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YES! I sorry the original had a fixed input as close and I got carried away
when replacing it with a user definable input. Of course I did it in the
email before I sent it. MB
It probably crossed over funny when plotted...
>I think there is an error in the program. Shouldn't
>
>ut=alpha*price+(1-alpha)*ut
>
>read
>
>ut=alpha*mt+(1-alpha)*ut
>
>- Mark Jurik
>-----------------------------------------------
>
>inputs:lookback(79),mult(2),price(c);
>vars:alpha(0),mt(0),ut(0),dt(0),
>mt2(0),ut2(0),dt2(0),but(0),blt(0);
>alpha=2/(lookback+1);
>mt=alpha*price+(1-alpha)*mt;
>ut=alpha*price+(1-alpha)*ut;
>dt=((2-alpha)*mt-ut)/(1-alpha);
>mt2=alpha*absvalue(price-dt)+(1-alpha)*mt2;
>ut2=alpha*mt2+(1-alpha)*ut2;
>dt2=((2-alpha)*mt2-ut2)/(1-alpha);
>but=dt+mult*dt2;
>blt=dt-mult*dt2;
>plot1(dt,"centerb");
>plot2(but,"upperb");
>plot3(blt,"lowerb");
>
>
>
>
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