tag:blogger.com,1999:blog-2676650858658561710.post6923085338431749581..comments2023-11-02T06:14:07.871-04:00Comments on Quantifiable Edges: Whose Breadth Stinks?Rob Hannahttp://www.blogger.com/profile/07596674657839065754noreply@blogger.comBlogger2125tag:blogger.com,1999:blog-2676650858658561710.post-13369588696840282962008-02-04T13:34:00.000-05:002008-02-04T13:34:00.000-05:00Tar,I believe you may have not have interpretted p...Tar,<BR/><BR/>I believe you may have not have interpretted part of the criteria correctly. You may email me at RobHanna@comcast.net and I will be glad to help. I am not comfortable discussing the details of someone else's system on the blog beyond what I've already said.<BR/><BR/>Regards,<BR/>RobRob Hannahttps://www.blogger.com/profile/07596674657839065754noreply@blogger.comtag:blogger.com,1999:blog-2676650858658561710.post-81660668429302065012008-02-04T11:31:00.000-05:002008-02-04T11:31:00.000-05:00Hi, Regarding the Breadth Thrust, I get entirely d...Hi, <BR/><BR/>Regarding the Breadth Thrust, I get entirely different results (using TradeStation). Here's how I constructed the BT: <BR/><BR/>EMA = AverageX (Adv/(Adv+Decline), 10); then if Lowest (EMA, 10) < 0.4 and Highest (EMA, 10) > 0.615<BR/><BR/>I thought this was the definition of the BT and with this formulation, the last thrust was in May 2004. I am just wondering why the vastly different results. <BR/><BR/>Thanks!Anonymousnoreply@blogger.com