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Miha Kralj
2026-02-27 07:48:12 -08:00
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# ALMA: Arnaud Legoux Moving Average
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Trend (FIR MA) |
| **Inputs** | Source (close) |
| **Parameters** | `period`, `offset` (default 0.85), `sigma` (default 6.0) |
| **Outputs** | Single series (Alma) |
| **Output range** | Tracks input |
| **Warmup** | `period` bars |
### TL;DR
- ALMA is a Finite Impulse Response (FIR) filter that applies a Gaussian window to price data.
- Parameterized by `period`, `offset` (default 0.85), `sigma` (default 6.0).
- Output range: Tracks input.
- Requires `period` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "Gaussian distributions govern everything from particle diffusion to the distribution of shoe sizes. Applying them to price action isn't 'technical analysis'; it's just physics with a profit motive."
ALMA is a Finite Impulse Response (FIR) filter that applies a Gaussian window to price data. Unlike the Simple Moving Average (which treats 10-minute-old data with the same reverence as 1-minute-old data) or the Exponential Moving Average (which holds onto history like a hoarder), ALMA allows you to shape the weight distribution precisely. It lets you define the trade-off between smoothness and lag using standard deviation ($\sigma$) and offset, rather than arbitrary periods.
@@ -279,4 +296,4 @@ For ALMA(50), total memory is approximately 900 bytes per instance.
* $\sigma = 1$: The curve is flat. You have reinvented the Simple Moving Average (badly).
* $\sigma = 10$: The curve is a needle. You are sampling one specific bar in history.
3. **Cold Start**: ALMA requires a full window ($L$) to be mathematically valid. First $L-1$ bars are convergence noise. Ignore them.
3. **Cold Start**: ALMA requires a full window ($L$) to be mathematically valid. First $L-1$ bars are convergence noise. Ignore them.