// Licensed under the Apache License, Version 2.0 // © mihakralj //@version=6 indicator("Hamming Moving Average (HAMMA)", "HAMMA", overlay=true) //@function Calculates HAMMA using Hamming window weighting //@param source Series to calculate HAMMA from //@param period Lookback period - FIR window size //@returns HAMMA value, calculates from first bar using available data //@optimized Uses Hamming window coefficients with O(n) complexity per bar due to lookback loop hamma(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) for i = 0 to p - 1 float w = 0.54 - 0.46 * math.cos(2.0 * math.pi * i / (p - 1)) array.set(weights, i, w) 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 hamma_value = hamma(i_source, i_period) // Plot plot(hamma_value, "HAMMA", color=color.yellow, linewidth=2)