Vectorized TV alma indicator #489
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xmatthias
reviewed
Sep 11, 2024
xmatthias
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Sep 12, 2024
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Source: Tradingview "Arnaud Legoux Moving Average"
Pinescript Author: Arnaud Legoux and Dimitrios Douzis-Loukas
Description:
Gaussian distribution that is shifted with
a calculated offset in order for
the average to be biased towards
more recent days, instead of more
evenly centered on the window.
Args:
dataframe : Pandas Dataframe
length : ALMA windowframe
offset : Shift
sigma : Gaussian Smoothing
field : Field to use for the calculation
Returns :
dataframe : Series of ALMA values
I've tested this indicator with freqtrade for personal strategy and it works well. Here is comparison of TV version and FT version