vivekjain,

It says a lot about your ethics that you did not feel the need to acknowledge the original coder of this AFL. However, this particular implementation of ALMA in amibroker is not quite accurate. The correct accurate implementation of ALMA in conformance with Ninja Trader and Meta Trader releases by the original developers of ALMA i.e Arnaud & Legoux has been submitted by me so that amibroker users can also benefit.

just one word, this is fantastic

ALMA can be coded using the FIR function. By accident I bumped into this writing:

http://www.amibroker.com/guide/afl/fir.html

which does not seem to pop up when you look in the manual. FIR allows you to do a convolution of an input array with a some smaller function like a Gaussian window type function. resulting code:

windowSize=Param("Window Size",9,5,201,2);
sigma=Param("Sigma",6,1,20);
Offset=Param("Offset",0.85,0.05,1.0,0.05);
 
function ALMA_AFL(input,range,Offset,sigma) 
{ 
	local m,im,s,Coeff; 
	m=floor(Offset*(range-1));
	s=range/sigma; 
	
	for(i=0;i<Min(range,BarCount); i++ )
	{ 
		im=i-m;
		Coeff[i]=exp(-(im*im)/(2*s*s));
	} 
	return FIR(input,Coeff,range); 
}

rr=ALMA_AFL(C,windowSize,Offset,sigma);

SetChartOptions(0, chartShowDates);
Plot(C, "Close",colorLightGrey,styleCandle);
Plot(rr,"",colorBlue,1);

in fact it can be programmed using:

ws=Param("Window Size",9,5,201,2);
sigma=Param("Sigma", 6, 1, 20,1);
Offset=Param("Offset",0.85,0,1.0,0.05);
bi=BarIndex();

m=floor(Offset*(ws-1));
s=ws/sigma;
window=IIf(bi<ws,(Cum(1)-1)-m,0);
window=IIf(bi<ws,exp(-(window^2)/(2*s^2)),0);
rr=FIR (C,window,ws); 

SetChartOptions(0, chartShowDates);
Plot(C,"Close",colorLightGrey,styleCandle);
Plot(rr,"ALMA",colorBlue,1);

give s error