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  • 10 months later...
Posted

Pseducode:

 

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

 

 

More info: www.kaseco.com/support/articles/The_Two_Faces_of_Momentum.pdf

  • 1 year later...
  • 6 months later...
  • 2 months later...
Posted (edited)

This is the Indicator: Kase CD by Cynthia Case, in easylanguage for Tradestation and MultiCharts:

 

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

 

{Kase CD - by Cynthia Case }

 

inputs:

LEN(30),

Smooth(3),

Strength(1);

 

vars:

RWH(0),

RWL(0),

PEAK(0),

KCD(0);

 

RWH = (H[0] - L[LEN]) / (AvgTrueRange(LEN) * SquareRoot(LEN));

RWL = (H[LEN] - L[0]) / (AvgTrueRange(LEN) * SquareRoot(LEN));

 

PEAK = WAverage((RWH - RWL),Smooth);

KCD = (PEAK) - average(Peak,8);

 

plot1(KCD,"KCD");

plot2(0,"Zero");

 

if CheckAlert then begin

if BullishDivergence(low,plot1,Strength,15) = 1

then Alert = true;

if BearishDivergence(high,plot1,Strength,15) = 1

then Alert = true;

end;

 

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

 

hxxps://postimg.cc/SJLjQBzK

Edited by Azazel
  • 4 weeks later...
Posted

This is the Indicator: Kase Peak Oscillator by Cynthia Case, in easylanguage for Tradestation and MultiCharts:

 

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

 

Function, Name : StdDevx

 

 

inputs :

Price(NumericSeries),

Length(NumericSimple);

 

vars :

SumSqr(0),

Avg(0),

Counter(0);

 

if Length <> 0

then begin

Avg = Average(Price,Length);

SumSqr = 0;

for counter = 0 to Length - 1

begin

SumSqr = SumSqr + (Price[counter]-Avg) * (Price[counter]-Avg);

end;

StdDevX = SquareRoot(SumSqr / (Length-1));

end

else

StdDevX = 0;

 

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

 

Indicator, Name : Kase Peak Oscillator

 

 

inputs:LEN(30), Smooth(3), Strength(1);

vars: RWH(0), RWL(0),PEAK(0), MEAN(0), STD(0);

 

RWH = (H[0] - L[LEN]) / (AvgTrueRange(LEN) * SquareRoot(LEN));

RWL = (H[LEN] - L[0]) / (AvgTrueRange(LEN) * SquareRoot(LEN));

PEAK = WAverage((RWH - RWL),3);

MEAN = average(PEAK,LEN);

STD = StdDevx(PEAK,LEN);

 

if (MEAN + (1.33 * STD)) > 2.08 then value1 = (MEAN + (1.33 * STD))

else value1 = 2.08;

 

if (MEAN - (1.33 * STD)) < -1.92 then value2 = (MEAN - (1.33 * STD))

else value2 = -1.92;

 

plot1(PEAK,"PeakOsc");

if PEAK[1] >= 0 and PEAK > 0 then plot2(value1,"+/-97.5%");

if PEAK[1] <= 0 and PEAK < 0 then plot2(value2,"+/-97.5%");

 

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

 

hxxps://postimg.cc/r0Hq0jDK

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