mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-01 03:07:43 +00:00
Miha Kralj
44 lines
1.4 KiB
Plaintext
44 lines
1.4 KiB
Plaintext
// 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<float> 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)
|