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["Brian" <brian@xxxxxxxxxxxxxxxx>]

My own variation. Signals happen when blue crosses yellow, and vice 
versa. Have fun! I'm not reading followup comments. ~Bman

/* William Blau's "Ergodic SMI" */

f0 = Param("StochMtn",8,1,1000,1);
f1 = Param("EMA 1",5,1,1000,1);
f2 = Param("EMA 2",1,1,1000,1);
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+")",colorYellow,styleLine);
Plot(SMI_SignalLine ,"SMI SignalLine ("+f3+")",colorBlue,styleLine);

VarLowExtreme = LLV(SMI,10);
Plot(VarLowExtreme,"",colorGreen,styleThick);

VarLowExtreme2 = LLV(SMI,50);
Plot(VarLowExtreme2,"",colorDarkGreen,styleDots);

VarHighExtreme = HHV(SMI,10);
Plot(VarHighExtreme,"",colorRed,styleThick);

VarHighExtreme2 = HHV(SMI,50);
Plot(VarHighExtreme2,"",colorDarkRed,styleDots);

Title = "Ergodic SMI Variation";





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