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Owen Davies wrote:
> Among oher comments, "lgwbwp" wrote:
>
>
>
>>I have some afls that plot some of the indicators as best as I could
>>figure them out.
>
>
>>Let me know if anyone is interested.
>
>
> Definitely, Byron. Kase's methods seem very interesting, but as you say she
> is a master at telling you everything but what's important. Which made her
> the only trading author whose book I have ever returned to the store.
>
> Thanks for so kindly offering to share your work.
>
> Owen Davies
Hi.....
In the interest of sharing, here is the code for a few areas of Cynthia
Kase's stuff. One is her Dev Stops and the other Kase Peak Oscillator.
I'm trying to remember where I got this code and how it was derived. It
escapes me for now.
Anyway, check it out.
Wayne
//Kase DevStop I
AVTR= MA(HHV(H,3) - LLV(L,2),21);
SD= StDev(HHV(H,3) - LLV(L,2),21);
Val4= HHV(H-AVTR-3.4*SD,21);
Val3= HHV(H-AVTR-2.1*SD,10);
Val2= HHV(H-AVTR-SD,34);
Val1= HHV(H-AVTR,21);
/* Kase DevStop II
Pd= Param("Max Length",13,100,30,2);
RWH= (H-Ref(L,-Pd))/(ATR(Pd)*sqrt(Pd));
RWL= (Ref(H,-Pd)- L)/(ATR(Pd)*sqrt(Pd));
Pk= WMA((RWH-RWL),3);
AVTR= MA(HHV(H,2) - LLV(L,2),20);
SD= StDev(HHV(H,2) - LLV(L,2),20);
Val4= IIf(Pk>0,HHV(H - AVTR-3.6*SD,21),LLV(L + AVTR+3*SD,21));
Val3= IIf(Pk>0,HHV(H - AVTR-2.2*SD,10),LLV(L + AVTR+2*SD,10));
Val2= IIf(Pk>0,HHV(H - AVTR-1.0*SD,30),LLV(L + AVTR+SD,30));
Val1= IIf(Pk>0,HHV(H - AVTR,21),LLV(L + AVTR,21));*/
Plot(Val4,"3SDev",IIf(Val4 > C OR Val4 < Ref(Val4,-1),34,42),24);
//Plot(Val3,"2SDev",IIf(Val3 > C OR Val3 < Ref(Val3,-1),16,34),24);
//Plot(Val2,"1SDev",6,24);
Plot(Val1,"Warning",32,1);
Plot(C,"close",55,64);
/*As can be seen from the formula, she uses standard deviations for the
user to decide at what point to exit a position. Stops are set where
there is increasing statistical probability of reversal against the
trend. This is supposedly based on the log normal shape of the curve of
the range curve.The manual which describes how to operate the software
is at http://www.fimi.com/Kase/k0.htm
// Kase Peak Oscillator
GraphXSpace= 5;
GraphZOrder= 1;
truHi= IIf(H > Ref(C,-1),H,Ref(C,-1));
truLo= IIf(L < Ref(C,-1),L,Ref(C,-1));
truRange= truHi - truLo;
Pd= Param("max length",15,5,100,1);
RWH= (truHi-Ref(truLo,-Pd))/(ATR(Pd)*sqrt(Pd));
RWL= (Ref(truHi,-Pd)-truLo)/(ATR(Pd)*sqrt(Pd));
Pk= WMA((RWH-RWL),3);
MN= MA(Pk,Pd);
SD= StDev(Pk,Pd);
Val1= IIf(MN+(1.33*SD) > 2.08, MN+(1.33*SD), 2.08);
Val2= IIf(MN-(1.33*SD) < -1.92, MN-(1.33*SD), -1.92);
Line= IIf(Ref(Pk,-1) >= 0 AND Pk > 0,Val1, IIf(Ref(Pk,-1) <= 0 AND Pk <
0, Val2, 0));
Red= IIf(Ref(Pk,-1) > Pk, Pk, 0);
Yellow= IIf(Pk > Ref(Pk,-1), Pk, 0);
Plot(Red,"Red",32,2+4);
Plot(Yellow,"Yellow",42,2+4);
Plot(Line,"Line",34,1);
PlotGrid(0,55);
Title= "Panel 3 | e-CHING Sticks for " + Name()+
" Peak Osc Red="+WriteVal(Red,1.2)+
" Peak Osc Yellow="+WriteVal(Yellow,1.2)+
WriteIf(Ref(Pk,-1) > Pk," L-Stick is"+EncodeColor(32)+"
RED",WriteIf(Pk > Ref(Pk,-1)," L-Stick is"+EncodeColor(42)+" YELLOW",
" L-Stick is"+EncodeColor(47)+" NEUTRAL"));
/*Philosophy: The Peak Oscillator Plot is used similarly to traditional
oscillators but is derived from a mathematically sound, statistical
evaluation of trend that evaluates over 50 different trend lengths,
rather than just two as the traditional oscillator does. It
automatically adapts for cycle length AND volatility changes.
The PeakOscillator is "universal" in that it scales to volatility, AND
can be compared over differing commodities AND time frames.
Two other features of the PeakOscillator are the PeakMax AND PeakMin lines.
The PeakMax line is the maximum of the 2 standard deviations of the
local PeakOscillator reading AND the 90th Percentile of momentum,
historically. The PeakMin is the minimum of the two.
Interpretation:
The PeakOscillator is used two ways:
Divergence -- The PeakOscillator may be used to generate traditional
Divergence signals. The difference between it and traditional Divergence
indicators lies in its accuracy.
PeakOut -- The Second use is to look for a PeakOut. A PeakOut occurs
when the histogram breaks beyond the PeakOut line AND then pulls back.
A PeakOut through the maximum line will be labeled PG (global PeakOut)
on the chart. A PeakOut that only extends through the PeakMin line is
called a local PeakOut AND will be labeled PL on the chart. A local
PeakOut is less significant than a normal PeakOut Signal. These local
PeakOuts are to be relied upon more heavily during sideways OR
corrective markets.
PeakOuts may be based on either the Maximum Line OR the Minimum Line.
global PeakOuts, however, are rarer AND therefore more significant than
a local PeakOut. The magnitude of the price move may be greater
following the global PeakOut, but the likelihood of the break in trend
is essentially the same. Thus, our research indicates that we should
react equally to a global PeakOut in a trendy market AND a local PeakOut
in a choppy OR corrective market.*/
>
>
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