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Wyane, iascool ....
Thanks, that was exactly what I was looking for
----- Original Message -----
From: "J Wayne Skerritt" <ecodesign@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, March 28, 2006 4:37 AM
Subject: Re: [amibroker] OT. - Kase Oscillators
> Ara,
>
> I can't remember where I got this, but check it out.
>
> *********************************************
>
> // 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",13,5,100,1);
> 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= "Kase Peak Oscillator " + Name()+
> "\n Peak Osc Red="+WriteVal(Red,1.2)+
> "\n Peak Osc Yellow="+WriteVal(Yellow,1.2);
>
>
>
> /*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.*/
>
> Ara Kaloustian wrote:
>
> > Does anyone have afl code for Kase Peak Oscillator
> >
> > I just read a short paper by Cynthia Kase ... very interesting ...
> > potentially useful
> >
> > Ara
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
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> >
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> >
> >
> >
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> >
>
>
>
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