Moving Average Hamming

Name Type Prerequisite Use Cases
Moving Average Hamming (MAH) Trend OHLC Data Used in cycles and spectral analysis to minimize signal "leakage."

Definition

A weighted moving average using a Hamming window function to reduce spectral leakage.

Mathematical Equation

\[\n\text{WMA using Hamming Window weights}\n\]

Special cases

  • Maximum possible value: Unbounded
  • Minimum possible value: 0
  • Behavior: Follows the price, applying Hamming window weighting for smoothing.

Visualization

Moving Average Hamming

Trading Significance

  • Category: Overlap

  • Use Case: Signal smoothing with specific frequency response characteristics.