Cynthia Kase - Kase Peak Oscillator - page 2

 
wibitiens:
Just wondering, is this indicator re-paint the past?

Thanks guys

Cheers,

It doesen't

 
Files:
kasepeakosc.gif  22 kb
 

Of Kase peak oscillator

Formula

Kase Peak Oscillator

Per1:=Input("max length",10,100,30);

RWH:=(H-Ref(L,-Per1))/(ATR(Per1)*Sqrt(Per1));

RWL:=(Ref(H,-Per1)-L)/(ATR(Per1)*Sqrt(Per1));

Pk:=Mov((RWH-RWL),3,W);

MN:=Mov(Pk,Per1,S);

SD:=Stdev(Pk,Per1);

Val1:=If(MN+(1.33*SD)>2.08,MN+(1.33*SD),2.08);

Val2:=If(MN-(1.33*SD)<-1.92,MN-(1.33*SD),-1.92);

LN:=If(Ref(Pk,-1)>=0 AND Pk>0,Val1,If(Ref(Pk,-1)<=0 AND Pk<0,Val2,0));

Red:=If(Ref(Pk,-1)>Pk,Pk,0);

Green:=If(Pk>Ref(Pk,-1),Pk,0);

Red;

Green;

LN;

Is correct, but when you apply it you get a graph like this. Attached PDF document posted to this thread at post #6 by Kalenzo

 
 
fxbs:
can anyone add Peak Min – Line (blue line, post 14 chart)?

I am afraid you are missled by Trader.Online interpretation of Kase peak oscillator

The indicator graph at your post is not a Kase peak oscillator, the formula they presented is correct but the indicator is something I do not know what.

Trying to guess "market extreme" is a thing it never had to do anything with this indicator. It would make it some kind of Silver trend or any "future predicting" indicator (it is impossible to achieve it without repainting), and Kase peak oscillator is neither of those. From my experience it is even lagging a bit, but that does not means it is less ussefull

Sorry to disappoint you, but, if you are looking for the indicator from the Trader.Online graph you are not looking for Kase peak oscillator

 

Interprete me these lines, please :

Val1:=If(MN+(1.33*SD)>2.08,MN+(1.33*SD),2.08);

Val2:=If(MN-(1.33*SD)<-1.92,MN-(1.33*SD),-1.92);

LN:=If(Ref(Pk,-1)>=0 AND Pk>0,Val1,If(Ref(Pk,-1)<=0 AND Pk<0,Val2,0));

Red:=If(Ref(Pk,-1)>Pk,Pk,0);

Green:=If(Pk>Ref(Pk,-1),Pk,0);

You have the source there

You have the formula there

Make your indicator please

Thank you

 

Interprete me these lines, please :

Val1:=If(MN+(1.33*SD)>2.08,MN+(1.33*SD),2.08);

Val2:=If(MN-(1.33*SD)<-1.92,MN-(1.33*SD),-1.92);

LN:=If(Ref(Pk,-1)>=0 AND Pk>0,Val1,If(Ref(Pk,-1)<=0 AND Pk<0,Val2,0));

Red:=If(Ref(Pk,-1)>Pk,Pk,0);

Green:=If(Pk>Ref(Pk,-1),Pk,0);

You have the source here

You have the formula there

Make your indicator please

Thank you

 

another 'misleading' KPO link

Kase And Company Inc.

The Kase PeakOscillator is a simple oscillator from which classic divergence signals are generated, but with two major differences. Unlike traditional oscillators, which are derived from moving average with set lengths, the Kase PeakOscillator is derived from a mathematically sound, statistical evaluation of trend, which looks at over 50 different trend lengths, rather than just two.

This oscillator, as well as its derivative, the Kase CD, catches many divergences which empirical momentum indicators miss. Another great feature of this oscillator is the PeakOut line. The PeakOut line is the level at which markets historically are in the top 10% of momentum. Which means that when the histogram breaks the peak-out line (as shown above) there is a 90% chance of a turn either on the current or next extreme

Files:
 

would be interesting to try "Peak Min Line - "local PeakOuts" 4 sideways or corrective markets"

Great Kalenzo, can you stick one more line? Drinks on me...

 

For the last time :

This formula

Kase Peak Oscillator

Per1:=Input("max length",10,100,30);

RWH:=(H-Ref(L,-Per1))/(ATR(Per1)*Sqrt(Per1));

RWL:=(Ref(H,-Per1)-L)/(ATR(Per1)*Sqrt(Per1));

Pk:=Mov((RWH-RWL),3,W);

MN:=Mov(Pk,Per1,S);

SD:=Stdev(Pk,Per1);

Val1:=If(MN+(1.33*SD)>2.08,MN+(1.33*SD),2.08);

Val2:=If(MN-(1.33*SD)<-1.92,MN-(1.33*SD),-1.92);

LN:=If(Ref(Pk,-1)>=0 AND Pk>0,Val1,If(Ref(Pk,-1)<=0 AND Pk<0,Val2,0));

Red:=If(Ref(Pk,-1)>Pk,Pk,0);

Green:=If(Pk>Ref(Pk,-1),Pk,0);

Red;

Green;

LN;

From your post #14 does not produce this graph

but produces a graph like this

Of math aspects for this oscillator please read the folowing : On the Kase...

PS: I do find it offending that you imply that I did not addapt this indi for metatrader

And no, drinks are not on me

Thank you