1,2,3,4.... I declare a systems war

["Andy" <adle@xxxxxxxxxx>]

Personally, I believe that a majority of vendors out there are a bunch of
rip off artists. In hopes of preventing some people from putting up their
hard earn cash for pieces of shit, I'm releasing systems that I had
developed or modified from the public domain, including systems/indicators
that have been posted here before. There are no guarentees that they will
work in the future because no one can predict the future.

I'm not a CTA so I don't know what my liabilities are. I'm just posting them
so that people can take the ideas and perhaps develop their own stuff for
their own benefit. If you lose money trading them without investigating
them, you're the one responsible....

First one for release is Cynthia Kase's Peak oscillator, posted here earlier
in the year and expounded on by herself in April 1996 issue of Futures
Magazine.

In my systems report, I'm using the SPX as a proxy for a continuous futures
contract by changing the Big Point Value in the symbol universe fro $1 to
$250. Commision is $30, slippage is $250 and margin per contract is $8,000.
You use a 60 minute chart, buy intraday and may have to hold it over a
period of several days.

Please understand that I'm a small time trader and cannot afford to lose
money or take huge drawdowns (as if any one can). So, I'm after the high
probability trades (i.e., percentage of winning trades > 50%, preferablely
70-80% ;-) ). If this system signals once a month, but the odds are high
that I will make money, I'll take it.

But, please, take the idea and develop it further for your own purposes.
Check out her article before you start using this. NO guarrentees at all.

----------------------------------------------------------
{Function:LOrwi}
{ This function is equal to Kase' Function XS.  IT is
 the RWI indicator written about by Mile Poulos in TASC.
 The indicator uses 0 as a minimum value althouhg the
 RWI can be negative.}

vars: mlval(0);
mlval = 0;

for value99 = 8 to 65 begin
   value5 = (high[value99] - low)/SquareRoot(value99);
   if value5> mlval then mlval = value5;
end;

value6 =average(TrueRange,34);

if  value6 > 0 then
K.LOrwi = mlval / value6 else K.LOrwi =K.LOrwi [1];

----------------------------------------------------------------------------
---

{Function:HIrwi}
{ This function is equal to Kase' Function XL.  IT is the RWI indicator
written about by Mile Poulos in TASC.  The indicator uses 0 as a minimum
value althouhg the RWI can be negative.}


vars: mlval(0);
mlval = 0;

for value99 = 8 to 65 begin
   value5 = ( high  - low [value99] )  / SquareRoot( value99 ) ;
   if value5> mlval then mlval = value5;
end;

value6 =average(TrueRange,34);

if  value6 > 0 then
K.HIrwi = mlval / value6 else K.HIrwi =K.HIrwi [1];

----------------------------------------------------------------------------
--------
{K.PeakOscillator}
Inputs: f(2) ;
value50=50*(average(K.HIrwi,3)-average(K.LOrwi,3));
value1=(WAVERAGE(absvalue(value50),50))
 + (F*(StdDev(absvalue(value50),50)));
value4 = maxlist(100,value1);
if value50 >0 then begin
    Plot1(value50, "PeakOsc");
end;
if value50 <0 then begin
   Plot3(value50, "PeakOsc");
end;
if value50 > 0 then value6 = value4 else  value6 = -value4;
Plot2(value6,"Peak-Out");
if value50 > 0 then value23 = value1 else  value23 = -value1;
Plot4(value23,"Peak-Outx");
 ---------------------------------------------------------------------------
-----------
Inputs: f(2),Len(2),Lbck(3);
Vars: Mp(0),Osc(0),S(0);

If currentbar>maxbarsback then begin
Mp=MarketPosition;
S=Lbck*10;
Osc=50*(average(K.HIrwi,len)-average(K.LOrwi,len));
value1=(WAVERAGE(absvalue(Osc),S))+(F*(StdDev(absvalue(Osc),S)));
value4 = maxlist(100,value1);
if Osc > 0 then value6 = value4 else  value6 = -value4; {out}
if Osc > 0 then value23 = value1 else  value23 = -value1; {-out}

If MP<>1 and osc[1] < value23 and osc crosses above value23 and Osc<0 then
begin
 buy on close;
 Mp=1;
 end;
If MP=1 and osc crosses below 0 then begin
 exitlong on close;
 mp=0;
 end;
If MP<>-1 and osc[1]>value6 and osc crosses below value6 and Osc>0 then
begin
 sell on close;
 Mp=-1;
 end;
If Mp=-1 and osc crosses above 0 then begin
 exitshort on close;
 mp=0;
 end;
end;
-----------------------------------------------------------------------


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