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Funnily enough, just experimenting with Blau's ergodic fn's - would I get
get more out of flogging the proverbial dead horse.
----- Original Message -----
From: "BobR" <bobrabcd@xxxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Wednesday, April 17, 2002 11:27 PM
Subject: Re: [RT] (no subject)
> It uses double exponential average smoothing.
>
> {SMI function}
> Inputs: q(numericsimple),r(numericsimple),s(numericsimple);
> value1=DXAverage(c-0.5*(Highest(H,q)+Lowest(L,q)r,s);
> value2= 0.5*DXAverage(highest(H,q)-Lowest(L,q),r,s);
> If Value2<>0 then
> Value3=100*value1/value2
> else
> value3=0;
> SMI=value3;
>
> {DXAverage smoothing function}
> Inputs: price(numericseries),r(numericsimple),s(numericsimple);
> DXAverage=xaverage(xaverage(price,r),s);
>
> {SMI indicator}
> Inputs: q(5),r(3),s(3),Zero(0),Len1(3);
>
> value1=SMI(q,r,s);
> value2=Average(value1,len1);
>
> plot1(value1,"SMI");
> plot2(0,"0");
> plott3(value2,"SMIA");
>
>
> ----- Original Message -----
> From: "mtg1022" <mtg1022@xxxxxxxxxxxxx>
> To: "BobR" <bobrabcd@xxxxxxxxxxxxx>; <realtraders@xxxxxxxxxxxxxxx>
> Sent: Wednesday, April 17, 2002 3:07 PM
> Subject: Re: [RT] (no subject)
>
>
> > thanks Bob i don't have that book so can you tell us how it differs from
> the
> > basic ole plain stochastic??
> >
> > BobR wrote:
> >
> > > Stochastic Momentum is most likely Bill Blau's SMI. from his book
> > > "Direction Momentum Divergence".
> > >
> > > ----- Original Message -----
> > > From: "mtg1022" <mtg1022@xxxxxxxxxxxxx>
> > > To: <realtraders@xxxxxxxxxxxxxxx>
> > > Sent: Wednesday, April 17, 2002 2:53 PM
> > > Subject: [RT] (no subject)
> > >
> > > > didn't attach a chart sorry
> > > >
> > > >
> > > > To unsubscribe from this group, send an email to:
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> > > >
> > > >
> > > >
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> > > >
> > > >
> > >
> >
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