# indie:lang_version = 5
from math import exp, pow
from indie import indicator, param, plot, color
from indie.math import divide


@indicator('ALMA', overlay_main_pane=True)  # Arnaud Legoux Moving Average
@param.int('window_size', default=9, min=1, title='Window Size')
@param.float('offset', default=0.85)
@param.float('sigma', default=6.0, min=0.001)
@plot.line(color=color.BLUE)
def Main(self, window_size, offset, sigma):
    m = offset * (window_size - 1)
    s = window_size / sigma
    sum, norm = 0.0, 0.0
    for i in range(window_size):
        weight = exp(-1 * pow(i - m, 2) / (2 * pow(s, 2)))
        norm += weight
        sum += self.close[window_size - i - 1] * weight
    return divide(sum, norm)