// Licensed under the Apache License, Version 2.0 // © mihakralj //@version=6 indicator("Fibonacci Weighted Moving Average (FWMA)", "FWMA", overlay=true) //@function Calculates FWMA using Fibonacci sequence as weights with adaptive warmup //@param source Series to calculate FWMA from //@param period Lookback period - FIR window size (number of Fibonacci weights) //@returns FWMA value, calculates from first bar using available data //@optimized Precomputes Fibonacci weights when period changes; O(period) per bar fwma(series float source, simple int period) => if period <= 0 runtime.error("Period must be greater than 0") int p = math.min(bar_index + 1, period) var array weights = array.new_float(1, 1.0) var int last_p = 1 if last_p != p weights := array.new_float(p, 0.0) // Generate Fibonacci sequence: F(1)=1, F(2)=1, F(3)=2, ... float prev2 = 0.0 float prev1 = 1.0 for i = 0 to p - 1 float fib = (i == 0) ? 1.0 : (i == 1) ? 1.0 : prev1 + prev2 // Reverse: index 0 = most recent bar gets F(p), last index gets F(1) array.set(weights, p - 1 - i, fib) prev2 := prev1 prev1 := fib last_p := p float sum = 0.0 float weight_sum = 0.0 for i = 0 to p - 1 float price = source[i] if not na(price) float w = array.get(weights, i) sum += price * w weight_sum += w nz(sum / weight_sum, source) // ---------- Main loop ---------- // Inputs i_period = input.int(10, "Period", minval=1) i_source = input.source(close, "Source") // Calculation fwma_value = fwma(i_source, i_period) // Plot plot(fwma_value, "FWMA", color=color.yellow, linewidth=2)