// ALMA, Arnaud Legoux Moving Average 
// © 2013 acidburn @ Zorro Trader Forum
var ALMA(var *Data, int Period, int sigma, var offset)
{
	checkLookBack(Period);
	if(sigma == 0) sigma = 6;
	if(offset == 0.) offset = 0.85;
	Period = Max(Period,2);
	var m = floor(offset * (Period - 1));
	var s = Period / sigma;
	var alma = 0., wSum = 0.;
	int i;

	for (i = 0; i < Period; i++) {
		var w = exp(-((i - m) * (i - m)) / (2 * s * s));
		alma += Data[Period - 1 - i] * w;
		wSum += w;
	}
	SETSERIES(Data,Period);	
	return alma / wSum;
}