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Old 10-05-2010, 01:38 PM   #1
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Arnaud Legoux Moving Average

Hi there! Can anyone please help me

I came across Arnaud Legoux Moving Averages today at
http://en.wikipedia.org/wiki/Arnaud_...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.
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Old 10-05-2010, 05:53 PM   #2

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Re: Arnaud Legoux Moving Average

The Wiki doesn't give full information.

Try going to his site for more info including examples. The MQ4 version is readable code. I haven't finished working through it yet but NORM is most likely just to be a normalizing factor to keep the ma lined up with price.
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Old 10-06-2010, 05:28 AM   #3
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Re: Arnaud Legoux Moving Average

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-conte...10/05/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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