La moyenne mobile Arnaud Legoux (ALMA) est un type moderne de moyenne mobile développé par Arnaud Legoux et Dimitrios Kouzis-Loukas. Elle a été créée pour résoudre les problèmes courants des moyennes mobiles traditionnelles, tels que le décalage et les fluctuations, en offrant un outil plus équilibré pour lisser l'action des prix sans perdre en réactivité.

What Makes ALMA Different

Reduced Lag: ALMA is more responsive than SMAs and EMAs, helping traders react quicker to price shifts.

Smoothed Output: Despite its responsiveness, ALMA reduces noise effectively, making it easier to follow trend direction.

Gaussian Weighting: It uses a bell-curve approach to give more importance to prices near the center of the calculation window.

Offset Control: You can shift the curve’s sensitivity forward or backward, allowing for customization between smoothness and reactivity.

Parameters

Length: Number of periods used in the calculation.

Sigma: Controls the width of the Gaussian curve (affects smoothness).

Offset: Adjusts where the weighting is applied (0 = start, 0.5 = center, 1 = end).

Comment l'utiliser dans FX Replay

Trend Smoothing: Use ALMA to see trends more clearly without excessive lag.

Dynamic Levels: ALMA can act as a responsive support or resistance area during backtesting.

Signal Generation: Combine two ALMA lines or pair it with indicators like RSI or MACD for crossover-based signals.

This moving average works well in strategies focused on trend-following, reversion, or momentum.

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