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Hello TaoOfDow,
Without doing an exhaustive comparison, I think the code sttributed to
Dave Fenstemaker is actually the Aspray (TASC, 9/1989) variation of Sibbett's
Demand. Kaufman details it immediately below the Sibbett version on
page 243 of Trading Systems and Methods.
--
Best regards,
Jim Johnson mailto:jejohn@xxxxxxxxxxxxxxxx
Sunday, April 28, 2002, 3:05:38 PM, you wrote:
T> Lance Fisher wrote:
>> Romi & TaoOfDow, [...]
>>
>> The code posted by TaoOfDow for Sibbett's Demand Index is an interesting
>> volume indicator that appears to give some pretty decent signals, but it is
>> so radically different from the DemandIndex that is defined in Kaufman's
>> book, I just have to ask the question... Tao, where did you come across your
>> definition for Sibbett's Demand Index?
T> Please note the Header on my post:
T> To: omega-list@xxxxxxxxxx, code-list@xxxxxxxxxxxxx
T> Subject: Sibbits Demand Index
T> From: David Fenstemaker <dfens@xxxxxxxxxxxxx>
T> Date: Thu, 29 Apr 1999 20:08:58 -0700
T> Resent-Date: Thu, 29 Apr 1999 20:09:40 -0700
T> Resent-From: omega-list@xxxxxxxxxx
T> Resent-Message-ID: <"LyqOn1.0.RI3.qxHAt"@mx1>
T> Resent-Sender: omega-list-request@xxxxxxxxxx
T> What I posted was the post David F. posted to the omega-list last 4/29/99.
T> You'll need to ask any questions of him. Please "don't shoot the messenger."
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