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PureBytes Links
Trading Reference Links
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http://www.fimi.com/Kase/k3.htm#PeakO
I hope this helps
--- In amibroker@xxxxxxxxxxxxxxx, "Glen Haponek" <ghaponek@xxxx>
wrote:
> 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 http://home.iae.nl/users/guus/omega/sourcecode/EL40.html
this version based upon articles in "Futures". Possibly y'all have
already seen it.
> ----- Original Message -----
> From: ricko8294_98
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Monday, March 29, 2004 1:33 AM
> Subject: [amibroker] Re: KASE PeakOscillator
>
>
> treliff
>
> I found the attached explanation of the Kase Peak Oscillator at
>
http://www.aspenres.com/Documents/AspenGraphics4.0/Kase_Peak_Oscillato
> r.htm
>
> As 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 appreciated
> Rick
>
> --- 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
> > >
> > >
>
>
>
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