[Indicator Requests]

On 12/17/2013 at 12:34 AM, Lew Payne said:

ALMA (Arnaud Legoux Moving Average)

  m = floor(Offset*(Length-1));
  s = Length/Sigma;
  Wtd = 0;
  WtdSum = 0;
  WtdCum = 0;
  
  for j = 0 to Length-1
  begin
    Wtd = ExpValue(-(j-m)*(j-m)/(2*s*s));
    WtdSum = WtdSum + Price[Length-1-j] * Wtd;    
    WtdCum = WtdCum + Wtd;    
  end;
  
  ALMA = WtdSum/WtdCum;

source (with other formulas for SuperSmoother, Kalman, etc): www.advantagetrading.net/adv-filters.html