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- Pubblicato:
- 2011.07.13 15:18
- Aggiornato:
- 2016.11.22 07:32
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Author: Andrey N. Bolkonsky
Ergodic CMI-Oscillator (based on Candlestick Momentum Index) is described by William Blau in the book "Momentum, Direction, and Divergence: Applying the Latest Momentum Indicators for Technical Analysis".
- WilliamBlau.mqh must be placed in terminal_data_folder\MQL5\Include\
- Blau_CMI.mq5 must be placed in terminal_data_folder\MQL5\Indicators\
Ergodic CMI-Oscillator by William Blau
Calculation:
The Ergodic CMI-Oscillator is defined as follows:
Ergodic_CMI(price1,price2,q,r,s,u) = CMI(price1,price2,q,r,s,u)
SignalLine(price1,pric2,q,r,s,u,ul) = EMA( Ergodic_CMI(price1,pric2,q,r,s,u) ,ul)
where:
- Ergodic_CMI() - Ergodic - Candlestick Momentum Index CMI(price1,price2,q,r,s,u);
- SignalLine() - Signal Line - exponentially smoothed moving average EMA(ul), applied to Ergodic;
- ul - period of a signal line.
- graphic plot #0 - Ergodic (Candlestick Momentum Index):
- q - number of bars, used in calculation of Candlestick Momentum (by default q=1);
- r - period of the 1st EMA(r), applied to Candlestick Momentum (by default r=20);
- s - period of the 2nd EMA(s), applied to result of the 1st smoothing (by default s=5);
- u - period of the 3rd EMA(u), applied to result of the 2nd smoothing (by default u=3);
- graphic plot #1 - Signal Line:
- ul - period of the Signal Line - EMA(ul), applied to Ergodic (by default ul=3);
- AppliedPrice1 - price type (by default AppliedPrice1=PRICE_CLOSE);
- AppliedPrice2 - price type (by default AppliedPrice2=PRICE_OPEN).
- q>0;
- r>0, s>0, u>0. If r, s or u are equal to 1, smoothing is not used;
- ul>0. If ul=1, the signal and main lines are the same;
- Min. rates = (q-1+r+s+u+ul-4+1).
Tradotto dal russo da MetaQuotes Ltd.
Codice originale https://www.mql5.com/ru/code/380
![Candlestick Index Blau_CSI](https://c.mql5.com/i/code/indicator.png)
Candlestick Index (CSI) Indicator by William Blau.
![Candlestick Momentum Index Blau_CMI](https://c.mql5.com/i/code/indicator.png)
Candle Momentum Index (CMI) Indicator by William Blau.
![Ergodic CSI-Oscillator Blau_Ergodic_CSI](https://c.mql5.com/i/code/indicator.png)
Ergodic CSI-Oscillator by William Blau.
![Composite High/Low Momentum Blau_HLM](https://c.mql5.com/i/code/indicator.png)
Composite High-Low Momentum Indicator by William Blau.