Extra indicators

ALMA: Arnaud Legoux Moving Average

A smooth moving average whose weights follow a bell curve placed near the newest candles.

用通俗的话解释

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).

计算方法

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)

如何使用

As a trend line that reacts quickly without zig-zagging.
Defaults 9 / 0.85 / 6 are the author's suggestion.

得出结论

Offset closer to 1 = faster, closer to 0 = smoother. Higher sigma = sharper weighting.

示例

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.

示例中的价格仅作说明。

注意事项

Like every moving average it confirms trends, it does not forecast them.

一点历史

Developed by Arnaud Legoux and Dimitrios Kouzis-Loukas in 2009.

仅供学习参考。没有任何指标或形态能预测未来，本页内容均不构成投资建议。