ALMA Pass
Arnaud Legoux Moving Average — Series Input
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Overview
ALMA Pass applies the Arnaud Legoux Moving Average to any upstream numeric series, not just OHLCV candle data. It uses a Gaussian-weighted kernel centred at a configurable offset position to produce a smooth, low-lag average.
Formula
w[i] = exp(-(i − offset·(period−1))² / (2·(sigma/(period−1))²)) ALMA[t] = Σ w[i]·x[t−i] / Σ w[i]
Parameters
| Parameter | Type | Default | Description |
|---|---|---|---|
| period | number | 20 | Window length in bars. |
| offset | number | 0.85 | Kernel centre position (0–1). Higher = more recent bars weighted. |
| sigma | number | 6 | Gaussian width. Higher = smoother but more lag. |
Inputs & Outputs
| Port | Direction | Type | Description |
|---|---|---|---|
| input | Input | (number | null)[] | Any numeric series (values + timestamps). |
| values | Output | (number | null)[] | Smoothed output series, null for warm-up bars. |
| timestamps | Output | number[] | Bar timestamps aligned with values. |