Arnaud Legoux Moving Average

[dxinfinitum]

Hi AB Community.

I just wanna ask is there ALMA indicator in Amibroker by default?
Or can it be coded using AFL?

Thanks!

[Tomasz]

Yes it is included by default. See Charts windows, "Averages" folder.

[ii_ldm]

Sorry, I use AB 6.29 but I do not have ALMA. Tried to install 6.30 but is the same. Please could you advise me on ALMA indicator ?
Thanks and regards

[fxshrat]

@ii_ldm, It is not in Averages folder but in manual.

/// Another example: ALMA which is FIR Filter with 
/// shifted Gaussian coefficents can be implemented as follows: 
/// @ link https://www.amibroker.com/guide/afl/fir.html
function ALMA_AFL( input, range, Offset, sigma ) 
{ 
 local m, im, s, Coeff; 

 m = floor( Offset * (range - 1) ); 
 s = range / sigma; 

 for( i = 0; i < Min( range, BarCount ); i++ ) 
 { 
   im = i - m; 
   Coeff[ i ] = exp( - ( im * im )/ ( 2 * s * s ) ); 
 } 

 return FIR( input, Coeff, range ); 
} 

[ii_ldm]

Hi, @fxshrat
many thanks and regards

[Tomasz]

Apparently I did not put it in the setup (yet) but it is here:

// ALMA (Arnaud Legoux Moving Average) 
// ALMA is shifted Gaussian distribution FIR filter, 
// more info: http://www.arnaudlegoux.com
// http://en.wikipedia.org/wiki/Arnaud_Legoux_Moving_Average
// 
// default:
// sigma = 6 
// offset = 0.5 (symmetric distribution), 0.85 (asymetric distribution)
// 
// AFL code (C)2011 AmiBroker.com

function ALMA_AFL( input, range, offset, sigma )
{
  local m, im, s, Coeff;

  m = floor( Offset * (range - 1) ); 
  s = range / sigma;

  for( i = 0; i < Min( range, BarCount ); i++ )
  {
    im = i - m; // apply shift
    Coeff[ i ] = exp( - ( im * im )/ ( 2 * s * s ) ); // Gaussian distribution 
  }

  return FIR( input, Coeff, range );
}

P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 300, 1, 10 );
Offset = Param("Offset", 0.85, 0, 1, 0.01 );
sigma = Param("Sigma", 6, 1, 10, 0.1 );
Plot( ALMA_AFL( P, Periods, Offset, Sigma ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") ); 

Note that this one is a complete working indicator formula with drag-drop capability.

[fakhreddin]

please how to make exploration with this code
please help me at this urgent matter
thanks

[TrendSurfer]

@fakhreddin,

Have you tried searching the forum?

Also, see How to ask a good question.

[fakhreddin]

// ALMA (Arnaud Legoux Moving Average) 
// ALMA is shifted Gaussian distribution FIR filter, 
// more info: http://www.arnaudlegoux.com
// http://en.wikipedia.org/wiki/Arnaud_Legoux_Moving_Average
// 
// default:
// sigma = 6 
// offset = 0.5 (symmetric distribution), 0.85 (asymetric distribution)
// 
// AFL code (C)2011 AmiBroker.com

function ALMA_AFL( input, range, offset, sigma )
{
  local m, im, s, Coeff;

  m = floor( Offset * (range - 1) ); 
  s = range / sigma;

  for( i = 0; i < Min( range, BarCount ); i++ )
  {
    im = i - m; // apply shift
    Coeff[ i ] = exp( - ( im * im )/ ( 2 * s * s ) ); // Gaussian distribution 
  }

  return FIR( input, Coeff, range );
}

P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 300, 1, 10 );
Offset = Param("Offset", 0.85, 0, 1, 0.01 );
sigma = Param("Sigma", 6, 1, 10, 0.1 );
Plot( ALMA_AFL( P, Periods, Offset, Sigma ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") ); 

I tried to make exploration using this code several times with period 200 days, but every time I got some errors and I am basic in coding, so If anyone can help me exploring will be appreciated

[TrendSurfer]

I tried to make exploration using this code

Then did you search the forum for 'Exploration'?

[phase21]

@fakhreddin,

Please have a read of the AmiBroker documentation on How to create your own exploration.

Once you've attempted to create your own exploration, pls use the suggestions in How to ask a good question to explain what you want to achieve, what you attempted, and what the problem is that's preventing you from achieving it.

Many of the members on this forum were "basic in coding" to begin with, but perseverance pays off.

[TrendSurfer]

pls use the suggestions in How to ask a good question

I already suggested this but I don't think @fakhreddin is too interested in learning correct forum rules or attempting to help himself so...

[beppe]

// more info: http://www.arnaudlegoux.com
// http://en.wikipedia.org/wiki/Arnaud_Legoux_Moving_Average

@Tomasz, when you'll put in the setup you can remove the above lines. It seems that the site is no longer active and the Wikipedia article was deleted.