Subject: Re: My new Program
At some point in the long past of the 07-09 period, I settled on using just the 9-day SMA of the NH/NL based on contemporary posts from Zee and Jim that danced around that value. It doesn't need smoothing. If the EOD value of that 9 day SMA is above 0 (simple) or -10 (Zee optimized at the time) it's bullish. The SMA itself doesn't need smoothing.
I can't find the original threads on the definition of the signal in Yorick, so here's the current update of the URL I've been using for years at Stockcharts for Nasdaq New Highs/New Lows -
https://stockcharts.com/sc3/ui...
FC