price vs Adaptive HMA for context, or use price↔Adaptive HMA cross as a clean on-chart event.
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