I make lox all the time, but lox is not smoked. It is salted and smothered in fresh dill, then a heavy weight is placed on it, and the whole work refrigerated for 5 days or so. The fish "cooks" in the salt. Love it sliced thin on heavily buttered black bread, with sliced onions and a squeeze of lemon. Yowza!
I make Scottish or cold-smoke, too. Can't do it in old Smokey. Have to use my homemade smoker to cold smoke. That's how ya make Squaw Candy, too. Cold smoke for a couple of weeks. My absolute favorite way is the kipper...what I make. Not only is it good as is, but you can make stuff with it.
We do keep buckets of salted salmon for winter and use it many ways, but we do pickle it! Some of the old Squarehead fishermen in Kodiak used to swear by my pickled salmon. Used to pay me 20 bucks a quart! By salting the salmon, you can make smoked salmon in the winter if you want, too. You have to soak it out for 12-24 hours.