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Hi,
I would like to read the article or
publication which describes the Kase Peak Oscillator, if such a paper
exists. Can some one advise if it is one of those that are available at
the Kase and Company web site, or has this oscillator been discussed only in
magazine articles.? The histogram shown in the link (not the link below,
the one in the previous post) appears to closely follow the movement of the
price chart, with some lag. It's sheer magic. A Google
search turned up <A
href="">http://home.iae.nl/users/guus/omega/sourcecode/EL40.html this
version based upon articles in "Futures". Possibly y'all have already seen
it.
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
ricko8294_98
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, March 29, 2004 1:33
AM
Subject: [amibroker] Re: KASE
PeakOscillator
treliffI found the attached explanation of the Kase
Peak Oscillator at<A
href="">http://www.aspenres.com/Documents/AspenGraphics4.0/Kase_Peak_Oscillator.htmAs
you see it claims that "it statistically evaluates over fifty trend
lengths and automatically adapts to both cycle length and
volatility."You can also see a graph of CISCO which, I believe is
from June to Nov of 2002. If you compare Anthony's code below, it is
quite different. Also the code posted by Wayne is closer - but
obviously not quite the same.So the mystery continues - as to how
the indicator is "self-optimizing"Anybody have any ideas how that
can be done would be appreciatedRick--- In
amibroker@xxxxxxxxxxxxxxx, "treliff" <treliff@xxxx> wrote:>
Anthony, your code looks very much like the one Wayne posted > earlier.
I repeat below part of the remarks i made re that code > that basically
apply to yours as well. What I am curious about is > this: do you know
who made this code and in particular for what > reason the 3-period WMA
was added? Do you have any insight into > whether or not this WMA is
part of Kase's proprietary code?> > //> First, as Byron
mentioned the code posted earlier by Wayne is not> > > looking
for the optimum up/down cyclelength but uses Param to> > >
manually set different lookbacks. The code also sets one lookback>
> > for both up and down trends. This is definitely not in line
with> > > Kase: the power is in looping for the strongest up and
strongest> > > downtrend separately.> > >>
> > Further the PeakOsc there is smoothed with a 3-period WMA. I>
> > don't> > > know who initiated this but Kase indeed (in
BridgeTrader) says:> > > "the> > > PeakOscillator is
the difference between KSDIup and KSDIdn with > some> > >
smoothing added". Nowhere could I find how she implements this> >
> smoothing but I guess that is the WMA. To me it seemed somewhat>
> > irrational to top off so much statistical scrutiny with some>
> > arbitrary WMA with a fixed lookback. Also it turned out this
WMA> > > somehow interfered with the SD calculations for some
very weird> > > plots. Two reasons for not smoothing the
KPO.> //> > -treliff> > > --- In
amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxxx>
> wrote:> > Here is a version I have:> > >
> //Peak Oscillator by Cynthia KASE> > > > //Version
1.0, 7/07/2002> > > > Per1=30;> > > >
RWH=(H-Ref(L,-Per1))/(ATR(Per1)*sqrt(Per1));> > > >
RWL=(Ref(H,-Per1)-L)/(ATR(Per1)*sqrt(Per1));> > > >
Pk=WMA((RWH-RWL),3);> > > > MN=MA(Pk,Per1);> >
> > SD=StDev(Pk,Per1);> > > >
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);> > > >
ln1=IIf(Ref(Pk,-1)>=0 AND Pk>0,Val1,0);> > > >
ln2=IIf(Ref(Pk,-1)<=0 AND Pk<0,Val2,0);> > > >
Red=IIf(Ref(Pk,-1)>Pk,Pk,0);> > > >
Green=IIf(Pk>Ref(Pk,-1),Pk,0);> > > >
Plot(red,"RED",4,2+4);> > > >
Plot(Green,"GREEN",5,2+4);> > > >
Plot(ln1,"LN1",5,styleDots);> > > >
Plot(ln2,"ln2",4,styleDots);> > > > Anthony> >
> >Send BUG REPORTS to
bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
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