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Re: [RT] RE: - Smart Money Dumb Money? Code help.



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Prosper was referring to the Smart Money Index, not the Stochastic Momentum
Index.


----- Original Message -----
From: "Steve Karnish" <kernish@xxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Tuesday, June 12, 2001 2:15 PM
Subject: Re: [RT] RE: - Smart Money Dumb Money? Code help.


> {Appeared in the January 93 issue of Stocks & Commodities magazine}
>
> SMI:
>
> 100 * ( Mov( Mov(C - (.5 * ( HHV(H,21) + LLV(L,21))),55,E),1,E) /
> .5*Mov( Mov( HHV(H,21) - LLV(L,21),55,E),1,E)))
>
> I've substituted the numbers so many times, I don't know what the original
> numbers are...I've played with a half dozen versions.
>
> Take care,
>
> Steve Karnish, CTA
> Cedar Creek Trading
> http://www.cedarcreektrading.com
> ----- Original Message -----
> From: "Prosper" <brente@xxxxxxxxxxxx>
> To: "Real Traders" <realtraders@xxxxxxxxxxxxxxx>
> Sent: Tuesday, June 12, 2001 1:44 PM
> Subject: [RT] RE: - Smart Money Dumb Money? Code help.
>
>
> > I was looking at this SMI and I wanted to try it on some other
securities.
> > So far my coding effort hasn't gone too well. I think and is probably
too
> > simple. This is what I have so far.
> >
> > Cum(Iff(Time>620 and time<650, Cum(C-C[1])*-1, 0) + Iff(Time>1200 and
> > time<1300, Cum(C-C[1]), 0))
> >
> > I guess that if you don't use the Cum to continuosly sum it you get the
> end
> > of day value.
> >
> > Can anyone give me some pointers?
> >
> > Prosper
> >
> >
> >
> >
> >
> >
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> >
> >
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> >
>
>
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