Arnaud Legoux Moving Average (ALMA)

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

Parameters

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.

Returns

ALMAResults[ALMAResult]

ALMAResult

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

Utilities

See Utilities and Helpers for more information.

Example

from stock_indicators import indicators

# This method is NOT a part of the library.
quotes = get_history_from_feed("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] 💬

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Sources