Jeepers Creepers!!!
Yet another 'lightbulb moment'!!!
Forget about the QPF folks!!! (Sorry about that)!!!
I've just had another good hard look at this.
It would seem that 'I got it wrong'!!!
DEFINITELY this is 'the way':
You would calculate the SI for any pair quoted in the format '999.99' i.e. with two decimal places EXACTLY as is done in 'the book'. HOWEVER: for pairs quoted in the format '99.9999' i.e. with four decimal places you multiply the SI by 100 (in effect you're 'moving the decimals' two places up and then calculating the ASI). What this appears to accomplish is this: NO MORE is the Trailing Index SAR ALWAYS the closest to SAR!!! Now THIS makes more sense and is a lot closer to what appears in 'the book'!!!
As I said earlier though: factoring in the QPF has indeed worked well for me. However: I'm going to be trying this new 'method' for a little while and see what happens i.e. to see whether or not I get less Trailing Index SAR signals (that previously would have been false)!!!
(I've already made these changes to the SI and ASI for Delta's platform and will email the same to my 'clients'. I've actually just 'added' a 'Quote Price Multiplier' to the SI and ASI so that you can use either 'method').
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