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r2r

Arnaud Legoux Moving Average

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The Wiki doesn't give full information.

 

Try going to his site for more info including examples. The MQ4 version is readable code. I haven't finished working through it yet but NORM is most likely just to be a normalizing factor to keep the ma lined up with price.

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Thanks.

 

His pdf file doesn't give much more useful info apart from suggesting that giving a value of 6 to Sigma is recommended.

 

http://www.arnaudlegoux.com/wp-content/uploads/2010/05/alma.pdf

 

I am neither a mathematician or serious programmer so I can't make too much sense of the mt4 code.

 

After trying to think through the logic, I think

NORM = CUMULATIVE-SUM[for i=1 to SIZE, exp(-(i-offset)^2/(sigma)^2)]

 

Please correct me if I'm wrong.

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