Arnaud Legoux Moving Average (ALMA)

get_alma(quotes, lookback_periods=9, offset=0.85, sigma=6)


name type notes
quotes Iterable[Quote] Iterable of the Quote class or its sub-class.
See here for usage with pandas.DataFrame
lookback_periods int, default 9 Number of periods (N) in the moving average. Must be greater than 1, but is typically in the 5-20 range.
offset float, default 0.85 Adjusts smoothness versus responsiveness on a scale from 0 to 1; where 1 is max responsiveness.
sigma float, default 6 Defines the width of the Gaussian normal distribution. Must be greater than 0.

Historical quotes requirements

You must have at least N periods of quotes to cover the warmup periods.

quotes is an Iterable[Quote] collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.




name type notes
date datetime Date
alma float, Optional Arnaud Legoux Moving Average


See Utilities and Helpers for more information.


from stock_indicators import indicators

# This method is NOT a part of the library.
quotes = get_historical_quotes("SPY")

# calculate Alma
results = indicators.get_alma(quotes, 10, 0.5, 6)

About Arnaud Legoux Moving Average (ALMA)

Created by Arnaud Legoux and Dimitrios Kouzis-Loukas, ALMA is a Gaussian distribution weighted moving average of Close price over a lookback window. [Discuss] 💬