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r2r
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Thanks. His pdf file doesn't give much more useful info apart from suggesting that giving a value of 6 to Sigma is recommended. http://www.arnaudlegoux.com/wp-content/uploads/2010/05/alma.pdf I am neither a mathematician or serious programmer so I can't make too much sense of the mt4 code. After trying to think through the logic, I think NORM = CUMULATIVE-SUM[for i=1 to SIZE, exp(-(i-offset)^2/(sigma)^2)] Please correct me if I'm wrong.
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Hi there! Can anyone please help me I came across Arnaud Legoux Moving Averages today at http://en.wikipedia.org/wiki/Arnaud_Legoux_Moving_Average which I thought was interesting. However, the formula used involves "1/NORM" and I don't actually know how to calculate that. Can anyone please explain what "NORM"means? Thanks.