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http://www.kaseco.com/classes/tech_outline.htm
--- In amibroker@xxxxxxxxxxxxxxx, "goldwing01" <GOLDWING01@xxxx>
wrote:
> 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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> >
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