Arnaud Legoux moving average (ALMA)
A Gaussian-weighted average that sits close to price with little noise.
Formula
Weights wᵢ = exp(−(i − m)² ÷ (2s²)), m = offset × (N − 1), s = N ÷ σ
How to use it
A smooth trend line for crossovers and dynamic support, with less lag than a simple average of the same length.
In Kereon
Charts · Superchart. Defaults: length 9, peak offset 0.85, σ 6 — the published defaults.
Also called: arnaud legoux, gaussian.