Kase Pack Oscillator et Kase CD

Le KPO de Cynthia Kase :
A partir d'ecart type.
Il mesure le surachat et survente, dans un modèle dynamique selon les cycles et la volatilité.
Le Kase cd est une dérivée du MACD.


Introduire les Variables:
p = 30 par défaut
c = 3 par défaut


Code:


pri=Customclose
len=p
smooth=c
atr = AverageTrueRange[len](pri)

--------->( Kase Peak Osc )

RWH=(High-Low[len])/(atr*SQRT(len))
RWL=(High[len]-Low)/(atr*SQRT(len))
X=RWH-RWL

pek=WeightedAverage[smooth](X)
mean=Average[len](pek)
sd=STD[len](pek)


c1=(mean+(1.33*sd)) > 2.08
c2=(mean-(1.33*sd)) < -1.92

c3=pek[1] >= 0 And pek > 0
c4=pek[1] <= 0 And pek < 0

If c1 Then
v1=mean+(1.33*sd)
Else
v1=2.08
Endif

If c2 Then
v2=mean-(1.33*sd)
Else
v2=-1.92
Endif

If c3 Then
v3=v1
Elsif c4 Then
v3=v2
Else
v3=0
Endif

------->(Kase CD)

pk=WeightedAverage[smooth](X)
KCD=(pk)-Average[8](pk)

Return pek as "Kase Peak Osc", v3 as "Peak Osc Line", KCD as "Kase CD"






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salut les gens,

quelqu'un a-t-il des retours d'experiences sur cette chose ?

(j'ai pas encore lu les articles de Cynthia Kase, faut que je trouve un moyen de les imprimer)

mais j'ai vu qu'elle en avait une tartine sur le site de sa societe www.kaseco.com

merci.

Preparing to Manage Energy Costs
Kase Reveals Technical Hedging Tips for Not-So-Technical Traders
Market Secrets that Energy Hedgers Should Know
Risk Management Checklist
Hedging with Statistics
Hedging is an Option for Producers
Using Probability and Monte Carlo Simulations I
Using Probability and Monte Carlo Simulations Part II
Locking in Storage Profits Through Hedging
Hedging Without Futures
Why Bother with Futures
Futures and Flexibility
Defining Risk Managment: A Strategic vs. Tactical Approach
Volatility and Spreads
Hedging Made Easy: A Guide for the Do-It-Yourselfer
Analyzing Basic Fundamentals of the U.S. Energy Market
Futures Enhance Wet Barrel Trading in Specialized Markets
Thinking Persons Guide to Hedging
How to Cash in on the Cash Market
Look Before You Leap
Sailing With the Wind
Calendar Spreads vs. Price - Is There A Relationship?
How Well Do Traditional Momentum Indicators Work
A Divine Tool
Setting Stop-Losses Using Price Volatility
Tools for Technical Analysis
Proof That Technical Analysis Really Works: Momentum Indicators
The Two Faces of Momentum
Daytrader’s Doom
Managing Trade Risk
The Best Momentum Indicators
Technical Differences and Similarities: Energy and Power
Building a Trading Framework
Statistics in Action
Multi-Dimensional Trading
New High-Probability Indicators
Putting the Odds on Your Side
The Kase Dev-Stop: Accounting for Volatility, Variance and Skew
Simplified Momentum Filters Improve Trading
Momentum Divergence
Redefining Volatility and Position Risk
Choosing a Time Bar Length
Knowing When to Step Back From the Market
Using Stochastics to Forecast Market Moves

J'avais modifié le p , periode atr et sdt , je le voulais en plus court pour petite ut , ( de souvenir , vers 22-20 )
et le c , en gros pour le lissage.