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DTI_Trade

Article/Author: Origin: http://www.traders2traders.com. Coded by: Ernie Bonugli, Jim Johnson Author: William Blau

Download: Tsi_etc.ela

File Includes:
Function - DTI_Trade
Function - DTI
Function - HMU
Function - LMD
Function - MDI
Function - TSI
Function - TVI
Function - DXAverage
Function - TXAverage
Indicator - *DTI Signal
Indicator - DTI
Indicator - DTI_Trade
Indicator - Ergotic_CSI
Indicator - Ergotic_MACD
Indicator - Ergotic_MDI
Indicator - Ergotic_TSI
Indicator - Ergotic_TSI-2
Indicator - Ergotic_TVI

Category: Functions > DTI_Trade

Description:

Это одна из техник, описанных в книге William Blau "Momentum, Direction and Divergence" (1995). Если Вы хотите узнать больше, мы советуем прочитать его книгу. His book focuses on three key aspects of trading: momentum, direction and divergence. Blau, who was an electrical engineer before becoming a trader, thoroughly examines the relationship between price and momentum in step-by-step examples. From this grounding, he then looks at the deficiencies in other oscillators and introduces some innovative techniques, including a fresh twist on Stochastics. On directional issues, he analyzes the intricacies of ADX and offers a unique approach to help define trending and non-trending periods.

Inputs:
r
s
u

EasyLanguage Code:
{TRIPLE EXP MOVING AVEAFGES ARE USED WITH PERIODS OF R, S, U.  IN MANY CASES DOUBLE SMOOTHING

WILL BE SUFFICIENT THEREFORE U = 1.

THE DTI IS ERIVED HERE. ONLY THOSE PORTIONS OF THE DTI WHICH ARE POSITIVE AND RISING ARE RETAINED.
IN ADDITION, ONLY THOSE PORTIONS WHICH ARE NEGATIVE AND FALLING ARE RETAINED. TEH DERIVATIONS
IS BASED ON HLM = HMU - LMD WHERE HMU REPRESENTS THE INCREASING MOMENTUM
OF THE HIGH'S AND LMD IS THE DECREASING MEMENTUM OF THE LOW'S.

FORMAT: DTI_TRADER(R, S, U) }

INPUTS: R(NUMERICSIMPLE), S (NUMERICSIMPLE), U(NUMERICSIMPLE);

VALUE1 = 100*TXAVERAGE(HMU - LMD, R, S, U); {NUMERATOR OF DTI}
VALUE2 = TXAVERAGE(ABSVALUE(HMU - LMD), R, S, U); {DENOMINATOR OF DTI}

IF VALUE2 <> 0 THEN
VALUE3 = VALUE1/ VALUE2
ELSE
VALUE3 = 0; {VALUE3 REPRESENTS THE DTI}

IF VALUE3 - VALUE3[1] > 0 AND VALUE3 > 0 THEN
VALUE4 = VALUE3
ELSE
VALUE4 = 0; {VALUE4 IS THAT PORTION OF THE DTI WHICH IS POSITIVE AND RISING}

IF VALUE3 - VALUE3[1] < 0 AND VALUE3 < 0 THEN
VALUE5 = VALUE3
ELSE
VALUE5 = 0; {VALUE5 IS THAT PORTION OF DTI WHICH IS NEGATIVE AND FALLING}

DTI_TRADE = VALUE4 + VALUE5;