Can someone translate this No Lag Moving Average code?
Author: rmandel00
Creation Date: 11/7/2010 9:14 PM
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rmandel00

#1

/* This MA may have some advantages over other no lag MA's. I don't really have the skill to adapt it
but others may find it useful as an indicator as well. The code is attached here.
Thanks in advance Rich Man
CODE:
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thodder

#2
Rich, I was curious to see what this indicator looked like, so I gave a shot at porting it to WLP...

CODE:
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I did not try to debug it. I tried to keep this code as close to the original as possible.
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rmandel00

#3
Thanks to Tim. I am testing ALMA on a variety of strategy. It follows the bars better than any other MA's that I have used in the past. I will post further thoughts about it as I develop strategies based on its use.
Rich
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Eugene

#4
Just for the record, "ALMA" stands for Arnaud Legoux Moving Average. Kudos to Tim, the ALMA is on its way to Community.Indicators 2010.12.
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thodder

#5
Thanks!

If it's on it's way to Community.Indicators, I don't know if you want to put in an extra test for the variable sigma. If it is zero, it will cause a divide by zero error.
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Eugene

#6
Will do. Thanks.