Post #1259 by RAMc on the Mechanical Investing board

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” I don't know exactly how Robbie calculates his NH-NL value, but I suspect it's closer to using SMA(10) than EMA(9)”

Don’t know if he has changed it but:

rgearyiii Date: 09 /29/2013 05:37 AM

Bear Catcher II (NH/NL) Revisited

I got the best results using a smoothed version of the signal that calculated the ratio between a weighted sum of the daily
count of highs over the last 9 days and a weighted sum of the daily count of lows over the last 9 days, where both weighted
sums used weights of 9, 8, 7, ... 1.
For the sake of demonstrating the function sgwsum, I will rebuild that signal using the 2012 GTR1 backtester.

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