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Attachments: Arnaud Legoux Moving Average - ALMA
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Arnaud Legoux Moving Average - ALMA

  • #21
  • Oct 24, 2011 11:40am Oct 24, 2011 11:40am
Quoting soldintime
I am using the ALMA indicator instead of the SSMA in my EA and the results are a lot better. However back testing over 4 years of tick data has gone from 4 minutes to 25 minutes. I am thinking of having this indi translated into a DLL. Is there anyone that has done this before?
I have managed to get it down to 8 minutes.
  • #22
  • Nov 9, 2011 1:17am Nov 9, 2011 1:17am
Hi Please post EA using ALMA.
  • #23
  • Jan 24, 2012 6:21pm Jan 24, 2012 6:21pm
Hi!
Thanks Igorad! Great idea to add gaussian distribution in the calculation of an ma.

If you use a 5 min chart on eurusd, which settings do you think keep you in the trend the longest time?
Are the settings dependent on the volatility of the pair. Is this already calculated, or shall I use other settings on more volatile pairs like e. g. gbpusd?

Is window size the same as the bars settings on an ma? I mean, if I used ema 21 shall I use now window size 21?
How much more cpu intensive is the calculation compared to an ema?

I also use your MAX moving averages. Is Alma in all cases the best choice?
Details to Alma
http://www.arnaudlegoux.com/wp-conte...ng-Average.pdf

Thanks.
  • #24
  • Jan 24, 2012 6:57pm Jan 24, 2012 6:57pm
Igorad, very nice work.

Would it be possible to make it so that the main MA line itself shows the changes for Long and Short, not just a continuous (yellow) line? This would eliminate the need for the lower histogram, correct?
Attached Image (click to enlarge)
Click to Enlarge Name: alma.gif Size: 186 KB
To improve is to change. To perfect, is to change often.
  • #25
  • Edited 3:30am Jan 25, 2012 3:19am | Edited 3:30am
Which settings do YOU use on 5 min eurusd to stay longest time in trend?
Do you change it from time to time or pair to pair?

Quoting forexhard
Igorad, very nice work.

Would it be possible to make it so that the main MA line itself shows the changes for Long and Short, not just a continuous (yellow) line? This would eliminate the need for the lower histogram, correct?
What about color mode=1 and no histgram indicator?
Igorad is studying market for many years. I love his indicators.
His Max Ma (attached) replaced ema 21 on my charts.

Did you study to combine an ema with the very popular trendmagic (mixes cci 50 with atr 5)? Would be interesting. As all here it is not repainting and one of the best trend filters.

//| ALMA_v1.mq4 |
//| ALMA by Arnaud Legoux / Dimitris Kouzis-Loukas / Anthony Cascino |
//| www.arnaudlegoux.com |
//| Written by IgorAD,[email protected] |
#property copyright "Copyright 2010, TrendLaboratory"

//---- indicator parameters
extern int Price = 0; //Price Mode (0...6)
extern int WindowSize = 9; //Window Size
extern double Sigma = 6.0; //Sigma parameter
extern double Offset =0.85; //Offset of Gaussian distribution (0...1)
extern double PctFilter = 0; //Dynamic filter in decimal
extern int Shift = 0; //
extern int ColorMode = 0; //0-on,1-off
extern int ColorBarBack = 1; //
extern int AlertMode = 0; //Sound Alert switch (0-off,1-on)
extern int WarningMode = 0; //Sound Warning switch(0-off,1-on)
Attached File(s)
File Type: ex4 #MAX Moving Average_01.ex4   4 KB | 1,016 downloads
File Type: mq4 Trend Magic with Email.mq4   3 KB | 1,038 downloads
  • #26
  • Jan 26, 2012 4:19am Jan 26, 2012 4:19am
Hi forexhard,

Please check out color version(v2) of ALMA.

Regards,
Igor

Quoting forexhard
Igorad, very nice work.

Would it be possible to make it so that the main MA line itself shows the changes for Long and Short, not just a continuous (yellow) line? This would eliminate the need for the lower histogram, correct?
Attached File(s)
File Type: mq4 ALMA_v2.mq4   6 KB | 2,142 downloads
Let's improve trading skills together at newdigital-world[dot]com
  • #27
  • Jan 27, 2012 3:00am Jan 27, 2012 3:00am
Hi,

Please check out 2 new indicators Hull ALMA & HMA with damping factor.
Hull MA have one serious disadvantage because of overshoots.
So now you can choose a suitable value for Damping Factor to minimize overshoots.

Regards,
Igor
Attached File(s)
File Type: mq4 HMA_v2.2.mq4   6 KB | 1,316 downloads
File Type: mq4 HullALMA_v1.mq4   6 KB | 1,524 downloads
Let's improve trading skills together at newdigital-world[dot]com
  • #28
  • Feb 5, 2012 1:36pm Feb 5, 2012 1:36pm
Hi Igorad,

I am using ALMA V2 .The indicator looks repainting.Can you check please?
Attached Image (click to enlarge)
Click to Enlarge Name: alma.png Size: 20 KB
  • #29
  • May 9, 2012 12:29pm May 9, 2012 12:29pm
If anyone is considering ALMA indicator as a major indicator to enter his trades, could he just here write the details of the rules he's using and how is he analyzing the charts with it ? Thanks in advance.
  • #30
  • Dec 16, 2012 4:14am Dec 16, 2012 4:14am
Quoting igorad
Hi,
Recently I've found a new kind of moving average - ALMA(Arnaud Legoux Moving Average) -and I've converted it from NT to MT4, MT5 and TS. For more infomation, please visit author website or Wiki.

ALMA's default settings are Sigma=6, Offset=0.5 , but I think with Offset=0.85...0.9 and Sigma=8...10 it looks better than HMA, T3 and many others.


Regards,
Igor
Hi Igorad,

I was reading this article about AlMA from the link you provided (download from here) and as I understand - authors of this idea (general idea about ALMA indicator) made indicator without contradiction between smoothing and lagging - quote from article:

Quote
smoothness and responsiveness are conflicting requirements
The other quote from the article:

Quote
on the other words compared to HMA ALMA gives the same responsiveness, the same or better smoothness and no side effect ...
I mean - as we know: more smoothing = more lagging; less smoothing = less lagging (for MAs' family).

ALMA is having more smoothing with less lagging.
Indicator is more fast even if with more smoothing.

It is what I understood.

But it may be good to see this indicator with trading. Because I did not use it for trading ... may be - I will try when market will be opened.
  • #31
  • Edited 6:35am Dec 16, 2012 6:20am | Edited 6:35am
well
It is ALMA_v1 SW indicator from this post.
I just used different IndicatorValue in input (from 1.40 up to 0.4) - see image attached:

Attached Image (click to enlarge)
Click to Enlarge Name: alba_1.jpg Size: 178 KB


I mean - it is on open bar, right?
So, it can be used for information only ... MTF is continuing painting ...

It may be good to have a version with this indicator (ALMA_v1 SW) with bar #1 (closed bar). Histo in closed bar. In this case - we can use it for trading - any timeframe with bar #1 (bar = 1 by default in the settings).

Besides, it may be good to have some information on the chart about timeframe. In this case - if many indicators are attached to same sub-window so we can know which timeframe for which histo for example.

Template for this chart is attached.

Just an idea.
Attached File(s)
File Type: tpl alma_openbar_1512_1.tpl   4 KB | 625 downloads
  • #32
  • Edited Dec 19, 2012 3:43am Dec 18, 2012 8:56am | Edited Dec 19, 2012 3:43am
Hi newdigital,

Please check out ALMA_v1.1 SW with shift and timeframe lebels.

Regards,
Igor

Quoting newdigital
well
It is ALMA_v1 SW indicator from this post.
I just used different IndicatorValue in input (from 1.40 up to 0.4) - see image attached:

Attachment

I mean - it is on open bar, right?
So, it can be used for information only ... MTF is continuing painting ...

It may be good to have a version with this indicator (ALMA_v1 SW) with bar #1 (closed bar). Histo in closed bar. In this case - we can use it for trading - any timeframe with bar...
Attached File(s)
File Type: mq4 ALMA_v1.1 SW.mq4   8 KB | 1,508 downloads
Let's improve trading skills together at newdigital-world[dot]com
  • #33
  • Dec 19, 2012 8:09am Dec 19, 2012 8:09am
Quoting newdigital
well
It is ALMA_v1 SW indicator from this post.
I just used different IndicatorValue in input (from 1.40 up to 0.4)
Thanks Igorad

It is improved indicator (previous post) with template (attached):

Attached Image (click to enlarge)
Click to Enlarge Name: alma_final_1.jpg Size: 185 KB
Attached File(s)
File Type: tpl alma_closebar_1512_1.tpl   5 KB | 787 downloads
  • #34
  • Jan 8, 2013 2:47pm Jan 8, 2013 2:47pm
Quoting igorad
Hi,

Please check out 2 new indicators Hull ALMA & HMA with damping factor.
Hull MA have one serious disadvantage because of overshoots.
So now you can choose a suitable value for Damping Factor to minimize overshoots.

Regards,
Igor
Hello Igorad,
I just took a look at the HULLALMA indie. The digital filter ie PctFilter may not be working properly. Kindly take a look at it.


Cheers,
Watube
  • #35
  • Sep 17, 2013 8:10pm Sep 17, 2013 8:10pm
Quoting Indiana Pips
Hi Igor, thanks for this interesting indicator! I wrote this for JForex.. {image} Blue line is ALMA , orange is ALF (period 21). Both are excellent filter. For those who might be interested, attached is the code. Best, indiana {file}
Hi, I'm trying to integrate this indicator into a JForex strategy. I'm trying to create a new Object with the following inputs:

Inserted Code
         optInputs = new Object[] { WindowSize, Sigma, Sample};

But it's not working. What should I be inserting here?

Thanks,
Harry
  • #36
  • Mar 1, 2020 8:39pm Mar 1, 2020 8:39pm
Quoting igorad
Hi newdigital, Please check out ALMA_v1.1 SW with shift and timeframe lebels. Regards, Igor {quote} {file}
Any idea How to fix it?


'ALMA_v1.1 SW.mq4'

ALMA_v1.1 SW.mq4 1 1

'_Point' - variable already defined ALMA_v1.1 SW.mq4 46 21
see previous declaration of variable '_Point' 0 0
'' - 'const' variable must be initialized 0 0
'_Point' - constant cannot be modified ALMA_v1.1 SW.mq4 110 4

Thank you.
  • #37
  • Mar 2, 2020 4:41am Mar 2, 2020 4:41am
Quoting Mini7260
{quote} Any idea How to fix it? 'ALMA_v1.1 SW.mq4' ALMA_v1.1 SW.mq4 1 1 '_Point' - variable already defined ALMA_v1.1 SW.mq4 46 21 see previous declaration of variable '_Point' 0 0 '' - 'const' variable must be initialized 0 0 '_Point' - constant cannot be modified ALMA_v1.1 SW.mq4 110 4 Thank you.
The codes posted in this thread are partially 10 years old. In between there are much more advanced ALMA implementations.

Regular ALMA and MACD with ALMA (2018): https://www.forexfactory.com/showthr...7#post11832417
Compiled versions (2018): https://www.forexfactory.com/showthread.php?t=799233
Latest source code ALMA (2020): https://github.com/rosasurfer/mt4-mq...ators/ALMA.mq4
Latest source code MACD (2020): https://github.com/rosasurfer/mt4-mq...tors/MACDX.mq4
Latest compiled versions (2020): https://github.com/rosasurfer/mt4-mql/releases
Technical background: https://github.com/rosasurfer/mt4-mq...naud-legoux-ma
It takes blood, sweat and enough tears to wash away the blood.
  • #38
  • Feb 4, 2023 9:13am Feb 4, 2023 9:13am
Quoting emmzett
{quote} The codes posted in this thread are partially 10 years old. In between there are much more advanced ALMA implementations. Regular ALMA and MACD with ALMA (2018): https://www.forexfactory.com/showthr...7#post11832417 Compiled versions (2018): https://www.forexfactory.com/showthread.php?t=799233 Latest source code ALMA (2020): https://github.com/rosasurfer/mt4-mq...ators/ALMA.mq4 Latest source code MACD (2020): https://github.com/rosasurfer/mt4-mq...tors/MACDX.mq4...
How can we get the mq4 format indicator of ALMA?
  • #39
  • Feb 5, 2023 9:50am Feb 5, 2023 9:50am
Quoting ASniper
{quote} How can we get the mq4 format indicator of ALMA?
answer from google :
https://forex-station.com/download/file.php?id=3359182
don´t follow me,you will loose your moneyy
  • #40
  • Last Post: Feb 8, 2023 12:28pm Feb 8, 2023 12:28pm
Quoting ASniper
{quote} How can we get the mq4 format indicator of ALMA?
The original indicator is also in my repo (3 formats): https://github.com/rosasurfer/mt4-mq...r/etc/doc/alma
And there is a download button top-right for every file on Github labeled "Raw":
Attached Image (click to enlarge)
Click to Enlarge Name: screenshot.png Size: 12 KB
It takes blood, sweat and enough tears to wash away the blood.
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