Arnaud Legoux Moving Average

Developed in 2009 by Arnaud Legoux and Dimitrios Kouzis Loukas, the Arnaud Legoux Moving Average (ALMA) reduces price lag and creates a smoother line than other moving averages. Rather than a straightforward moving average for a certain period, it applies a moving average twice: from left to right as well as from right to left.


This is a companion discussion topic for the original entry at https://www.optuma.com/kb/optuma/tools/averages/arnaud-legoux-moving-average