|
PureBytes Links
Trading Reference Links
|
Hi Lino,
Here is what I found for her Kase DevStop:
{Cynthia Kase}
Per1:=Input("Max Length",2,100,30);
RWH:=(H-Ref(L,-Per1))/(ATR(Per1)*Sqrt(Per1));
RWL:=(Ref(H,-Per1)-L)/(ATR(Per1)*Sqrt(Per1));
Pk:=Mov((RWH-RWL),3,W);
AVTR:=Mov(HHV(H,2) - LLV(L,2),20, S);
SD:=Stdev(HHV(H,2) - LLV(L,2),20);
Val4:=If(Pk>0,HHV(H-AVTR-3*SD,20),LLV(L+AVTR+3*SD,20));
Val3:=If(Pk>0,HHV(H-AVTR-2*SD,20),LLV(L+AVTR+2*SD,20));
Val2:=If(Pk>0,HHV(H-AVTR-SD,20),LLV(L+AVTR+SD,20));
Val1:=If(Pk>0,HHV(H-AVTR,20),LLV(L+AVTR,20));
Val4;Val3;Val2;Val1;
As can be seen from the formula, she uses standard deviations for the user
to decide at what point to exit a position. Stops are set where there is
increasing statistical probability of reversal against the trend. This is
supposedly based on the log normal shape of the curve of the range curve.
The manual which describes how to operate the software is at
http://www.fimi.com/Kase/k0.htm
-Corey
----- Original Message -----
From: "Lino Alessi" <linoaalessi@xxxxxxxxxxxxxx>
To: "C.S." <csaxe@xxxxxxxxxxx>
Sent: Sunday, May 13, 2001 11:04 AM
Subject: Kase Info
> Hi Corey
> My name is Lino Alessi and I am a commodity trader. I found your info on
> Kase very interesting. I have not read her book. Would you share the MS
> code for Kase Devstop so I can try it out. I would share any results
> with you.
> Any further info would be appreciated
> successful trading!
> Lino
>
>
|