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Kase CD
The KaseCD is a sensitive, second derivative indicator, the derivative of the PeakOscillator. It is calculated in the same way as the MACD histogram is calculated from a moving average oscillator. That is, it is the difference between the PeakOscillator and the average of the PeakOscillator, where the MACD is the difference between an exponential moving average oscillator and its average. However, because its basis is statistical, it generates cleaner crossover signals and more reliable divergences.
Kase CD 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; ![]() |
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Kase Peak Oscillator by Cynthia Kase
The PeakOscillator plot is used similarly to traditional oscillators but is derived from a mathematically sound, statistical evaluation of trend that evaluates over 50 different trend lengths, rather than just two as the traditional oscillator does. It automatically adapts for cycle length and volatility changes.
The PeakOscillator is "universal" in that it scales to volatility, and can be compared over differing commodities and time frames. Two other features of the PeakOscillator are the PeakMax and PeakMin lines. The PeakMax line is the maximum of the 2 standard deviations of the local PeakOscillator reading and the 90th percentile of momentum, historically. The PeakMin is the minimum of the two. 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; More Kase indicators: http://trader.online.pl/MSZ/e-0-tytulowa-k.html ![]() |
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