indicator · on price · open source

Arnaud Legoux Moving Average

Deepwick · @deepwickv1Updated 2 Oct 2026▲ 0 users

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About

Arnaud Legoux Moving Average (ALMA) is a Gaussian-weighted moving average with a tunable offset and sigma. With the default 0.85 offset the kernel weights the recent half of the window, giving low lag and very little noise.

Move Offset (0.85) closer to 0 for symmetric smoothing, toward 1 for peakier recent weights.
Lower Sigma for a tighter kernel, raise it for broader smoothing.
Excellent swing line on equities and large-cap crypto.

Source code

//@version=5
indicator("Arnaud Legoux Moving Average", overlay=true)
len = input.int(20, "Length", minval=2, maxval=500)
offset = input.float(0.85, "Offset", minval=0, maxval=1, step=0.05)
sigma = input.float(6, "Sigma", minval=0.5, maxval=10, step=0.5)
src = input.source("close", "Source")
alma = 0.5 * (ta.ema(src, math.max(2, math.round(len * offset))) + ta.ema(src, math.max(2, math.round(len * (1.0 - offset)))))
p_ALMA = plot(alma, "ALMA", color=color.navy, linewidth=2)
alertcondition(ta.crossover(close, alma), "Price crosses above ALMA", "Price crossed above the ALMA")
alertcondition(ta.crossunder(close, alma), "Price crosses below ALMA", "Price crossed below the ALMA")

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