---
url: /indicators/alma.md
description: >-
  Created by Arnaud Legoux and Dimitrios Kouzis-Loukas, ALMA is a normal
  Gaussian distribution weighted moving average of price.
package: FacioQuo.Stock.Indicators
docs_version: v3
canonical: https://dotnet.stockindicators.dev/indicators/alma
generated: 2026-09-30T04:41:06.055Z
commit: ae1f432eaa0b03ae9f39e032c69434b557efa4a2
---

# Arnaud Legoux Moving Average (ALMA)

Created by Arnaud Legoux and Dimitrios Kouzis-Loukas, [ALMA](https://github.com/facioquo/stock-indicators-dotnet/files/5654531/ALMA-Arnaud-Legoux-Moving-Average.pdf) is a normal Gaussian distribution weighted moving average of price.
[\[Discuss\] 💬](https://github.com/facioquo/stock-indicators-dotnet/discussions/209 "Community discussion about this indicator")

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

## Parameters

| param | type | description |
| ----- | ---- | ----------- |
| `lookbackPeriods` | *`int`* | Number of periods (`N`) in the moving average.  Must be greater than 1, but is typically in the 5-20 range.  Default is 9. |
| `offset` | *`double`* | Adjusts smoothness versus responsiveness on a scale from 0 to 1; where 1 is max responsiveness.  Default is 0.85. |
| `sigma` | *`double`* | Defines the width of the Gaussian [normal distribution](https://en.wikipedia.org/wiki/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](/guide/getting-started.md#historical-bars) 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`

| property | type | description |
| -------- | ---- | ----------- |
| `Timestamp` | *`DateTime`* | Date from evaluated `TBar` |
| `Alma` | *`double`* | Arnaud Legoux Moving Average |

### Utilities

* [.Condense()](/utilities/results.md#condense)
* [.Find(lookupDate)](/utilities/results.md#find-by-date)
* [.RemoveWarmupPeriods()](/utilities/results.md#remove-warmup-periods)
* [.RemoveWarmupPeriods(removePeriods)](/utilities/results.md#remove-warmup-periods)

See [Utilities and helpers](/utilities.md) 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](/guide/chaining.md) 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](/guide/styles/buffer.md) and [Stream hubs](/guide/styles/stream.md) for full usage guides.