Contents

Introduction
Create Manual Indicators
Update Manual Indicators
Create Automatic Indicators
Get Indicator Values
Visualization

Indicator Reference

Arnaud Legoux Moving Average

Introduction

Smooth and high sensitive moving Average. This moving average reduce lag of the information but still being smooth to reduce noises. Is a weighted moving average, which weights have a Normal shape; the parameters Sigma and Offset affect the kurtosis and skewness of the weights respectively. source

Create Manual Indicators

You can manually create a ArnaudLegouxMovingAverage indicator, so it doesn’t automatically update. Manual indicators let you update their values with any data you choose. The following reference table describes the ArnaudLegouxMovingAverage constructor.

ArnaudLegouxMovingAverage()1/4

            ArnaudLegouxMovingAverage QuantConnect.Indicators.ArnaudLegouxMovingAverage (
     string    name,
     int       period,
     *int      sigma,
     *decimal  offset
   )

Initializes a new instance of the ArnaudLegouxMovingAverage class.

ArnaudLegouxMovingAverage()2/4

            ArnaudLegouxMovingAverage QuantConnect.Indicators.ArnaudLegouxMovingAverage (
     string  name,
     int     period
   )

Initializes a new instance of the ArnaudLegouxMovingAverage class.

ArnaudLegouxMovingAverage()3/4

            ArnaudLegouxMovingAverage QuantConnect.Indicators.ArnaudLegouxMovingAverage (
     int       sigma,
     *decimal  offset
   )

Initializes a new instance of the ArnaudLegouxMovingAverage class.

ArnaudLegouxMovingAverage()4/4

            ArnaudLegouxMovingAverage QuantConnect.Indicators.ArnaudLegouxMovingAverage (
     int  period
   )

Initializes a new instance of the ArnaudLegouxMovingAverage class.

Update Manual Indicators

You can update the indicator automatically or manually.

Automatic Update

To register a manual indicator for automatic updates with the security data, call the RegisterIndicator method.


private ArnaudLegouxMovingAverage _alma;

// In Initialize()
_alma = new ArnaudLegouxMovingAverage(name, period);
_alma.Updated += IndicatorUpdateMethod;

RegisterIndicator(symbol, _alma, Resolution.Daily);

// In IndicatorUpdateMethod()
if (_alma.IsReady)
{
    var indicatorValue = _alma.Current.Value;
}
    
# In Initialize()
self.alma = ArnaudLegouxMovingAverage(name, period)
self.alma.Updated += self.IndicatorUpdateMethod

self.RegisterIndicator(symbol, self.alma, Resolution.Daily)

# In IndicatorUpdateMethod()
if self.alma.IsReady:
    indicator_value = self.alma.Current.Value

To customize the data that automatically updates the indicator, see Custom Indicator Periods and Custom Indicator Values.

Manual Update

Updating your indicator manually enables you to control when the indicator is updated and what data you use to update it. To manually update the indicator, call the Update method with time/decimal pair. The indicator will only be ready after you prime it with enough data.

    
private ArnaudLegouxMovingAverage _alma;
private Symbol symbol;

// In Initialize()
_alma = new ArnaudLegouxMovingAverage(period);
symbol = AddEquity("SPY").Symbol;

// In OnData()
if (data.ContainsKey(_symbol))
{
    _alma.Update(data[symbol].EndTime, data[symbol].High);
}
if (_alma.IsReady)
{
    var indicatorValue = _alma.Current.Value;
}
    
# In Initialize()
self.alma = ArnaudLegouxMovingAverage(period)
self.symbol = self.AddEquity("SPY").Symbol

# In OnData()
if data.ContainsKey(self.symbol):
    self.alma.Update(data[self.symbol].EndTime, data[self.symbol].High)
if self.alma.IsReady:
    indicator_value = self.alma.Current.Value

Create Automatic Indicators

The ALMA method creates an ArnaudLegouxMovingAverage indicator, sets up a consolidator to update the indicator, and then returns the indicator so you can use it in your algorithm.

The following reference table describes the ALMA method:

ALMA()1/1

            ArnaudLegouxMovingAverage QuantConnect.Algorithm.QCAlgorithm.ALMA (
    Symbol                           symbol,
    Int32                            period,
    *Int32                           sigma,
    *Decimal                         offset,
    *Nullable<Resolution>      resolution,
    *Func<IBaseData, Decimal>  selector
   )

Creates a new ArnaudLegouxMovingAverage indicator.


If you don't provide a resolution, it defauls to the security resolution. If you provide a resolution, it must be greater than or equal to the resolution of the security. For instance, if you subscribe to hourly data for a security, you should update its indicator with data that spans 1 hour or longer.

For more information about the selector argument, see Alternative Price Fields.

Get Indicator Values

To get the value of the indicator, use its Current.Value attribute.

private ArnaudLegouxMovingAverage _alma;

// In Initialize()
var symbol = AddEquity("SPY").Symbol;
_alma = ALMA(symbol, period);

// In OnData()
if (_alma.IsReady)
{
    var current = _alma.Current.Value;
}
# In Initialize()
symbol = self.AddEquity("SPY").Symbol
self.alma = self.ALMA(symbol, period)

# In OnData()
if self.alma.IsReady:
    current = self.alma.Current.Value

Visualization

To plot indicator values, in the OnData event handler, call the Plot method.

private ArnaudLegouxMovingAverage _alma;

// In Initialize()
var symbol = AddEquity("SPY").Symbol;
_alma = ALMA(symbol, period);

// In OnData()
if (_alma.IsReady)
{
    Plot("My Indicators", "arnaudlegouxmovingaverage", _alma.Current);
}
# In Initialize()
symbol = self.AddEquity("SPY").Symbol
self.alma = self.ALMA(symbol, period)

# In OnData()
if self.alma.IsReady:
    self.Plot("My Indicators", "arnaudlegouxmovingaverage", self.alma.Current)

For more information about plotting indicators, see Plotting Indicators.

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