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S&P 500 Index
Aug 25, 2015
publiblished new idea SPY S&P 500
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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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