Arnaud Legoux Moving Average
The Arnaud Legoux Moving Average (ALMA) is different from other moving averages because of its specific design to use Gaussian distribution that is shifted with a calculated offset in order for the average to be biased towards more recent days, instead of more evenly centered on the window. Built on the generalized Moving Average Framework, ALMA is able to use various indicators in conjunction with its own capabilities and run on multiple time frames, with the inclusion of custom bar types.
History
The Arnaud Legoux Moving Average (ALMA) indicator was developed by both Arnaud Legoux and Dimitrios Douzis-Loukas while trying to create a new and improved moving average that would showcase advanced smoothness and responsiveness in comparison to other moving averages at the time of its development. Legoux claimed the ALMA moving average was inspired significantly by the Gaussian Filter and often compares his developed moving average to the Hull Moving Average (HMA), which is said to be outperformed by the ALMA in effectiveness and smoothness.
Calculations
- To calculate the Arnaud Legoux Moving Average (如何与Arnaud Legoux移动平均线进行交易 ALMA) you’ll first need to compute a weighted sum of the window's size using your input series and weights given by a Gaussian function with a peak value determined 如何与Arnaud Legoux移动平均线进行交易 如何与Arnaud Legoux移动平均线进行交易 by the offset, and a width determined by sigma.
- This weighted sum is then divided by the total sum of the weights.
Takeaways
The main goal of the Arnaud 如何与Arnaud Legoux移动平均线进行交易 Legoux Moving Average (ALMA) is to generate the most reliable signals in comparison to other 如何与Arnaud Legoux移动平均线进行交易 moving averages. To accomplish this, ALMA applies the average from left to right, then right to left, in turn, creating a combo line. The combo signal, as a result, adjusts accordingly by applying a Gaussian Offset that can adjust the combo line to the current 如何与Arnaud Legoux移动平均线进行交易 price and a sigma.
What to look for
The Arnaud Legoux Moving Average has three 如何与Arnaud Legoux移动平均线进行交易 elements to it:
Window: This element is the period. By default, the window is set 如何与Arnaud Legoux移动平均线进行交易 to 9 periods, but it can be customized to fit any trading style.
Offset: This element is the Gaussian that is applied to the combo line and can be aligned 如何与Arnaud Legoux移动平均线进行交易 to the current price. It’s default is set to 0.85, but by setting it to 1, you can make it align fully to the current price (similar to how an Exponential Moving Average (EMA) with a setting of 0 is like a Simple Moving Average (SMA)). 0.85 is what is recommended, however, you can customize it like with the window element.
Sigma: This element is a standard deviation that is applied to the combo line in order for it to appear more sharp. The default is set 如何与Arnaud Legoux移动平均线进行交易 to 6 and it is not recommended to change the setting. The value of 6 is inspired by the Six Sigma process.
Summary
To sum up, the Arnaud Legoux Moving Average is a moving average that is geared specifically for optimal smoothness and responsiveness. It was created to be set apart as a superior moving average at the time of its development and is often considered a prime average that is followed by many traders and investors for market screening. To follow this average without access to it in your screener, just adjust your preferred Exponential Moving Average (EMA) and/or Simple Moving Average (SMA) settings as described in the section above titled.
Arnaud Legoux Moving Average
The Arnaud Legoux Moving Average (ALMA) is different from other moving averages because of its specific design to use Gaussian distribution that is shifted with a calculated offset in order for the average to be biased towards more recent days, instead of more evenly centered on the window. Built 如何与Arnaud Legoux移动平均线进行交易 on the generalized Moving Average Framework, ALMA is able to use various indicators in conjunction with its own capabilities and run on multiple time frames, with the inclusion of 如何与Arnaud Legoux移动平均线进行交易 custom bar types.
History
The Arnaud Legoux Moving Average (ALMA) indicator was developed by both Arnaud 如何与Arnaud Legoux移动平均线进行交易 Legoux and Dimitrios Douzis-Loukas while trying to create a new and improved moving average that would showcase advanced smoothness and responsiveness in comparison to other moving averages at the 如何与Arnaud Legoux移动平均线进行交易 time of its development. Legoux claimed the ALMA moving average was inspired significantly by the Gaussian Filter and often compares his developed moving average to the Hull Moving Average (HMA), which is said to be outperformed by the ALMA in effectiveness and smoothness.
Calculations
- To calculate the Arnaud Legoux Moving Average (ALMA) you’ll first need to compute a weighted sum of the window's size using your input series and weights given by a Gaussian function with a peak value determined by the offset, and a width determined by sigma.
- This weighted sum is then divided by the total sum of the weights.
Takeaways
The main goal of the Arnaud Legoux Moving Average (ALMA) is to generate the most reliable signals in comparison to other moving averages. To accomplish this, ALMA applies the average from left to right, then right to left, in turn, creating a combo line. The 如何与Arnaud Legoux移动平均线进行交易 combo signal, as a result, adjusts accordingly by applying a Gaussian Offset that can adjust the combo line to the current price and a sigma.
What to look for
The Arnaud Legoux Moving Average has three elements to it:
Window: This element is the period. By 如何与Arnaud Legoux移动平均线进行交易 default, the window is set to 9 periods, but it can be customized to fit any trading style.
Offset: This element is the Gaussian that is applied to the combo line and can be aligned to the current price. It’s default is set to 0.85, but by setting it to 1, you can make it align fully to the current price (similar to how an Exponential Moving Average (EMA) with a setting 如何与Arnaud Legoux移动平均线进行交易 of 0 is like a Simple Moving Average (SMA)). 0.85 is what is recommended, however, you can customize it like with the window element.
Sigma: This element is 如何与Arnaud Legoux移动平均线进行交易 a standard deviation that is applied to the combo line in order for it to appear more sharp. The default is set to 6 and it is not recommended to change the setting. The value of 6 is inspired by the Six Sigma process.
Summary
To sum up, the Arnaud Legoux Moving Average is a moving average that is geared specifically 如何与Arnaud Legoux移动平均线进行交易 for optimal smoothness and responsiveness. It was created to be set apart as a 如何与Arnaud Legoux移动平均线进行交易 superior moving average at the time of its development and is often considered a prime 如何与Arnaud Legoux移动平均线进行交易 如何与Arnaud Legoux移动平均线进行交易 average that is followed by many traders and investors for market screening. To follow this 如何与Arnaud Legoux移动平均线进行交易 average without access to it in your screener, just adjust your preferred Exponential Moving Average (EMA) and/or Simple Moving Average (SMA) settings as described in the section above titled.
Support 如何与Arnaud Legoux移动平均线进行交易 如何与Arnaud Legoux移动平均线进行交易 Board
Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation
For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
I noted that the Offset for Sierra Chart Alma is "0.5" whereas other is "0.85", any different?
0.5 is just the default value of the Offset. You are free to change it to 0.85 in the Study Settings Window:
Is it possible to add an Intermediate Study Calculation Function for ALMA so we can easily use it in ASCIL custom study programs?
Is it possible to add an Intermediate Study Calculation Function for ALMA so we can easily use it in ASCIL custom study programs?
Is it possible to add an Intermediate Study Calculation Function for ALMA so we can easily use it in ASCIL custom study programs?
This is done. Apologies for the delay. I required some training on the development server before I was able to implement this function.
You can find the documentation for the Intermediate Study Function sc.ArnaudLegouxMovingAverage() here:
Also, I rewrote the study function 如何与Arnaud Legoux移动平均线进行交易 Moving Average - Arnaud Legoux so that it calls the above function. The Number of Bars To Calculate Input has been removed.
These changes will show up in the next release of Sierra Chart.
It is a custom study that is coded using the ACSIL interface to Sierra Chart. Refer to the information starting here:
Advanced Custom Study Interface and Language (ACSIL): Introduction
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
To post a message in this thread, 如何与Arnaud Legoux移动平均线进行交易 you need to log in with your Sierra Chart account:
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