ALMA – Arnaud Legoux Moving Average

ALMA – Arnaud Legoux Moving Average

The ALMA moving average uses curve of the Normal (Gauss) distribution which can be placed by Offset parameter from 0 to 1. This parameter allows regulating the smoothness and high sensitivity of the Moving Average. Sigma is another parameter that is responsible for the shape of the curve coefficients. This moving average reduce lag of the informations but still being smooth to reduce noises.

This method of price average calculation could be used for any others technical indicators that used moving average for their own calculation (RSI, MACD, Stochastic, etc.).

From the Author: (Arnaud Legoux & Dimitris Kouzis-Loukas)

It removes small price fluctuations and enhances the trend by applying a moving average twice, one from left to right and one from right to left. At the end of this process the phase shift (price lag) commonly associated with moving averages is significantly reduced. Zero-phase digital filtering reduces noise in the signal. Conventional filtering reduces noise in the signal, but add delay.

The ALMA can give some excellent results if you take the time to tweak the parameters (don’t need to explain this part, it will be easy for you to find the right setting in less than hour)..


Share this

Risk disclosure:

No information on this site is investment advice or a solicitation to buy or sell any financial instrument. Past performance is not indicative of future results. Trading may expose you to risk of loss greater than your deposits and is only suitable for experienced investors who have sufficient financial means to bear such risk.

ProRealTime ITF files and other attachments : How to import ITF files into ProRealTime platform?

New! PRC is also now on YouTube, subscribe to our channel for exclusive content and tutorials

  1. supertiti • 06/06/2016 #

    Bonjour Nicolas
    J’ai mis la moyenne ALMA sur des prix et j’ai ajouté une autre moyenne simple par exemple p= 11 , quand je bouge les paramètres de ALMA l’autre moyenne bouge aussi !
    Est ce normal ? et si oui pourquoi ?
    merci, bonne journée

    • Nicolas • 06/06/2016 #

      Bonjour titi, je pense que tu dois faire erreur, ça n’est possible 🙂

  2. supertiti • 06/06/2016 #

    Sorry ! erreur de débutant ! le bug venait de ” appliqué à ” qui s’adressait à ALMA en place de customclose …

Register or


avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar
Related users ' posts
Vonasi Discussion regarding this indicator can be found here:
marcosamo Hello and thank you for this indicator, I have a small problem, it only shows the pawn at th...
marcosamo in fact I just saw a rider, so everything works sorry for my previous question
swapping perfect marcosamo, coupled with ichimoku-price-pattern this is better ;)
hartgeld Bonjour Nicolas, j'ai réussi. J'ai intégré une troisième unité de temps, tout va bien! Je va...
Jan Wind Good evening Nicolas, thanks for the indicator. How are the short and medium trend peri...
Nicolas I don't know, that code is a 1:1 translation from another platform.
2 weeks ago
2 weeks ago
Ciccio New version
Ciccio New version 2.0 on the original Forum thread
2 weeks ago
ALE UNIAVG = enables or disables the moving average applied to the value of the Universal oscill...
ludo6977 this incateur is genial, to leave by default. It gives excellent indications. I am a fan. Go...
ALE :-) thanks
quibe56 Bonjour, à priori les couleurs pour le Katana ne fonctionnent pas ( départ haussier ou élan...
swapping Bonjour quibe56, n'ayant pas rencontré ce défaut je continu néanmoins à structurer le code p...
Vonasi Change line 76 to if opendayofweek opendayofweek[1] and opendayofweek 0 then if ...
Vonasi There has been a minor bug fix as lines were drawn incorrectly if both HH or both LL values ...
dario ti Excellent, i was looking for something like that, but could be great if you add the option t...
dario ti Thank you!
Razz Hello Vonasi super indicator! is it possible to extend the indicator by the time scales M10 ...
Razz Hello Vonasi I found out myself how I can change it. Thanks again for the indicator
Balmora74 Thanks for this code but there is 4 different versions and i don't know wich is the good one ?
Vonasi I don't understand. There is only one ITF file here not four. Download and import it. You mi...
Balmora74 Ok i understand now... I make a confusion with a other code... Thanks Vonasi.
TAC Bolsa
2 months ago
TAC Bolsa Another Link of how the volume looks with or without auction "subasta" https://www.prorealc...
dario ti please can you help me to understand? i know i am wrong: Long Histogram = High Volume S...
TAC Bolsa hi, I have already seen the problem and requested that it be removed until an adequate so...