Entered HLC · triple-smoothed midpoint normalization

Stochastic Momentum Index Calculator

Calculate William Blau’s close-to-range-midpoint distance divided by the same triple-smoothed half range, with all extrema, EMA passes and warm-up boundaries visible.

Runs in your browserThree EMA seeds disclosedNo threshold or direction label

Enter one range period, three EMA periods and HLC bars

Use completed bars from one symbol, timeframe and feed. Close is measured from the midpoint of each rolling highest-high to lowest-low range.

Entered

One completed bar per line. Close must lie inside the high-low range. Separate values with commas, semicolons or tabs.

SMI boundary: This page reports the normalized smoothed arithmetic only. It does not classify thresholds, direction, crossing, divergence, confirmation, entry or exit.

Latest SMI arithmetic

Entered Chaikin Volatility, KST and SMI 1.0.0.

Derived
No SMI calculated yetEnter enough ordered HLC bars for the range and all three EMA warm-ups, or load the audited example.

How Stochastic Momentum Index is calculated

Distance = Close − 0.5 × (Lowest Low(q) + Highest High(q))
Half range = 0.5 × (Highest High(q) − Lowest Low(q))
SMI = 100 × EMA3(Distance, r,s,u) ÷ EMA3(Half range, r,s,u)

Version 1.0.0 follows the MetaQuotes William Blau implementation: q completed rows define each range, then the numerator and denominator pass through three first-value-seeded EMAs.

The first reportable index is (q − 1) + (r − 1) + (s − 1) + (u − 1). An EMA period of one passes its source through without adding warm-up.

Assumptions and limits

  • Range period must be a whole number from 2 to 200; each EMA period must be from 1 to 200.
  • At least q + r + s + u minus three ordered HLC rows are required.
  • When the triple-smoothed half range is zero, the published MetaQuotes convention returns zero.
  • Rows must use one symbol, timeframe and broker feed.
  • Threshold, direction, crossover, divergence, confirmation, entry and exit interpretations are withheld.

Worked example from the audited fixture

Reproduce it with “Load audited example”The 60-bar fixture uses range period 5 and EMA periods 20, 5 and 3. Its latest five-bar midpoint is 124.836350, leaving close distance 2.486150 and half-range 4.136150. After the three EMA stages, numerator 0.747275 divided by denominator 2.491622 gives SMI 29.991532.

How to interpret the result

The value is a smoothed ratio of close distance from the entered range midpoint to half of that range. The three EMA seeds and warm-up boundary materially affect it. A positive number is not converted into a momentum, threshold or trade label.

Frequently asked questions

  • Enter one range period, three EMA periods and enough ordered high-low-close rows to complete every warm-up.
  • Current close is measured from the midpoint of the rolling highest high and lowest low over q rows.
  • It is half of the same rolling highest-high minus lowest-low range.
  • Both paths use three sequential first-value-seeded EMAs with the entered r, s and u periods.
  • It is one hundred times the triple-smoothed close-to-midpoint distance divided by the triple-smoothed half range.
  • It appears at zero-based index q minus one plus r minus one plus s minus one plus u minus one.
  • Version 1.0.0 follows the published MetaQuotes convention and returns zero.
  • No. Threshold, direction, crossover, divergence, confirmation, entry and exit interpretations are withheld.

Sources and methodology

Compare the chart feed and trading terms

Use one broker feed, symbol and timeframe for every entered observation, and compare the source history with your terminal before relying on a platform match.

XM

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FBS

Compare symbol specifications and chart-feed conventions for your region.

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FXOpen

Confirm chart history and trading conditions for the entered symbol.

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Disclaimer: The results from this tool are estimates for educational and informational purposes only and may differ from your broker's figures. This is not financial or investment advice. Trading forex and CFDs carries a high level of risk and can result in the loss of all your capital. Always verify calculations with your broker and trade within your risk tolerance.