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toyogo  
#1 Posted : Friday, May 26, 2006 1:56:31 AM(UTC)
toyogo

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Joined: 5/26/2005(UTC)
Posts: 13

Hi Henry, I've found that you had posted a Kase KCD formula on 18 Apr 2005 (see Part I), it is very much different from the formula published in Kaseco website (see Part II) Part I [code:1:9c3c7d4966]Per1:=Input("max length",1,100,8); RWH:=(H-Ref(L,-Per1))/(ATR(Per1)*Sqrt(Per1)); RWL:=(Ref(H,-Per1)-L)/(ATR(Per1)*Sqrt(Per1)); Pk:=Mov(Mov((RWH-RWL),3,W),3,S); KCD:=PK-Mov(PK,8,S); MN:=Mov(KCD,Per1,S); SD:=Stdev(KCD,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(KCD,-1)>=0 AND KCD>0,Val1,If(Ref(KCD,-1)<=0 AND KCD<0,Val2,0)); Red:=If(Ref(KCD,-1)>KCD,KCD,0); Green:=If(KCD>Ref(KCD,-1),KCD,0); Red;Green;LN;[/code:1:9c3c7d4966] Part II The KaseCo website KaseStatware stated the formula as bellows, Both indicators are based on the Kase Serial Dependency Index, KSDI (up) = (ln(Ho/Ln))/volatility KSDI (down) = (ln(Lo/Hn))/volatility Volatility = stddev (ln(P/Pn) Ho = this bar’s high Lo = this bar’s low Hn = high n bars ago Ln = low n bars ago n = a number from n1 to n2 that gives the highest resultant value for the index. KasePeakOscillator = KSDI(up) – KSDI(down) KaseCD = KasePeakOscillator – Average(KasePeakOscillator)n Pls advise! Regards, Toyogo
henry1224  
#2 Posted : Wednesday, May 31, 2006 1:31:39 AM(UTC)
henry1224

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Dear Toyogo, The kase KCD and Peak Osc are properly formulated according to the book. The change that you might see is that , I like to see when the indicator rises {Green} or falls{Red} I converted the code from a tradestation indicator along with reading the book twice to make sure it was correct. I'm not about to pay several K for the KaseStatware code only to find that the code I provided works just as well as hers. free is free and according to her book, it should plot just like the her's just change the style to plot as a histogram for red and green Per1:=Input("max length",1,100,8); RWH:=(H-Ref(L,-Per1))/(ATR(Per1)*Sqrt(Per1)); RWL:=(Ref(H,-Per1)-L)/(ATR(Per1)*Sqrt(Per1)); Pk:=Mov(Mov((RWH-RWL),3,W),3,S); KCD:=PK-Mov(PK,8,S); MN:=Mov(KCD,Per1,S); SD:=Stdev(KCD,Per1); Val1:=If(MN+(1.33*SD)>2.08,MN+(1.33*SD),2.08); Val2:=If(MN-(1.33*SD)<-2.08,MN-(1.33*SD),-2.08); LN:=If(Ref(KCD,-1)>=0 AND KCD>0,Val1,If(Ref(KCD,-1)<=0 AND KCD<0,Val2,0)); Red:=If(Ref(KCD,-1)>KCD,KCD,0); Green:=If(KCD>Ref(KCD,-1),KCD,0); Red;Green;LN;
nikosb  
#3 Posted : Thursday, March 17, 2011 2:31:38 PM(UTC)
nikosb

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Joined: 3/17/2011(UTC)
Posts: 1

I have the same question as Toyogo. I've read Kase's book and articles and her published work. The following 2 articles http://www.kaseco.com/su...aces%20of%20Momentum.pdf http://www.esignal.com/e...hird_party_spotlight.asp suggest that the code listed by Toyogo in Part II is more close to what she describes. Another question I have is how is the self-optimization of the code is done. Kase claims that the peak oscillator is optimized over 50 different cycle lengths. The idea is to check different lookback lengths that maximize the value of KSDI(up) and KSDI(down). I haven't see that on any code so far. Does anyone know how is that done? In addition in the following link http://www.aspenres.com/...Kase_Peak_Oscillator.htm which is a manual for the Kase Peak Oscillator it lists 3 parameters, cycle range low-8, cycle range high-65 and scaling factor-50. I guess the first two determine the lookback interval but what does the scaling factor do? Thank you in advance, Nikos
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