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# ALMA: Arnaud Legoux Moving Average
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| Property | Value |
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| ---------------- | -------------------------------- |
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| **Category** | Trend (FIR MA) |
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| **Inputs** | Source (close) |
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| **Parameters** | `period`, `offset` (default 0.85), `sigma` (default 6.0) |
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| **Outputs** | Single series (Alma) |
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| **Output range** | Tracks input |
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| **Warmup** | `period` bars |
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### TL;DR
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- ALMA is a Finite Impulse Response (FIR) filter that applies a Gaussian window to price data.
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- Parameterized by `period`, `offset` (default 0.85), `sigma` (default 6.0).
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- Output range: Tracks input.
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- Requires `period` bars of warmup before first valid output (IsHot = true).
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- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
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> "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."
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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.
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@@ -279,4 +296,4 @@ For ALMA(50), total memory is approximately 900 bytes per instance.
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* $\sigma = 1$: The curve is flat. You have reinvented the Simple Moving Average (badly).
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* $\sigma = 10$: The curve is a needle. You are sampling one specific bar in history.
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3. **Cold Start**: ALMA requires a full window ($L$) to be mathematically valid. First $L-1$ bars are convergence noise. Ignore them.
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3. **Cold Start**: ALMA requires a full window ($L$) to be mathematically valid. First $L-1$ bars are convergence noise. Ignore them.
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