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- Pubblicato:
- 2011.07.13 17:38
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- 2016.11.22 07:32
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Author: Andrey N. Bolkonsky
The Composite High-Low Momentum 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_HLM.mq5 must be placed in terminal_data_folder\MQL5\Indicators\
Composite High-Low Momentum Indicator by William Blau
Calculation:
The Composite High/Low Momentum is calculated as follows:
HLM(q) = HMU(q) - LMD(q)
where:
- q - number of bars, used in calculation of Up Trend Momentum and Down Trend Momentum;
- HMU(q) - Up Trend Momentum (q bars);
- LMD(q) - Down Trend Momentum (q bars).
The smoothed Composite High/Low Momentum is calculated as follows:
HLM(q,r,s,u) = EMA(EMA(EMA( HLM(q) ,r),s),u) = EMA(EMA(EMA( HMU(q)-HMD(q) ,r),s),u)
where:
- q - number of bars, used in the calculation of Up Trend Momentum and Down Trend Momentum;
- HMU(q) - Up Trend Momentum (q bars);
- LMD(q) - Down Trend Momentum (q bars);
- HLM(q)=HMU(q)-LMD(q) - Composite High/Low Momentum;
- EMA(HLM(q),r) - 1st smoothing - EMA(r), applied to the Composite High/Low Momentum;
- EMA(EMA(...,r),s) - 2nd smoothing - EMA(s), applied to result of the 1st smoothing;
- EMA(EMA(EMA(...,r),s),u) - 3rd smoothing - EMA(u), applied to result of the 2nd smoothing.
- q - number of bars, used in calculation of HLM (by default q=2);
- r - period of the 1st EMA, applied to HLM (by default r=20);
- s - period of the 2nd EMA, applied to result of the 1st smoothing (by default s=5);
- u - period of the 3rd EMA, applied to result of the 2nd smoothing (by default u=3).
- q>0;
- r>0, s>0, u>0. If r, s or u are equal to 1, smoothing is not used;
- Min. rates = (q-1+r+s+u-3+1).
Tradotto dal russo da MetaQuotes Ltd.
Codice originale https://www.mql5.com/ru/code/382
![Ergodic CSI-Oscillator Blau_Ergodic_CSI](https://c.mql5.com/i/code/indicator.png)
Ergodic CSI-Oscillator by William Blau.
![Ergodic CMI-Oscillator Blau_Ergodic_CMI](https://c.mql5.com/i/code/indicator.png)
Ergodic CMI-Oscillator by Willam Blau.
![Directional Trend Index Blau_DTI](https://c.mql5.com/i/code/indicator.png)
Directional Trend Index (DTI) Indicator by William Blau.
![Ergodic DTI-Oscillator Blau_Ergodic_DTI](https://c.mql5.com/i/code/indicator.png)
Ergodic DTI-Oscillator (Directional Trend Index) by William Blau.