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Hello,
In the William Blau's book, there is no "Ergodic SMI" - but only the SMI
Indicator: however You can obtain an Ergodic version of this indicator
assigning the value of 5 to the 2nd EMA (F2 == 5).
//--------------------------------------------------------------------------
-------------
f0 = Param("StochMtn",1,1,1000,1);
f1 = Param("EMA 1",300,1,1000,1);
f2 = Param("EMA 2",5,1,1000,1);
f3 = Param("Signal",5,1,1000,1);
StMtm = Close - 0.5*(IIf(f0==1,H,HHV(Close,f0))+IIf(f0==1,L,LLV(Close,f0)));
Numer = EMA(EMA(StMtm,f1),f2);
Denom = 0.5 *
EMA(EMA(IIf(f0==1,H,HHV(Close,f0))-IIf(f0==1,L,LLV(Close,f0)),f1),f2);
SMI = 100*(Numer / Denom);
SMI_SignalLine = 100*(MA(Numer,f3) / MA(Denom,f3));
Plot(SMI,"SMI("+f0+","+f1+","+f2+")",colorDarkGreen,styleLine);
Plot(SMI_SignalLine ,"SMI SignalLine ("+f3+")",colorRed,styleLine);
//--------------------------------------------------------------------------
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For further information You can read:
- William BLAU, "Momentum, Direction And Divergence", J. Wiley & Sons,
1995.
If You are interested in this kind of momentum indicator and You haven't
read this book yet, I recommend it to You: I honestly think it's a good
work.
Regards,
Antonio
>-----Original Message-----
>From: raven4ns [mailto:raven4ns@xxxxxxxx]
>Sent: Monday, November 08, 2004 4:18 AM
>To: amibroker@xxxxxxxxxxxxxxx
>Subject: [amibroker] re: Blau's Ergodic SMI
>
>
>
>Hello,
> Does anyone have this indicator for AB that wouldn't mind sharing
>it? Apparently it is a very smooth momentum indicator and while I
>have the formula for ensign charts, I would very much appreciate the
>formula for AB. Thank you for any and all help.
>
> Kindest regards,
>
> Tim
>
>
>
>
>
>
>Check AmiBroker web page at:
>http://www.amibroker.com/
>
>Check group FAQ at:
>http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>Yahoo! Groups Links
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