Extra indicators
ALMA: Arnaud Legoux Moving Average
A smooth moving average whose weights follow a bell curve placed near the newest candles.
Die Idee in einfachen Worten
ALMA wants both smoothness and speed. It weights the candles with a Gaussian curve: the offset moves the peak of the curve towards recent candles (faster), the sigma sets how wide it is (smoother).
So wird gerechnet
For N candles, give candle k the weight e^(−(k − m)² ÷ (2s²)) with m = offset × (N − 1) and s = N ÷ sigma, then take the weighted average of the closes.
m = offset × (N − 1), s = N ÷ sigma
w(k) = exp(−(k − m)² ÷ (2 s²)), k = 0 … N−1 (oldest to newest)
ALMA = Σ w(k) × close(k) ÷ Σ w(k)Anwendung
- As a trend line that reacts quickly without zig-zagging.
- Defaults 9 / 0.85 / 6 are the author's suggestion.
Schlüsse ziehen
- Offset closer to 1 = faster, closer to 0 = smoother. Higher sigma = sharper weighting.
Beispiel
BTCUSD H4: ALMA(9) follows the swings closely and stays smooth; the price closing back below it after a rally is an early sign of a pause.
Kurse in Beispielen dienen der Veranschaulichung.
Worauf man achten sollte
- Like every moving average it confirms trends, it does not forecast them.
Ein wenig Geschichte
Developed by Arnaud Legoux and Dimitrios Kouzis-Loukas in 2009.
Nur Bildungsinhalte. Kein Indikator und kein Muster sagt die Zukunft voraus, und nichts hier ist eine Anlageberatung.