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Can you please tell me where can I get the code for Stochastic
Momentum Index Trade by Bill Blau?
Alan
--- In amibroker@xxxxxxxxxxxxxxx, "Creztor Tessel" <creztor@xxx> wrote:
>
> Hi Howard many thanks for the reply. Basically if the SMI crosses 0
and is
> positive and rising it will buy and as soon as it stops rising and
goes flat
> or starts dropping (while still above 0 line) it will just close any
open
> positions and not trade until it starts rising again and is above the 0
> line. If it goes below 0 line and is dropping down it will go short
and
> stay short until it either goes flat or starts rising and will close
any
> open short positions and will not go short again it starts dropping
again.
> Its actually a William Blau indicator based on the SMI and code is
below.
> Im just trying to get it to optimize the 3 values of the SMI to find an
> optimal range and two ema smoothing period over the data its being
optimized
> on. Ive included a picture of an indicator that plots what I am
trying to
> do but it is not for AB and it doesnt have the optimize/back testing
feature
> like AB does. Hopefully that picture will make it clear. Many
thanks for
> the reply and if its unclear or you cant do it thats fine, still
appreciate
> the help.
>
> Jolon
>
> SMI_Trade
> ////////////
> (User Function: SMI_Trade = Stochastic Momentum Index Trade by Bill
Blau)
> Inputs: q(NumericSimple), r(NumericSimple), s(NumericSimple);
> Value1 = SMI(q, r, s);
> If Value1 - Value1[1] > 0 AND Value1 > 0 then Value2 = Value1
> Else Value2 = 0; (Value2 is that portion of the SMI which is
positive and
> rising)
> If Value1 - Value1[1] < 0 AND Value1 , 0 then Value 3 = Value1
> Else Value3 = 0; (Value3 is that portion of the SMI which is
negative and
> falling)
> SMI_Trade = Value2 + Value3;
>
>
>
> >From: "Howard B" <howardbandy@xxx>
> >Reply-To: amibroker@xxxxxxxxxxxxxxx
> >To: amibroker@xxxxxxxxxxxxxxx
> >Subject: Re: [amibroker] Help with AFL for simple system/test
> >Date: Thu, 10 May 2007 18:33:20 -0700
> >
> >Hi Crez ---
> >
> >The vertical axis is dollars. The horizontal axis is time. The
concept of
> >45 degrees is not well defined. If the stock splits, the angle
changes.
> >Do
> >you have a more precise definition?
> >
> >Thanks,
> >Howard
> >
> >On 5/10/07, creztor123 <creztor@xxx> wrote:
> >>
> >> Ok need some help here if possible please. I am trying to make a
> >>simple setup using the Stochastic Momentum Indicator. I am new to
> >>amibroker and dont have the knowledge on how to code this. If no-one
> >>can help but knows where I can find what I need to learn then that
> >>would be good enough :) Appreciate any info. Would like to optimize
> >>it based on the following rules:
> >>
> >>if the SMI is above 0 and its angle/direction is up (im guessing > 45
> >>degrees) then it will buy
> >>if the SMI is below 0 and the angle is down (again guessing < 45
> >>degrees) then it will sell
> >>if SMI is above 0 and its flat or going down then it will not trade or
> >>should close any trade it has open
> >>if SMI is below 0 and flat or going up then it will not trade or
> >>should close any trade open
> >>
> >>
> >>
>
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