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Miha Kralj
2026-02-27 07:48:12 -08:00
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# HANMA: Hanning-Weighted Moving Average
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Trend (FIR MA) |
| **Inputs** | Source (close) |
| **Parameters** | `period` (default 10) |
| **Outputs** | Single series (Hanma) |
| **Output range** | Tracks input |
| **Warmup** | `period` bars |
### TL;DR
- HANMA is a Finite Impulse Response (FIR) filter that applies a Hanning (Hann) window to price data.
- Parameterized by `period` (default 10).
- Output range: Tracks input.
- Requires `period` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "Julius von Hann deserves credit for the window that bears his name—even if autocomplete keeps trying to change it to 'Hamming.' The zero-edge weights aren't a bug; they're the whole point."
HANMA is a Finite Impulse Response (FIR) filter that applies a Hanning (Hann) window to price data. The Hanning window is a pure raised cosine with edge weights of exactly zero, which provides excellent side lobe suppression while maintaining a narrower main lobe than Hamming. It's particularly effective when you want to eliminate boundary discontinuities entirely.
@@ -252,4 +269,4 @@ For a typical 14-period: ~92 + 224 ≈ **316 bytes** per instance.
5. **Small Periods**: With very small periods (e.g., 3), the window shape degenerates. A period of 3 produces weights [0, 1, 0]—essentially just the middle value. Consider period >= 5 for meaningful Hanning characteristics.
6. **Side Lobe Trade-off**: The -32 dB first side lobe is worse than Hamming's -43 dB, but the narrower main lobe provides better frequency resolution. Choose based on whether you prioritize frequency resolution or side lobe suppression.
6. **Side Lobe Trade-off**: The -32 dB first side lobe is worse than Hamming's -43 dB, but the narrower main lobe provides better frequency resolution. Choose based on whether you prioritize frequency resolution or side lobe suppression.