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Hope this is the one you are loooking for
// Kase Peak Oscillator
/*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.*/
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"));
--- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxx> wrote:
>
> Does anyone have afl code for Kase Peak Oscillator
>
> I just read a short paper by Cynthia Kase ... very interesting ...
potentially useful
>
> Ara
>
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