stock indicatorsfor .NET

Arnaud Legoux Moving Average (ALMA) ​

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

csharp
// C# usage syntax
IReadOnlyList<AlmaResult> results =
  bars.ToAlma(lookbackPeriods, offset, sigma);

Parameters ​

paramtypedescription
lookbackPeriodsintNumber of periods (N) in the moving average. Must be greater than 1, but is typically in the 5-20 range. Default is 9.
offsetdoubleAdjusts smoothness versus responsiveness on a scale from 0 to 1; where 1 is max responsiveness. Default is 0.85.
sigmadoubleDefines the width of the Gaussian normal distribution. Must be greater than 0. Default is 6.

Historical price bars requirements ​

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

bars is a collection of generic TBar historical price bars. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Response ​

csharp
IReadOnlyList<AlmaResult>
  • This method returns a time series of all available indicator values for the bars provided.
  • It always returns the same number of elements as there are in the historical price bars.
  • It does not return a single incremental indicator value.
  • The first N-1 periods will have null values since there's not enough data to calculate.

AlmaResult ​

propertytypedescription
TimestampDateTimeDate from evaluated TBar
AlmadoubleArnaud Legoux Moving Average

Utilities ​

See Utilities and helpers for more information.

Chaining ​

This indicator may be generated from any chain-enabled indicator or method.

csharp
// example
var results = bars
    .Use(CandlePart.HL2)
    .ToAlma(..);

Results can be further processed on Alma with additional chain-enabled indicators.

csharp
// example
var results = bars
    .ToAlma(..)
    .ToRsi(..);

See Chaining indicators for more.

Streaming ​

Use the buffer-style List<T> when you need incremental calculations without a hub:

csharp
AlmaList almaList = new(lookbackPeriods, offset, sigma);

foreach (IBar bar in bars)  // simulating stream
{
  almaList.Add(bar);
}

// based on `ICollection<AlmaResult>`
IReadOnlyList<AlmaResult> results = almaList;

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
AlmaHub observer = barHub.ToAlmaHub(lookbackPeriods, offset, sigma);

foreach (IBar bar in bars)  // simulating stream
{
  barHub.Add(bar);
}

IReadOnlyList<AlmaResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.