Support Board

Date/Time: Sat, 18 May 2024 21:06:07 +0000

Post From: Arnaud Legoux Moving Average

[2020-08-18 15:57:06] Link To Thread - Link To Post [Go To First Post]
SC Support Tom - Posts: 450
Regarding Post #11, I now understand what the undefined term NORM means. However, I believe that there is a mistake in the formula. The article claims that ALMA is based on a Gaussian filter, and so I would expect to see a factor of 2 next to sigma^2 in the exponent. It is not there. Also, I found this implementation of ALMA that disagrees with the formula in the article in Post #3. https://www.tradingview.com/script/rqxaTb6E-ALMA-Function-FN-Arnaud-Legoux-Moving-Average/ This one contains the factor of 2, but it has what I believe is an even more serious error, namely the placement of the sigma^2 in the exponent. A Gaussian distribution is supposed to get wider as sigma increases, and narrower as sigma decreases. The function in this code does the opposite. I will not be able to implement this study in Sierra Chart without finding an authoritative source that gives the correct formula. Any information on that front would be appreciated. Date Time Of Last Edit: 2020-08-18 15:57:55