Arnaud Legoux Moving Average (ALMA)

Created by Arnaud Legoux and Dimitrios Kouzis-Loukas, ALMA is a normal Gaussian distribution weighted moving average of price. [Discuss] 💬

// C# usage syntax
IReadOnlyList<AlmaResult> results =
  bars.ToAlma(lookbackPeriods, offset, sigma);

Parameters

param	type	description
lookbackPeriods	int	Number of periods (N) in the moving average. Must be greater than 1, but is typically in the 5-20 range. Default is 9.
offset	double	Adjusts smoothness versus responsiveness on a scale from 0 to 1; where 1 is max responsiveness. Default is 0.85.
sigma	double	Defines the width of the Gaussian normal distribution. Must be greater than 0. Default is 6.

Historical price bars requirements

You must have at least N periods of bars to cover the warmup periods.

bars is a collection of generic TBar historical price bars. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Response

IReadOnlyList<AlmaResult>

• This method returns a time series of all available indicator values for the bars provided.
• It always returns the same number of elements as there are in the historical price bars.
• It does not return a single incremental indicator value.
• The first N-1 periods will have null values since there's not enough data to calculate.

AlmaResult

property	type	description
Timestamp	DateTime	Date from evaluated TBar
Alma	double	Arnaud Legoux Moving Average

Utilities

• .Condense()
• .Find(lookupDate)
• .RemoveWarmupPeriods()
• .RemoveWarmupPeriods(removePeriods)

See Utilities and helpers for more information.

Chaining

This indicator may be generated from any chain-enabled indicator or method.

// example
var results = bars
    .Use(CandlePart.HL2)
    .ToAlma(..);

Results can be further processed on Alma with additional chain-enabled indicators.

// example
var results = bars
    .ToAlma(..)
    .ToRsi(..);

See Chaining indicators for more.

Streaming

Use the buffer-style List<T> when you need incremental calculations without a hub:

AlmaList almaList = new(lookbackPeriods, offset, sigma);

foreach (IBar bar in bars)  // simulating stream
{
  almaList.Add(bar);
}

// based on `ICollection<AlmaResult>`
IReadOnlyList<AlmaResult> results = almaList;

Subscribe to a BarHub for advanced streaming scenarios:

BarHub barHub = new();
AlmaHub observer = barHub.ToAlmaHub(lookbackPeriods, offset, sigma);

foreach (IBar bar in bars)  // simulating stream
{
  barHub.Add(bar);
}

IReadOnlyList<AlmaResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.