Arnaud Legoux Moving Average - ALMA

Quoting samfor

Disliked

Is there any EA's out there that use Arnaud Legoux Moving Average?

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Quoting Vicente

Disliked

what is the advantage of this indicator with the previous

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{ Arnaud Legoux Moving Average for WindowSize=9 } 

sigma:=Input("Sigma",0.5,10,6);  
offset:=Input("Offset",0,1,0.85); 

w0:= Exp(-Power(0-Floor(offset*8),2)/(2*Power(9/sigma,2)));
w1:= Exp(-Power(1-Floor(offset*8),2)/(2*Power(9/sigma,2)));
w2:= Exp(-Power(2-Floor(offset*8),2)/(2*Power(9/sigma,2)));
w3:= Exp(-Power(3-Floor(offset*8),2)/(2*Power(9/sigma,2)));
w4:= Exp(-Power(4-Floor(offset*8),2)/(2*Power(9/sigma,2)));
w5:= Exp(-Power(5-Floor(offset*8),2)/(2*Power(9/sigma,2)));
w6:= Exp(-Power(6-Floor(offset*8),2)/(2*Power(9/sigma,2)));
w7:= Exp(-Power(7-Floor(offset*8),2)/(2*Power(9/sigma,2)));
w8:= Exp(-Power(8-Floor(offset*8),2)/(2*Power(9/sigma,2)));

s0:= w0*Ref(C,-8);
s1:= w1*Ref(C,-7);
s2:= w2*Ref(C,-6);
s3:= w3*Ref(C,-5);
s4:= w4*Ref(C,-4);
s5:= w5*Ref(C,-3);
s6:= w6*Ref(C,-2);
s7:= w7*Ref(C,-1);

alma:= If((w0+w1+w2+w3+w4+w5+w6+w7+w8) > 0,(s0+s1+s2+s3+s4+s5+s6+s7+w8*C)/(w0+w1+w2+w3+w4+w5+w6+w7+w8),C);

alma;

Quoting hadlee

Disliked

Good work

Will a Metastock version be available in the near future?

Thanks

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{*******************************************************************
Description    : This Indicator plots ALMA(Arnaud Legoux Moving Average)
Provided By    : TrendLaboratory(c) Copyright 2010 
Author        : IgorAD E-mail: [email protected]
            : http://finance.groups.yahoo.com/group/TrendLaboratory/
********************************************************************}

Inputs:    Price (Close), 
        WindowSize(9), 
        Sigma(6),
        Offset(0.85),
        Displace(0),
        ColorMode(0),
        ColorBarsBack(0);    

variables:    ALMA(0), trend(0) ;

if Displace >= 0 or CurrentBar > AbsValue( Displace ) then 
    begin
    ALMA = ALAverage( Price, WindowSize , Sigma ,Offset ) ;
    
    Plot1[Displace]( ALMA, "ALMA" ) ;
    
    if ColorMode > 0 then begin
        
        if ALMA > ALMA[1] then trend = 1;
         if ALMA < ALMA[1] then trend =-1;
        
        if trend > 0 then SetPlotColor[ColorBarsBack](1,Blue);
        if trend < 0 then SetPlotColor[ColorBarsBack](1,Red);
    
    end;
    
    
    
    
        
    { Alert criteria }
    if Displace <= 0 then 
        begin
        if Price > ALMA and ALMA > ALMA[1] and ALMA[1] <= ALMA[2] then
            Alert( "Indicator turning up" ) 
        else if Price < ALMA and ALMA < ALMA[1] and ALMA[1] >= ALMA[2] then
            Alert( "Indicator turning down" ) ;
        end ;
    end ;

{Function; ALAverage}
inputs: 
    Price (numericseries), 
    Window(numericsimple), 
    Sigma(numericsimple),
    Offset(numericsimple);

variables: m(0),s(0),Wtd(0), WtdSum(0),CumWt(0), k(0);

    m = Floor(Offset * (Window - 1));
    s = Window/Sigma;

    WtdSum = 0;
    CumWt  = 0;
    
    for k = 0 to Window - 1 begin
    Wtd = ExpValue(-((k-m)*(k-m))/(2*s*s));
    WtdSum = WtdSum + Wtd * Price[Window - 1 - k] ;
    CumWt = CumWt + Wtd; 
    end ;
    
    ALAverage = WtdSum / CumWt ;

Quoting r4bb1t

Disliked

Can someone convert it to Easy Language that is wrapped as a function?
i mean pasting code. not the eld file. i can't open eld files

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