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Thanks Gerard--much appreciated
Charles Marchand
--- In amibroker@xxxxxxxxxxxxxxx, "Gerard Carey" <gcfinance@xxxx>
wrote:
>
> /* William Blau's "Ergodic SMI" */
>
> f0 = Param("StochMtn",8,1,1000,1);
> f1 = Param("EMA 1",3,1,1000,1);
> f2 = Param("EMA 2",1,1,1000,1);
> f3 = Param("Signal",4,1,1000,1);
>
> 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);
>
> Plot(0,"",7) ;
>
> Title = "Ergodic SMI";
>
> --- In amibroker@xxxxxxxxxxxxxxx, "geotrader358" <c_gt@xxxx> wrote:
> >
> > Hello All,
> >
> > I'm recovering from a crash and am trying to find AFL code for
the
> > following: StochasticRSI, Blau's Ergotic, Herrick Payoff Index
> >
> > I thought I had previously found them at the Amibroker Library.
> >
> > Any help appreciated.
> >
> > TIA,
> >
> > Charles Marchand
> >
>
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