S&P 500 Index

publiblished new idea SPY S&P 500

study(title = "Arnaud Legoux Moving Average", shorttitle="ALMA", overlay=true)

source = close

windowsize = input(title="Window Size", type=integer, defval=9)
offset = input(title="Offset", type=float, defval=0.85)
sigma = input(title="Sigma", type=float, defval=6)

plot(alma(source, windowsize, offset, sigma))

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