Kase Peak Oscillator, Kase CD and Kase Permission

Bard · Wed, 05 Jul 2017 13:23:30 +0000

Hi Nicolas, here’s the original code: All credit goes to the coding skills of Mladen at the Forex TSD Forum. There are 3 parts to Kase’s way of determining mkt turning points with 85% accuracy. See the Two Faces of Momentum pdf on the net. 1) Kase Peak Oscillator 2) Kase CD (Convergence/Divergence) 3) Kase Permission Screen: (i) Original Kase Permission Histogram (ii) Modified Forum Version of the Histogram (iii) a Forum Modified Stochastic version ====================================================================================================== 1) Kase Peak Oscillator //Kase Peak Oscillator// #property indicator_separate_window #property indicator_buffers 5 #property indicator_color1 clrDimGray #property indicator_color2 clrDimGray #property indicator_color3 clrMagenta #property indicator_color4 clrDeepSkyBlue #property indicator_color5 clrMagenta #property indicator_width3 2 #property indicator_width4 2 #property indicator_width5 2 #property strict // // extern ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; // Time frame to use extern double kpoDeviations = 2.0; // Kase peak oscillator deviations extern int kpoShortCycle = 8; // Kase peak oscillator short cycle extern int kpoLongCycle = 65; // Kase peak oscillator long cycle extern double kpoSensitivity = 40; // Kase peak oscillator sensitivity extern bool allPeaksMode = false; // Show all peaks? extern bool Interpolate = true; // Interpolate in multi time frame mode? // // double kphBuffer[]; double kpoBuffer[]; double kpdBuffer[]; double kpmBuffer[]; double kppBuffer[]; string indicatorFileName; bool returnBars; // // int init() { SetIndexBuffer(0,kphBuffer); SetIndexStyle(0,DRAW_HISTOGRAM); SetIndexBuffer(1,kpoBuffer); SetIndexBuffer(2,kpdBuffer); SetIndexBuffer(3,kpmBuffer); SetIndexBuffer(4,kppBuffer); SetIndexStyle(4,DRAW_HISTOGRAM); // indicatorFileName = WindowExpertName(); returnBars = (TimeFrame==-99); TimeFrame = MathMax(TimeFrame,_Period); IndicatorShortName(timeFrameToString(TimeFrame)+” Kase peak oscillator (“+(string)kpoDeviations+”,”+(string)kpoShortCycle+”,”+(string)kpoLongCycle+”,”+(string)kpoSensitivity+”)”); return(0); } int deinit() { return(0); } // // double wrkBuffer[][6]; #define ccLog 0 #define ccDev 1 #define x1 2 #define xs 3 #define xp 4 #define xpAbs 5 int start() { int counted_bars=IndicatorCounted(); if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars–; int limit = MathMin(Bars-counted_bars,Bars-2); if (returnBars) { kphBuffer[0] = MathMin(limit+1,Bars-1); return(0); } // // if (TimeFrame == Period()) { if (ArrayRange(wrkBuffer,0) != Bars) ArrayResize(wrkBuffer,Bars); for(int i=limit,r=Bars-i-1; i>=0; i–,r++) { wrkBuffer[r][x1] = wrkBuffer[r-1][x1]; wrkBuffer[r][xs] = wrkBuffer[r-1][xs]; wrkBuffer[r][ccLog] = MathLog(Close[i]/Close[i+1]); wrkBuffer[r][ccDev] = iDeviation(ccLog,9,r); // // double avg = iSma(ccDev,30,r); if (avg>0) { double max1 = 0; double maxs = 0; for (int k=kpoShortCycle; k<kpoLongCycle && (i+k)<Bars; k++) { max1 = MathMax(MathLog(High[i]/Low[i+k])/MathSqrt(k),max1); maxs = MathMax(MathLog(High[i+k]/Low[i])/MathSqrt(k),maxs); } wrkBuffer[r][x1] = max1/avg; wrkBuffer[r][xs] = maxs/avg; } wrkBuffer[r][xp] = kpoSensitivity*(iSma(x1,3,r)-iSma(xs,3,r)); wrkBuffer[r][xpAbs] = MathAbs(wrkBuffer[r][xp]); // // kppBuffer[i+1] = EMPTY_VALUE; kpoBuffer[i] = wrkBuffer[r][xp]; kphBuffer[i] = wrkBuffer[r][xp]; double tmpVal = iSma(xpAbs,50,r)+kpoDeviations*(iDeviation(xpAbs,50,r)); double maxVal = MathMax(90.0,tmpVal); double minVal = MathMin(90.0,tmpVal); if (kpoBuffer[i] > 0) { kpdBuffer[i] = maxVal; kpmBuffer[i] = minVal; } else { kpdBuffer[i] = -maxVal; kpmBuffer[i] = -minVal; } // // if (i<Bars-2) if (!allPeaksMode) { if (kpoBuffer[i+1]>0 && kpoBuffer[i+1]>kpoBuffer[i] && kpoBuffer[i+1]>=kpoBuffer[i+2] && kpoBuffer[i+1]>= maxVal) kppBuffer[i+1] = kpoBuffer[i+1]; if (kpoBuffer[i+1]<0 && kpoBuffer[i+1]<kpoBuffer[i] && kpoBuffer[i+1]<=kpoBuffer[i+2] && kpoBuffer[i+1]<=-maxVal) kppBuffer[i+1] = kpoBuffer[i+1]; } else { if (kpoBuffer[i+1]>0 && kpoBuffer[i+1]>kpoBuffer[i] && kpoBuffer[i+1]>=kpoBuffer[i+2]) kppBuffer[i+1] = kpoBuffer[i+1]; if (kpoBuffer[i+1]<0 && kpoBuffer[i+1]<kpoBuffer[i] && kpoBuffer[i+1]<=kpoBuffer[i+2]) kppBuffer[i+1] = kpoBuffer[i+1]; } } return(0); } // // limit = (int)MathMax(limit,MathMin(Bars-1,iCustom(NULL,TimeFrame,indicatorFileName,-99,0,0)*TimeFrame/Period())); for (int i=limit; i>=0; i–) { int y = iBarShift(NULL,TimeFrame,Time[i]); int x = y; if (i<Bars-1) x = iBarShift(NULL,TimeFrame,Time[i+1]); kphBuffer[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,kpoDeviations,kpoShortCycle,kpoLongCycle,kpoSensitivity,allPeaksMode,0,y); kpoBuffer[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,kpoDeviations,kpoShortCycle,kpoLongCycle,kpoSensitivity,allPeaksMode,1,y); kpdBuffer[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,kpoDeviations,kpoShortCycle,kpoLongCycle,kpoSensitivity,allPeaksMode,2,y); kpmBuffer[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,kpoDeviations,kpoShortCycle,kpoLongCycle,kpoSensitivity,allPeaksMode,3,y); kppBuffer[i] = EMPTY_VALUE; if (x!=y) kppBuffer[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,kpoDeviations,kpoShortCycle,kpoLongCycle,kpoSensitivity,allPeaksMode,4,y); // if (!Interpolate || (i>0 && y==iBarShift(NULL,TimeFrame,Time[i-1]))) continue; int n,k; datetime time = iTime(NULL,TimeFrame,y); for(n = 1; i+n < Bars && Time[i+n] >= time; n++) continue; for(k = 1; i+k < Bars && i+n < Bars && k<n; k++) { kphBuffer[i+k] = kphBuffer[i] + (kphBuffer[i+n] – kphBuffer[i])*k/n; kpoBuffer[i+k] = kpoBuffer[i] + (kpoBuffer[i+n] – kpoBuffer[i])*k/n; kpdBuffer[i+k] = kpdBuffer[i] + (kpdBuffer[i+n] – kpdBuffer[i])*k/n; kpmBuffer[i+k] = kpmBuffer[i] + (kpmBuffer[i+n] – kpmBuffer[i])*k/n; } } return(0); } // // double iDeviation(int forDim, int period, int pos) { double dMA = iSma(forDim,period,pos); double dSum = 0; for(int i=0; i<period && pos>=0; i++,pos–) dSum += (wrkBuffer[pos][forDim]-dMA)*(wrkBuffer[pos][forDim]-dMA); return(MathSqrt(dSum/period)); } // // double iSma(int forDim, int period, int pos) { double sum = wrkBuffer[pos][forDim]; for(int i=1; i<period && (pos-i)>=0; i++) sum += wrkBuffer[pos-i][forDim]; return(sum/period); } // // string sTfTable[] = {“M1″,”M5″,”M15″,”M30″,”H1″,”H4″,”D1″,”W1″,”MN”}; int iTfTable[] = {1,5,15,30,60,240,1440,10080,43200}; string timeFrameToString(int tf) { for (int i=ArraySize(iTfTable)-1; i>=0; i–) if (tf==iTfTable[i]) return(sTfTable[i]); return(“”); } 1) Kase Peak Oscillator Modified Forum Version I think I prefer Kase’s version with the red and green Histogram, I’m not sure how easy that is to recreate? The square blue line in the metatrader version is the go long/short indicator and the pink line is the Peak Out line. 1) Kase Peak Oscillator Green/Red Histogram They have altered the code to make the Kase PO have less lag and more accurate, in response to a question on the forum about the differences between the public indicator which is up on prorealcode and Kase’s private version: https://www.forex-tsd.com/forum/exclusive/11816-kase-indicators There are several differences: “The biggest difference is where the basic “momentum” comes from. In the “public” one data is taken linearly from current bar to the last bar specified by the period. In this one, the first one is the “shortCycle” bar and the last one is the “longCycle” bar and only that data is used along with average momentum to calculate what is later used for oscillator. The “shortCycle” (or the omission of the first shortCycle values in one part of calculation) is an interesting idea and it seems that for some reasons it makes it more responsive to current price changes (the value of the oscillator itself). As a result it is obvious that the “public” version is showing peaks at places almost wrong compared to this version and it is, in cases of “major” moves, is considerably lagging in zero line crosses. Along with some “tricks” (using logarithm in order to make a sort of normalization) it more or less makes a fair job of standardizing values without the 2.08 and 1.92 mumbo-jumbo constant calculation. Those constants were the one that actually were bugging me. I could not believe that anything fairly serious (and the team around Kase can be called anything but “not serious”) can have that kind of voodoo. So this one does not have the voodoo any more.” ====================================================================================================== 2) Kase CD (Convergence/Divergence) Parameters : kpoShortCycle-> starting position to calculate values kpoLongCycle-> ending position to calculate values kpoSensitivity-> sensitivity modifier used to calculate values //Kase CD// #property indicator_separate_window #property indicator_buffers 7 #property indicator_color1 DimGray #property indicator_color2 DimGray #property indicator_color3 Magenta #property indicator_color4 DeepSkyBlue #property indicator_color5 Magenta #property indicator_color6 LimeGreen #property indicator_color7 Red #property indicator_width3 2 #property indicator_width4 2 #property indicator_width5 2 #property indicator_level1 0 #property indicator_levelcolor DimGray // // extern string TimeFrame = “Current time frame”; extern double kcdDeviations = 2.0; extern int kcdShortCycle = 8; extern int kcdLongCycle = 65; extern double kcdSensitivity = 40; extern bool allPeaksMode = false; extern bool drawDivergences = true; extern bool drawIndicatorTrendLines = true; extern bool drawPriceTrendLines = true; extern string drawLinesIdentificator = “kaseCD1″; extern bool Interpolate = true; // // double kchBuffer[]; double kcdBuffer[]; double kdeBuffer[]; double kcmBuffer[]; double kcpBuffer[]; double bullishDivergence[]; double bearishDivergence[]; double wrkBuffer[][6]; string shortName; string labelNames; // // string indicatorFileName; bool calculateValue; bool returnBars; int timeFrame; double pipMultiplier = 1; // // int init() { SetIndexBuffer(0,kchBuffer); SetIndexStyle(0,DRAW_HISTOGRAM); SetIndexBuffer(1,kcdBuffer); SetIndexLabel(1,NULL); SetIndexBuffer(2,kdeBuffer); SetIndexBuffer(3,kcmBuffer); SetIndexBuffer(4,kcpBuffer); SetIndexStyle(4,DRAW_HISTOGRAM); SetIndexLabel(4,”kpp”); SetIndexBuffer(5,bullishDivergence); SetIndexStyle(5, DRAW_ARROW); SetIndexArrow(5, 233); SetIndexBuffer(6,bearishDivergence); SetIndexStyle(6, DRAW_ARROW); SetIndexArrow(6, 234); // // timeFrame = stringToTimeFrame(TimeFrame); labelNames = “Kase CD oscillator_DivergenceLine “+drawLinesIdentificator+”:”; shortName = timeFrameToString(timeFrame)+” Kase CD oscillator div (“+DoubleToStr(kcdDeviations,2)+”,”+kcdShortCycle+”,”+kcdLongCycle+”,”+DoubleToStr(kcdSensitivity,2)+”)”; IndicatorShortName(shortName); // // indicatorFileName = WindowExpertName(); calculateValue = (TimeFrame==”calculateValue”); if (calculateValue) return(0); returnBars = (TimeFrame==”returnBars”); if (returnBars) return(0); return(0); } // // int deinit() { int length=StringLen(labelNames); for(int i=ObjectsTotal()-1; i>=0; i–) { string name = ObjectName(i); if(StringSubstr(name,0,length) == labelNames) ObjectDelete(name); } return(0); } // // #define ccLog 0 #define ccDev 1 #define x1 2 #define xs 3 #define xp 4 #define xpAbs 5 // // int start() { int counted_bars=IndicatorCounted(); int i,r,limit; if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars–; limit = MathMin(Bars-counted_bars,Bars-kcdLongCycle); if (returnBars) { kchBuffer[0] = limit+1; return(0); } if (Digits==3 || Digits==5) pipMultiplier = 10; else pipMultiplier = 1; // // if (calculateValue || timeFrame==Period()) { if (ArrayRange(wrkBuffer,0) != Bars) ArrayResize(wrkBuffer,Bars); for(i=limit,r=Bars-i-1; i>=0; i–,r++) { wrkBuffer[r][x1] = wrkBuffer[r-1][x1]; wrkBuffer[r][xs] = wrkBuffer[r-1][xs]; wrkBuffer[r][ccLog] = MathLog(Close[i]/Close[i+1]); wrkBuffer[r][ccDev] = iDeviation(ccLog,9,r); // // double avg = iSma(ccDev,30,r); if (avg>0) { double max1 = 0; double maxs = 0; for (int k=kcdShortCycle; k<kcdLongCycle; k++) { max1 = MathMax(MathLog(High[i]/Low[i+k])/MathSqrt(k),max1); maxs = MathMax(MathLog(High[i+k]/Low[i])/MathSqrt(k),maxs); } wrkBuffer[r][x1] = max1/avg; wrkBuffer[r][xs] = maxs/avg; } wrkBuffer[r][xp] = kcdSensitivity*(iSma(x1,3,r)-iSma(xs,3,r)); wrkBuffer[r][xpAbs] = MathAbs(wrkBuffer[r][xp]); // // kcpBuffer[i+1] = EMPTY_VALUE; kcdBuffer[i] = wrkBuffer[r][xp]-iSma(xp,9,r); kchBuffer[i] = kcdBuffer[i]; double tmpVal = iSma(xpAbs,50,r)+kcdDeviations*(iDeviation(xpAbs,50,r)); double maxVal = MathMax(90.0,tmpVal); double minVal = MathMin(90.0,tmpVal); if (kcdBuffer[i] > 0) { kdeBuffer[i] = maxVal; kcmBuffer[i] = minVal; } else { kdeBuffer[i] = -maxVal; kcmBuffer[i] = -minVal; } // // if (!allPeaksMode) { if (kcdBuffer[i+1]>0 && kcdBuffer[i+1]>kcdBuffer[i] && kcdBuffer[i+1]>=kcdBuffer[i+2] && kcdBuffer[i+1]>= maxVal) kcpBuffer[i+1] = kcdBuffer[i+1]; if (kcdBuffer[i+1]<0 && kcdBuffer[i+1]<kcdBuffer[i] && kcdBuffer[i+1]<=kcdBuffer[i+2] && kcdBuffer[i+1]<=-maxVal) kcpBuffer[i+1] = kcdBuffer[i+1]; } else { if (kcdBuffer[i+1]>0 && kcdBuffer[i+1]>kcdBuffer[i] && kcdBuffer[i+1]>=kcdBuffer[i+2]) kcpBuffer[i+1] = kcdBuffer[i+1]; if (kcdBuffer[i+1]<0 && kcdBuffer[i+1]<kcdBuffer[i] && kcdBuffer[i+1]<=kcdBuffer[i+2]) kcpBuffer[i+1] = kcdBuffer[i+1]; } if (drawDivergences) { CatchBullishDivergence(i); CatchBearishDivergence(i); } } return(0); } // // limit = MathMax(limit,MathMin(Bars-1,iCustom(NULL,timeFrame,indicatorFileName,”returnBars”,0,0)*timeFrame/Period())); for (i=limit;i>=0; i–) { int y = iBarShift(NULL,timeFrame,Time[i]); int x = iBarShift(NULL,timeFrame,Time[i+1]); kchBuffer[i] = iCustom(NULL,timeFrame,indicatorFileName,”calculateValue”,kcdDeviations,kcdShortCycle,kcdLongCycle,kcdSensitivity,allPeaksMode,drawDivergences,drawIndicatorTrendLines,drawPriceTrendLines,drawLinesIdentificator,0,y); kcdBuffer[i] = iCustom(NULL,timeFrame,indicatorFileName,”calculateValue”,kcdDeviations,kcdShortCycle,kcdLongCycle,kcdSensitivity,allPeaksMode,drawDivergences,drawIndicatorTrendLines,drawPriceTrendLines,drawLinesIdentificator,1,y); kdeBuffer[i] = iCustom(NULL,timeFrame,indicatorFileName,”calculateValue”,kcdDeviations,kcdShortCycle,kcdLongCycle,kcdSensitivity,allPeaksMode,drawDivergences,drawIndicatorTrendLines,drawPriceTrendLines,drawLinesIdentificator,2,y); kcmBuffer[i] = iCustom(NULL,timeFrame,indicatorFileName,”calculateValue”,kcdDeviations,kcdShortCycle,kcdLongCycle,kcdSensitivity,allPeaksMode,drawDivergences,drawIndicatorTrendLines,drawPriceTrendLines,drawLinesIdentificator,3,y); kcpBuffer[i] = EMPTY_VALUE; bullishDivergence[i] = EMPTY_VALUE; bearishDivergence[i] = EMPTY_VALUE; if (x!=y) kcpBuffer[i] = iCustom(NULL,timeFrame,indicatorFileName,”calculateValue”,kcdDeviations,kcdShortCycle,kcdLongCycle,kcdSensitivity,allPeaksMode,drawDivergences,drawIndicatorTrendLines,drawPriceTrendLines,drawLinesIdentificator,4,y); int firstBar = iBarShift(NULL,0,iTime(NULL,timeFrame,y)); if (i==firstBar) { bullishDivergence[i] = iCustom(NULL,timeFrame,indicatorFileName,”calculateValue”,kcdDeviations,kcdShortCycle,kcdLongCycle,kcdSensitivity,allPeaksMode,drawDivergences,drawIndicatorTrendLines,drawPriceTrendLines,drawLinesIdentificator,5,y); bearishDivergence[i] = iCustom(NULL,timeFrame,indicatorFileName,”calculateValue”,kcdDeviations,kcdShortCycle,kcdLongCycle,kcdSensitivity,allPeaksMode,drawDivergences,drawIndicatorTrendLines,drawPriceTrendLines,drawLinesIdentificator,6,y); } // // if (!Interpolate || y==iBarShift(NULL,timeFrame,Time[i-1])) continue; // // datetime time = iTime(NULL,timeFrame,y); for(int n = 1; i+n < Bars && Time[i+n] >= time; n++) continue; for(int s = 1; s < n; s++) { kchBuffer[i+s] = kchBuffer[i] + (kchBuffer[i+n] – kchBuffer[i]) * s/n; kcdBuffer[i+s] = kcdBuffer[i] + (kcdBuffer[i+n] – kcdBuffer[i]) * s/n; kdeBuffer[i+s] = kdeBuffer[i] + (kdeBuffer[i+n] – kdeBuffer[i]) * s/n; kcmBuffer[i+s] = kcmBuffer[i] + (kcmBuffer[i+n] – kcmBuffer[i]) * s/n; } } return(0); } // // double iDeviation(int forDim, int period, int pos) { double dMA = iSma(forDim,period,pos); double dSum = 0; for(int i=0; i<period; i++,pos–) dSum += (wrkBuffer[pos][forDim]-dMA)*(wrkBuffer[pos][forDim]-dMA); return(MathSqrt(dSum/period)); } // // double iSma(int forDim, int period, int pos) { double sum = wrkBuffer[pos][forDim]; for(int i=1; i<period; i++) sum += wrkBuffer[pos-i][forDim]; return(sum/period); } // // void CatchBullishDivergence(int shift) { shift++; bullishDivergence[shift] = EMPTY_VALUE; ObjectDelete(labelNames+”l”+DoubleToStr(Time[shift],0)); ObjectDelete(labelNames+”l”+”os” + DoubleToStr(Time[shift],0)); if(!IsIndicatorLow(shift)) return; // // int currentLow = shift; int lastLow = GetIndicatorLastLow(shift+1); // // if(kcdBuffer[currentLow] > kcdBuffer[lastLow] && Low[currentLow] < Low[lastLow]) { bullishDivergence[currentLow] = kcdBuffer[currentLow] – Point*pipMultiplier; if(drawPriceTrendLines == true) DrawPriceTrendLine(“l”,Time[currentLow],Time[lastLow],Low[currentLow],Low[lastLow],Green,STYLE_SOLID); if(drawIndicatorTrendLines == true) DrawIndicatorTrendLine(“l”,Time[currentLow],Time[lastLow],kcdBuffer[currentLow],kcdBuffer[lastLow],Green,STYLE_SOLID); } // // if(kcdBuffer[currentLow] < kcdBuffer[lastLow] && Low[currentLow] > Low[lastLow]) { bullishDivergence[currentLow] = kcdBuffer[currentLow] – Point*pipMultiplier; if(drawPriceTrendLines == true) DrawPriceTrendLine(“l”,Time[currentLow],Time[lastLow],Low[currentLow],Low[lastLow], Green, STYLE_DOT); if(drawIndicatorTrendLines == true) DrawIndicatorTrendLine(“l”,Time[currentLow],Time[lastLow],kcdBuffer[currentLow], kcdBuffer[lastLow], Green, STYLE_DOT); } } // // void CatchBearishDivergence(int shift) { shift++; bearishDivergence[shift] = EMPTY_VALUE; ObjectDelete(labelNames+”h”+DoubleToStr(Time[shift],0)); ObjectDelete(labelNames+”h”+”os” + DoubleToStr(Time[shift],0)); if(IsIndicatorPeak(shift) == false) return; int currentPeak = shift; int lastPeak = GetIndicatorLastPeak(shift+1); // // if(kcdBuffer[currentPeak] < kcdBuffer[lastPeak] && High[currentPeak]>High[lastPeak]) { bearishDivergence[currentPeak] = kcdBuffer[currentPeak] + Point*pipMultiplier; if(drawPriceTrendLines == true) DrawPriceTrendLine(“h”,Time[currentPeak],Time[lastPeak],High[currentPeak],High[lastPeak],Red,STYLE_SOLID); if(drawIndicatorTrendLines == true) DrawIndicatorTrendLine(“h”,Time[currentPeak],Time[lastPeak],kcdBuffer[currentPeak],kcdBuffer[lastPeak],Red,STYLE_SOLID); } // // if(kcdBuffer[currentPeak] > kcdBuffer[lastPeak] && High[currentPeak] < High[lastPeak]) { bearishDivergence[currentPeak] = kcdBuffer[currentPeak] + Point*pipMultiplier; if (drawPriceTrendLines == true) DrawPriceTrendLine(“h”,Time[currentPeak],Time[lastPeak],High[currentPeak],High[lastPeak], Red, STYLE_DOT); if (drawIndicatorTrendLines == true) DrawIndicatorTrendLine(“h”,Time[currentPeak],Time[lastPeak],kcdBuffer[currentPeak],kcdBuffer[lastPeak], Red, STYLE_DOT); } } // // bool IsIndicatorPeak(int shift) { if(kcpBuffer[shift] != EMPTY_VALUE && kcpBuffer[shift]>0) return(true); else return(false); } bool IsIndicatorLow(int shift) { if(kcpBuffer[shift] != EMPTY_VALUE && kcpBuffer[shift]<0) return(true); else return(false); } int GetIndicatorLastPeak(int shift) { for(int j=shift; j<Bars; j++) if(kcpBuffer[j] != EMPTY_VALUE && kcpBuffer[j]>0) return(j); return(-1); } int GetIndicatorLastLow(int shift) { for(int j=shift; j<Bars; j++) if(kcpBuffer[j] != EMPTY_VALUE && kcpBuffer[j]<0) return(j); return(-1); } // // void DrawPriceTrendLine(string first,datetime t1, datetime t2, double p1, double p2, color lineColor, double style) { string label = labelNames+first+”os”+DoubleToStr(t1,0); ObjectDelete(label); ObjectCreate(label, OBJ_TREND, 0, t1, p1, t2, p2, 0, 0); ObjectSet(label, OBJPROP_RAY, 0); ObjectSet(label, OBJPROP_COLOR, lineColor); ObjectSet(label, OBJPROP_STYLE, style); } void DrawIndicatorTrendLine(string first,datetime t1, datetime t2, double p1, double p2, color lineColor, double style) { int indicatorWindow = WindowFind(shortName); if (indicatorWindow < 0) return; string label = labelNames+first+DoubleToStr(t1,0); ObjectDelete(label); ObjectCreate(label, OBJ_TREND, indicatorWindow, t1, p1, t2, p2, 0, 0); ObjectSet(label, OBJPROP_RAY, 0); ObjectSet(label, OBJPROP_COLOR, lineColor); ObjectSet(label, OBJPROP_STYLE, style); } // // string sTfTable[] = {“M1″,”M5″,”M15″,”M30″,”H1″,”H4″,”D1″,”W1″,”MN”}; int iTfTable[] = {1,5,15,30,60,240,1440,10080,43200}; // // int stringToTimeFrame(string tfs) { tfs = StringUpperCase(tfs); for (int i=ArraySize(iTfTable)-1; i>=0; i–) if (tfs==sTfTable[i] || tfs==””+iTfTable[i]) return(MathMax(iTfTable[i],Period())); return(Period()); } string timeFrameToString(int tf) { for (int i=ArraySize(iTfTable)-1; i>=0; i–) if (tf==iTfTable[i]) return(sTfTable[i]); return(“”); } // // string StringUpperCase(string str) { string s = str; for (int length=StringLen(str)-1; length>=0; length–) { int char = StringGetChar(s, length); if((char > 96 && char < 123) || (char > 223 && char < 256)) s = StringSetChar(s, length, char – 32); else if(char > -33 && char < 0) s = StringSetChar(s, length, char + 224); } return(s); } Kase CD Black (Convergence/Divergence ====================================================================================================== 3) Kase Permission Screen Here I’ve provided the Original Kase Histogram version (3)(i) and the Forex TSD Forum Modified Histogram version (3)(ii). Lastly I have provided the Forex TSD Forum STOCHASTIC version (3)(iii). I think I prefer the Original, although… what do you think? (3)(i) Histogram Permission Version Kase’s Original Permission Histogram: //Kase Original Permission Histogram// #property indicator_separate_window #property indicator_buffers 2 #property indicator_color1 Magenta #property indicator_color2 Green #property indicator_width1 1 #property indicator_width2 1 #property indicator_minimum 0 #property indicator_maximum 1 // // extern int pstLength = 9; extern int pstX = 5; extern int pstSmooth = 3; // // double upBuffer[]; double dnBuffer[]; double wrkBuffer[][8]; // // int init() { SetIndexBuffer(0,upBuffer); SetIndexStyle(0,DRAW_HISTOGRAM); SetIndexBuffer(1,dnBuffer); SetIndexStyle(1,DRAW_HISTOGRAM); IndicatorShortName(“Kase permission (“+pstLength+”,”+pstX+”)”); return(0); } int deinit() { return(0); } // // #define TripleK 0 #define TripleDF 1 #define TripleDFs 2 #define TripleDS 3 #define TripleDSs 4 #define pstValue 5 #define pstSignal 6 #define pstTrend 7 // // int start() { double alpha = 2.0/(1.0+pstSmooth); int lookBackPeriod = pstLength*pstX; int counted_bars = IndicatorCounted(); int i,r,limit; if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars–; limit = MathMin(Bars-counted_bars,Bars-1); if (ArrayRange(wrkBuffer,0) != Bars) ArrayResize(wrkBuffer,Bars); // // for(i=limit,r=Bars-i-1; i>=0; i–,r++) { upBuffer[i] = EMPTY_VALUE; dnBuffer[i] = EMPTY_VALUE; // // double min = Low [iLowest (NULL,0,MODE_LOW ,lookBackPeriod,i)]; double max = High[iHighest(NULL,0,MODE_HIGH,lookBackPeriod,i)]-min; if (max>0) wrkBuffer[r][TripleK] = 100.0*(Close[i]-min)/max; else wrkBuffer[r][TripleK] = 0.0; if (i==(Bars-1)) { wrkBuffer[r][TripleDF] = wrkBuffer[r][TripleK]; wrkBuffer[r][TripleDS] = wrkBuffer[r][TripleK]; wrkBuffer[r][pstValue] = wrkBuffer[r][TripleK]; wrkBuffer[r][pstSignal] = wrkBuffer[r][TripleK]; wrkBuffer[r][pstTrend] = 0; continue; } wrkBuffer[r][TripleDF] = wrkBuffer[r-pstX][TripleDF]+alpha*(wrkBuffer[r][TripleK]-wrkBuffer[r-pstX][TripleDF]); wrkBuffer[r][TripleDS] = (wrkBuffer[r-pstX][TripleDS]*2.0+wrkBuffer[r][TripleDF])/3.0; // // wrkBuffer[r][TripleDFs] = iSma(TripleDF ,3,r); wrkBuffer[r][pstValue] = iSma(TripleDFs,2,r); wrkBuffer[r][TripleDSs] = iSma(TripleDS ,3,r); wrkBuffer[r][pstSignal] = iSma(TripleDSs,2,r); wrkBuffer[r][pstTrend] = wrkBuffer[r-1][pstTrend]; if (wrkBuffer[r][pstValue]<wrkBuffer[r][pstSignal]) wrkBuffer[r][pstTrend] = 1; if (wrkBuffer[r][pstValue]>wrkBuffer[r][pstSignal]) wrkBuffer[r][pstTrend] = -1; if (wrkBuffer[r][pstTrend]== 1) upBuffer[i] = 1; if (wrkBuffer[r][pstTrend]==-1) dnBuffer[i] = 1; } return(0); } // // double iSma(int forDim, int period, int pos) { double sum = wrkBuffer[pos][forDim]; for(int i=1; i<period; i++) sum += wrkBuffer[pos-i][forDim]; return(sum/period); } Original Kase Permission Pink and Green Histogram: ———————————————————————————————————————————————————————— (3)(ii) Forex TSD Forum Modified Histogram (Solid Red and Green) //Kase Permission Histogram// #property indicator_separate_window #property indicator_buffers 2 #property indicator_color1 Green #property indicator_color2 Red #property indicator_width1 3 #property indicator_width2 3 #property indicator_minimum 0 #property indicator_maximum 1 // // enum enPrices { pr_close, // Close pr_open, // Open pr_high, // High pr_low, // Low pr_median, // Median pr_typical, // Typical pr_weighted, // Weighted pr_average, // Average (high+low+open+close)/4 pr_medianb, // Average median body (open+close)/2 pr_tbiased, // Trend biased price pr_haclose, // Heiken ashi close pr_haopen , // Heiken ashi open pr_hahigh, // Heiken ashi high pr_halow, // Heiken ashi low pr_hamedian, // Heiken ashi median pr_hatypical, // Heiken ashi typical pr_haweighted, // Heiken ashi weighted pr_haaverage, // Heiken ashi average pr_hamedianb, // Heiken ashi median body pr_hatbiased // Heiken ashi trend biased price }; extern ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; extern int pstLength = 14; extern int pstX = 10; extern enPrices pstPriceHigh = pr_high; extern enPrices pstPriceLow = pr_low; extern enPrices pstPrice = pr_close; extern int pstSmooth = 3; extern int smoothPeriod = 10; extern bool alertsOn = true; extern bool alertsOnCurrent = false; extern bool alertsMessage = true; extern bool alertsSound = false; extern bool alertsNotify = false; extern bool alertsEmail = false; extern string soundFile = “alert2.wav”; extern bool arrowsVisible = true; extern string arrowsIdentifier = “kpss Arrows1″; extern double arrowsDisplacement = 1.0; extern color arrowsUpColor = DeepSkyBlue; extern color arrowsDnColor = Red; extern int arrowsUpCode = 233; extern int arrowsDnCode = 234; extern int arrowsUpSize = 1; extern int arrowsDnSize = 1; extern bool arrowsOnFirst = true; double pstBuffer[]; double pssBuffer[]; double wrkBuffer[][5]; double UpH[]; double DnH[]; double trend[]; double priceHi[]; double priceLo[]; string indicatorFileName; bool returnBars; // // int init() { IndicatorBuffers(6); SetIndexBuffer(0,UpH); SetIndexStyle(0,DRAW_HISTOGRAM); SetIndexBuffer(1,DnH); SetIndexStyle(1,DRAW_HISTOGRAM); SetIndexBuffer(2,pstBuffer); SetIndexBuffer(3,pssBuffer); SetIndexBuffer(4,trend); SetIndexBuffer(5,priceHi); SetIndexBuffer(6,priceLo); // // pstSmooth = MathMax(pstSmooth,1); smoothPeriod = MathMax(smoothPeriod,1); indicatorFileName = WindowExpertName(); returnBars = (TimeFrame==-99); TimeFrame = MathMax(TimeFrame,_Period); // // IndicatorShortName(timeFrameToString(TimeFrame)+” Kase permission stochastic smoothed (“+pstLength+”,”+pstX+”)”); return(0); } int deinit() { string lookFor = arrowsIdentifier+”:”; int lookForLength = StringLen(lookFor); for (int i=ObjectsTotal()-1; i>=0; i–) { string objectName = ObjectName(i); if (StringSubstr(objectName,0,lookForLength) == lookFor) ObjectDelete(objectName); } return(0); } // // #define TripleK 0 #define TripleDF 1 #define TripleDFs 2 #define TripleDS 3 #define TripleDSs 4 // // int start() { double alpha = 2.0/(1.0+pstSmooth); int lookBackPeriod = pstLength*pstX; int counted_bars = IndicatorCounted(); int i,r,limit; if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars–; limit = MathMin(Bars-counted_bars,Bars-1); if (returnBars) { UpH[0] = limit+1; return(0); } // // if (TimeFrame==Period()) { if (ArrayRange(wrkBuffer,0) != Bars) ArrayResize(wrkBuffer,Bars); for(i=limit,r=Bars-i-1; i>=0; i–,r++) { priceHi[i] = getPrice(pstPriceHigh,Open,Close,High,Low,i); priceLo[i] = getPrice(pstPriceHigh,Open,Close,High,Low,i); double min = priceLo[ArrayMinimum(priceLo,lookBackPeriod,i)]; double max = priceHi[ArrayMaximum(priceHi,lookBackPeriod,i)]-min; if (max>0) wrkBuffer[r][TripleK] = 100.0*(getPrice(pstPrice,Open,Close,High,Low,i)-min)/max; else wrkBuffer[r][TripleK] = 0.0; if (i==(Bars-1)) { wrkBuffer[r][TripleDF] = wrkBuffer[r][TripleK]; wrkBuffer[r][TripleDS] = wrkBuffer[r][TripleK]; continue; } wrkBuffer[r][TripleDF] = wrkBuffer[r-pstX][TripleDF]+alpha*(wrkBuffer[r][TripleK]-wrkBuffer[r-pstX][TripleDF]); wrkBuffer[r][TripleDS] = (wrkBuffer[r-pstX][TripleDS]*2.0+wrkBuffer[r][TripleDF])/3.0; // // wrkBuffer[r][TripleDSs] = iSma(TripleDS ,3,r); pssBuffer[i] = iSmooth(wrkBuffer[r][TripleDSs],smoothPeriod,i,0); wrkBuffer[r][TripleDFs] = iSma(TripleDF ,3,r); pstBuffer[i] = iSmooth(wrkBuffer[r][TripleDFs],smoothPeriod,i,1); // // UpH[i] = EMPTY_VALUE; DnH[i] = EMPTY_VALUE; trend[i] = trend[i+1]; if (pstBuffer[i] > pssBuffer[i]) trend[i] = 1; if (pstBuffer[i] < pssBuffer[i]) trend[i] = -1; if (trend[i] == 1) UpH[i] = 1; if (trend[i] ==-1) DnH[i] = 1; manageArrow(i); } manageAlerts(); return(0); } // // limit = MathMax(limit,MathMin(Bars-1,iCustom(NULL,TimeFrame,indicatorFileName,-99,0,0)*TimeFrame/Period())); for (i=limit;i>=0; i–) { int y = iBarShift(NULL,TimeFrame,Time[i]); trend[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,pstLength,pstX,pstPriceHigh,pstPriceLow,pstPrice,pstSmooth,smoothPeriod,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsNotify,alertsEmail,soundFile,arrowsVisible,arrowsIdentifier,arrowsDisplacement,arrowsUpColor,arrowsDnColor,arrowsUpCode,arrowsDnCode,arrowsUpSize,arrowsDnSize,arrowsOnFirst,4,y); UpH[i] = EMPTY_VALUE; DnH[i] = EMPTY_VALUE; if (trend[i] == 1) UpH[i] = 1; if (trend[i] ==-1) DnH[i] = 1; } return(0); } // // double iSma(int forDim, int period, int pos) { double sum = wrkBuffer[pos][forDim]; for(int i=1; i<period; i++) sum += wrkBuffer[pos-i][forDim]; return(sum/period); } // // double workSmooth[][10]; double iSmooth(double price,double length,int r, int instanceNo=0) { if (ArrayRange(workSmooth,0)!=Bars) ArrayResize(workSmooth,Bars); instanceNo *= 5; r = Bars-r-1; if(r<=2) { workSmooth[r][instanceNo] = price; workSmooth[r][instanceNo+2] = price; workSmooth[r][instanceNo+4] = price; return(price); } // // double alpha = 0.45*(length-1.0)/(0.45*(length-1.0)+2.0); workSmooth[r][instanceNo+0] = price+alpha*(workSmooth[r-1][instanceNo]-price); workSmooth[r][instanceNo+1] = (price – workSmooth[r][instanceNo])*(1-alpha)+alpha*workSmooth[r-1][instanceNo+1]; workSmooth[r][instanceNo+2] = workSmooth[r][instanceNo+0] + workSmooth[r][instanceNo+1]; workSmooth[r][instanceNo+3] = (workSmooth[r][instanceNo+2] – workSmooth[r-1][instanceNo+4])*MathPow(1.0-alpha,2) + MathPow(alpha,2)*workSmooth[r-1][instanceNo+3]; workSmooth[r][instanceNo+4] = workSmooth[r][instanceNo+3] + workSmooth[r-1][instanceNo+4]; return(workSmooth[r][instanceNo+4]); } // // string sTfTable[] = {“M1″,”M5″,”M15″,”M30″,”H1″,”H4″,”D1″,”W1″,”MN”}; int iTfTable[] = {1,5,15,30,60,240,1440,10080,43200}; string timeFrameToString(int tf) { for (int i=ArraySize(iTfTable)-1; i>=0; i–) if (tf==iTfTable[i]) return(sTfTable[i]); return(“”); } // // double workHa[][4]; double getPrice(int price, const double& open[], const double& close[], const double& high[], const double& low[], int i, int instanceNo=0) { if (price>=pr_haclose) { if (ArrayRange(workHa,0)!= Bars) ArrayResize(workHa,Bars); int r = Bars-i-1; // // double haOpen; if (r>0) haOpen = (workHa[r-1][instanceNo+2] + workHa[r-1][instanceNo+3])/2.0; else haOpen = (open[i]+close[i])/2; double haClose = (open[i] + high[i] + low[i] + close[i]) / 4.0; double haHigh = MathMax(high[i], MathMax(haOpen,haClose)); double haLow = MathMin(low[i] , MathMin(haOpen,haClose)); if(haOpen <haClose) { workHa[r][instanceNo+0] = haLow; workHa[r][instanceNo+1] = haHigh; } else { workHa[r][instanceNo+0] = haHigh; workHa[r][instanceNo+1] = haLow; } workHa[r][instanceNo+2] = haOpen; workHa[r][instanceNo+3] = haClose; // // switch (price) { case pr_haclose: return(haClose); case pr_haopen: return(haOpen); case pr_hahigh: return(haHigh); case pr_halow: return(haLow); case pr_hamedian: return((haHigh+haLow)/2.0); case pr_hamedianb: return((haOpen+haClose)/2.0); case pr_hatypical: return((haHigh+haLow+haClose)/3.0); case pr_haweighted: return((haHigh+haLow+haClose+haClose)/4.0); case pr_haaverage: return((haHigh+haLow+haClose+haOpen)/4.0); case pr_hatbiased: if (haClose>haOpen) return((haHigh+haClose)/2.0); else return((haLow+haClose)/2.0); } } // // switch (price) { case pr_close: return(close[i]); case pr_open: return(open[i]); case pr_high: return(high[i]); case pr_low: return(low[i]); case pr_median: return((high[i]+low[i])/2.0); case pr_medianb: return((open[i]+close[i])/2.0); case pr_typical: return((high[i]+low[i]+close[i])/3.0); case pr_weighted: return((high[i]+low[i]+close[i]+close[i])/4.0); case pr_average: return((high[i]+low[i]+close[i]+open[i])/4.0); case pr_tbiased: if (close[i]>open[i]) return((high[i]+close[i])/2.0); else return((low[i]+close[i])/2.0); } return(0); } // // void manageAlerts() { if (alertsOn) { if (alertsOnCurrent) int whichBar = 0; else whichBar = 1; if (trend[whichBar] != trend[whichBar+1]) { if (trend[whichBar] == 1) doAlert(whichBar,”up”); if (trend[whichBar] ==-1) doAlert(whichBar,”down”); } } } // // void doAlert(int forBar, string doWhat) { static string previousAlert=”nothing”; static datetime previousTime; string message; if (previousAlert != doWhat || previousTime != Time[forBar]) { previousAlert = doWhat; previousTime = Time[forBar]; // // message = StringConcatenate(Symbol(),” “,timeFrameToString(_Period),” at “,TimeToStr(TimeLocal(),TIME_SECONDS),” Kase PS trend changed to “,doWhat); if (alertsMessage) Alert(message); if (alertsNotify) SendNotification(StringConcatenate(Symbol(), Period() ,” Kase PS ” +” “+message)); if (alertsEmail) SendMail(StringConcatenate(Symbol(),” Kase PS “),message); if (alertsSound) PlaySound(soundFile); } } // // void manageArrow(int i) { if (arrowsVisible) { ObjectDelete(arrowsIdentifier+”:”+Time[i]); if (trend[i] != trend[i+1]) { if (trend[i] == 1) drawArrow(i,arrowsUpColor,arrowsUpCode,arrowsUpSize,false); if (trend[i] ==-1) drawArrow(i,arrowsDnColor,arrowsDnCode,arrowsDnSize,true); } } } // // void drawArrow(int i,color theColor,int theCode,int theWidth,bool up) { string name = arrowsIdentifier+”:”+Time[i]; double gap = 3.0*iATR(NULL,0,20,i)/4.0; int add = 0; if (!arrowsOnFirst) add = _Period*60-1; // // ObjectCreate(name,OBJ_ARROW,0,Time[i]+add,0); ObjectSet(name,OBJPROP_ARROWCODE,theCode); ObjectSet(name,OBJPROP_COLOR,theColor); ObjectSet(name,OBJPROP_WIDTH,theWidth); if (up) ObjectSet(name,OBJPROP_PRICE1,High[i]+ arrowsUpperGap * gap); else ObjectSet(name,OBJPROP_PRICE1,Low[i] – arrowsLowerGap * gap); } I think this code above is meant to look like this screenshot below (See (3)(ii) Forum Modified Histogram Version Image:) with the red and green histogram solid bar signals – there were many versions and updates from the forum and not all were better than the version that came before the latest update: (3)(ii) Forum Modified Histogram Green and Red Version: ——————————————————————————————————————————————————————————— (3)(iii) Kase Stochastic Permission //Kase Permision Stochastic// #property indicator_separate_window #property indicator_buffers 2 #property indicator_color1 Magenta #property indicator_color2 DimGray #property indicator_width1 2 #property indicator_width2 1 #property indicator_minimum 0 #property indicator_maximum 100 #property indicator_level1 25 #property indicator_level2 75 #property indicator_levelcolor DimGray // // extern int pstLength = 9; extern int pstX = 5; extern int pstSmooth = 3; extern int smoothPeriod = 10; extern double smoothSpeed = 3.0; extern bool smoothAdaptive = true; // // double pstBuffer[]; double pssBuffer[]; double wrkBuffer[][5]; // // int init() { SetIndexBuffer(0,pstBuffer); SetIndexBuffer(1,pssBuffer); pstSmooth = MathMax(pstSmooth,1); smoothPeriod = MathMax(smoothPeriod,1); IndicatorShortName(“Kase permission stochastic oma smoothed (“+pstLength+”,”+pstX+”)”); return(0); } int deinit() { return(0); } // // #define TripleK 0 #define TripleDF 1 #define TripleDFs 2 #define TripleDS 3 #define TripleDSs 4 // // int start() { double alpha = 2.0/(1.0+pstSmooth); int lookBackPeriod = pstLength*pstX; int counted_bars = IndicatorCounted(); int i,r,limit; if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars–; limit = MathMin(Bars-counted_bars,Bars-1); if (ArrayRange(wrkBuffer,0) != Bars) ArrayResize(wrkBuffer,Bars); // // for(i=limit,r=Bars-i-1; i>=0; i–,r++) { double min = Low [iLowest (NULL,0,MODE_LOW ,lookBackPeriod,i)]; double max = High[iHighest(NULL,0,MODE_HIGH,lookBackPeriod,i)]-min; if (max>0) wrkBuffer[r][TripleK] = 100.0*(Close[i]-min)/max; else wrkBuffer[r][TripleK] = 0.0; if (i==(Bars-1)) { wrkBuffer[r][TripleDF] = wrkBuffer[r][TripleK]; wrkBuffer[r][TripleDS] = wrkBuffer[r][TripleK]; continue; } wrkBuffer[r][TripleDF] = wrkBuffer[r-pstX][TripleDF]+alpha*(wrkBuffer[r][TripleK]-wrkBuffer[r-pstX][TripleDF]); wrkBuffer[r][TripleDS] = (wrkBuffer[r-pstX][TripleDS]*2.0+wrkBuffer[r][TripleDF])/3.0; // // wrkBuffer[r][TripleDSs] = iSma(TripleDS ,3,r); pssBuffer[i] = iSmooth(wrkBuffer[r][TripleDSs],smoothPeriod,smoothSpeed,smoothAdaptive,i,0); wrkBuffer[r][TripleDFs] = iSma(TripleDF ,3,r); pstBuffer[i] = iSmooth(wrkBuffer[r][TripleDFs],smoothPeriod,smoothSpeed,smoothAdaptive,i,7); } return(0); } // // double iSma(int forDim, int period, int pos) { double sum = wrkBuffer[pos][forDim]; for(int i=1; i<period; i++) sum += wrkBuffer[pos-i][forDim]; return(sum/period); } // // #define E1 0 #define E2 1 #define E3 2 #define E4 3 #define E5 4 #define E6 5 #define res 6 double stored[][14]; // // double iSmooth(double price, double averagePeriod, double const, bool adaptive,int i, int ashift=0) { int r = Bars-i-1; if (ArrayRange(stored,0) != Bars) { ArrayResize(stored,Bars); } double e1=stored[r-1][E1+ashift]; double e2=stored[r-1][E2+ashift]; double e3=stored[r-1][E3+ashift]; double e4=stored[r-1][E4+ashift]; double e5=stored[r-1][E5+ashift]; double e6=stored[r-1][E6+ashift]; // // if (adaptive && (averagePeriod > 1)) { double minPeriod = averagePeriod/2.0; double maxPeriod = minPeriod*5.0; int endPeriod = MathCeil(maxPeriod); double signal = MathAbs((price-stored[r-endPeriod][res+ashift])); double noise = 0.00000000001; for(int k=1; k<endPeriod; k++) noise=noise+MathAbs(price-stored[r-k][res+ashift]); averagePeriod = ((signal/noise)*(maxPeriod-minPeriod))+minPeriod; } // // double alpha = (2.0+const)/(1.0+const+averagePeriod); e1 = e1 + alpha*(price-e1); e2 = e2 + alpha*(e1-e2); double v1 = 1.5 * e1 – 0.5 * e2; e3 = e3 + alpha*(v1 -e3); e4 = e4 + alpha*(e3-e4); double v2 = 1.5 * e3 – 0.5 * e4; e5 = e5 + alpha*(v2 -e5); e6 = e6 + alpha*(e5-e6); double v3 = 1.5 * e5 – 0.5 * e6; // // stored[r][E1+ashift] = e1; stored[r][E2+ashift] = e2; stored[r][E3+ashift] = e3; stored[r][E4+ashift] = e4; stored[r][E5+ashift] = e5; stored[r][E6+ashift] = e6; stored[r][res+ashift] = price; return(v3); } ——————————————————————————————————————————————————————————– ——————————————————————————————————————————————————————————– Kase OMA Smoothed Stochastic Permission: There are a few different forum Stochastic Permission versions (and many updates made by the metatrader coder. I think the OMA smoothed is the better version half way down the page: https://www.forex-tsd.com/forum/exclusive/11816-kase-indicators “Instead of using simple moving average in the final step of smoothing (as in the original) using two new “flavors” for that final smoothing: one more average smoothed and Jurik smoothed (so all the tastes are “covered”) Even if these are replacing a simple moving average with SMA period (of) only 2 and the replacements are using period 10, crosses are not lagging compared to the original and we are getting considerably smoother values.” I think they are lagging when smoothed, here is an the original Kase Permission code drawn as a Stochastic Pink Line: I couldn’t see the code for this on the forum but it’s derived from Kase’s code:

This topic has 45 replies, 8 voices, and was last updated 5 years ago by ggolfet.

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07/24/2017 at 2:19 PM #41508

Nicolas

@Bard

These are the kind of divergences / convergences found by the indicator you post, are you sure they are valid? Do you find them useful? Sorry, but I’m a bit perplex and I don’t have the same feeling (and deep understanding) as you for these tools 😉

Nicolas

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07/24/2017 at 7:07 PM #41527

Bard

It’s too early to say as this Kase Peak Oscillator is one of three indicators. I think though after reading so much of Kase’s work and her book the Trading with the Odds and articles on the net like the Two Faces of Momentum, that this former engineer, turned oil and gas trader (amongst other asset classes), has a rigorous discipline and built these indicators because of the failures with so many of the non cyclical and non logarithmic based indicators that come as standard in many chart software packages. Did you get a chance to read the “the Two Faces of Momentum” research? It’s well worth it I think. I also think once the Kase Convergence / Divergence and Permissions Histogram indicators are added then a clearer picture will be gained as to why she had the confidence to take multi million $ trades based on these indicators, (along with some Elliot Wave theory). Hope that helps?

Bard

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07/25/2017 at 6:54 AM #41534

Toto le Heros

Hi,

First of all, thanks to all the contributors on this subject. Looks very interresting and promising.

I am far from being specialist but my understanding is that Kase is using :

Kase Easy Entry System (KEES) to open new positions
Kase PO and Kase CD to exit positions
(Kase DevStops to manage risks)

In that perspective KEES would be missing here (and I have no idea if it can be coded and how).

Anyway, all the job acomplished already is great and I will be waiting for KaseCD at first.

Big Thanks !

https://youtu.be/YQLIE63nqis

3 users thanked author for this post.

Bel,

Bard,

GraHal

Toto le Heros

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07/25/2017 at 9:33 AM #41543

GraHal

Wow yeah that looks a more rounded system with all the bells and whistles.

Still doesn’t leap out at me which of the Kase Indicators flags up divergence even when the video points out the divergent bar!? I need to watch again! 🙂

PS got it 2nd time … bar is a lower low, but the lower histo forms a higher low (line up the long red oblique line from the Price Chart to the lower histo) … subtle though isn’t it?

GraHal

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07/29/2017 at 9:24 AM #41931

Kit

Hi Nicolas

It so happens that I have been researching the Kase Statware suite of trading indicators, so read with interest the work you and Bard have been doing on the topic. For your information the following videos might be helpful in understanding the application of the suite:

Kase Statware webinars by partner platforms

for Bloomberg (a good short intro)

https://www.youtube.com/watch?v=RiYMYzG2A2k

for eSignal (Part 2 of a 3 part series)

https://www.youtube.com/watch?v=cd2gK8179u8

for NinjaTrader (the 1st one I watched so found it very informative)

https://www.youtube.com/watch?v=wftW8DAYtVA

Also the CQG platform user manual for Kase Statware (attached) may be useful.

Kit

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07/29/2017 at 8:42 PM #41980

Kit

Hi Nicolas

Looking at your coding for the Kase DevStops I note the differences to the Kase definition for True Range Double (TRD), which is an extension of the principles on which True Range is based. Found in the webinar for NinjaTrader platform:

https://www.youtube.com/watch?v=wftW8DAYtVA

See diagram attached below.

In PRT code:

TRD=max(max(High,High[1]),Close[2])-min(min(Low,Low[1]),Close[2])

The length of the period over which averages and STD are calculated seems to be recommended by Kase at 30 (see page 3.15 of the CQG platform manual attached to my earlier post).

Kit

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Bard

Kit

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07/31/2017 at 1:39 PM #42098

Bard

Hi Kit,

Here’s a good 12 minute YouTube overview for the Kase KEES Entry signal system that looks for shorter term time frames (daily) to be also confirmed with longer term time frames (weekly) thereby giving a confirmed signal as compared to a warning signal when the daily signal may be contrary to the longer term weekly signal.

In essence you would not trade the daily warning signal until a longer term time frame confirmation. As yet I have not come across any coding for this Entry Signal system. I believe the KEES has been updated to KCCSS (Kase Color Coded Support System) as per your CQG manual post above.

https://www.youtube.com/watch?v=083-7w_Rxtw

Best
Bard

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07/31/2017 at 2:20 PM #42101

Nicolas

@Kit

Thanks for the document, it is well explained and clear 🙂 I did not have time already to look at KCD, but its conversion would be challenging I think..

Nicolas

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08/01/2017 at 6:37 PM #42260

Bard

I’ve been looking at the Kase PO on the £/$. Peak Outs (PO) with just this single indicator (as opposed to having the Permissions and Convergence / Divergence indicators as well) are sometimes very good signals, sometimes not… although spotting divergences on the histogram relative to high/lows on the price chart are also a good way to also use this PO indicator.

One thing I can’t figure out is how to use the Easy Assist programming tool to actually signify when a Pink histogram bar has been drawn within the histogram itself. How would you program it, so for example, if you saw a positive pink bar, a short trade could then be entered? The Oscillator 5 either tends to be zero or reverts to some high value when there is a pink bar drawn denoting a Peak Out. Pls see screenshot.

Cheers
Bard

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08/01/2017 at 6:56 PM #42263

Bard

P.s./ I think it looks like you have to set Oscillator 5 to be > zero for a Pink bar Peak Out.

Results: (no optimisation or any other trading criteria added)

£/$, 1 Hour, 30th Dec 2017 to 30th June 2017
87% gain / 23% Drawdown 9but only 21 trades…)

// Definition of code parameters
DEFPARAM CumulateOrders = False // Cumulating positions deactivated

// Conditions to enter long positions
ignored, ignored, ignored, ignored, indicator1 = CALL "Kase Peak Oscillator"
c1 = (indicator1 < 0)

IF c1 THEN
BUY 10 PERPOINT AT MARKET
ENDIF

// Conditions to enter short positions
ignored, ignored, ignored, ignored, indicator2 = CALL "Kase Peak Oscillator"
c2 = (indicator2 > 0)

IF c2 THEN
SELLSHORT 10 PERPOINT AT MARKET
ENDIF

// Definition of code parameters

DEFPARAM CumulateOrders = False // Cumulating positions deactivated

// Conditions to enter long positions

ignored, ignored, ignored, ignored, indicator1 = CALL "Kase Peak Oscillator"

c1 = (indicator1 < 0)

IF c1 THEN

BUY 10 PERPOINT AT MARKET

ENDIF

// Conditions to enter short positions

ignored, ignored, ignored, ignored, indicator2 = CALL "Kase Peak Oscillator"

c2 = (indicator2 > 0)

IF c2 THEN

SELLSHORT 10 PERPOINT AT MARKET

ENDIF

Bard

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08/05/2017 at 2:10 PM #42505

Bard

Hi @Nicolas, Can you define a way to make a system buy and sell straight after a pink bar peak out occurs on the histogram?
I thought (incorrectly) that I had defined it above by using oscillator #5 being > or < than 0 but that doesn’t work.

Cheers
Bard

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08/05/2017 at 7:27 PM #42511

Bard

Ps/ Also, I’m not sure how can Oscillator #1 (Grey Histogram) be deemed to have Crossed Under Osc #3 (Pink Line) in this screenshot for a Long trade to be taken? (It looks more like Osc #1 has crossed over Osc #3)
£/$ DFB Daily, Jan 4th 2009 – Dec 1st 2015 — 3.8 tic spread.

// Definition of code parameters
DEFPARAM CumulateOrders = False // Cumulating positions deactivated

// Conditions to enter long positions
indicator1, ignored, indicator2, ignored, ignored = CALL "Kase Peak Oscillator" 
c1 = (indicator1 CROSSES UNDER indicator2) //Osc 1 Crosses Under Osc 3 Pink line

IF c1  THEN 
BUY 10 PERPOINT AT MARKET
ENDIF

// Conditions to enter short positions
indicator5, ignored, indicator6, ignored, ignored = CALL "Kase Peak Oscillator"
c3 = (indicator5 CROSSES OVER indicator6)

IF c3 THEN 
SELLSHORT 10 PERPOINT AT MARKET
ENDIF

// Definition of code parameters

DEFPARAM CumulateOrders = False // Cumulating positions deactivated

// Conditions to enter long positions

indicator1, ignored, indicator2, ignored, ignored = CALL "Kase Peak Oscillator"

c1 = (indicator1 CROSSES UNDER indicator2) //Osc 1 Crosses Under Osc 3 Pink line

IF c1 THEN

BUY 10 PERPOINT AT MARKET

ENDIF

// Conditions to enter short positions

indicator5, ignored, indicator6, ignored, ignored = CALL "Kase Peak Oscillator"

c3 = (indicator5 CROSSES OVER indicator6)

IF c3 THEN

SELLSHORT 10 PERPOINT AT MARKET

ENDIF

Bard

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06/22/2018 at 7:55 AM #73986

Nicolas

Hi Bard, I copy/paste the message you sent me in your recent library post about Kase KRev Amounts, in order to separate the discussions and keep thing tidy.

Re: Kase Dev Stops,
Hello @nicolas, how are you? If I’m not mistaken the Kase Dev Stops code here on PRC seems to mean that the price never/rarely hits either the warning line or the 3 separate Dev Stops (unless a moving average flip has occurred) and regardless of what moving average values are used to flip the Dev Stops above or below price. I found this code here: https://www.mql5.com/en/code/19926
I wonder if you could take another look at it? I’ve attached two screenshots from a Kase presentation on YouTube: At some points the candlesticks hit the Dev Stops, even closing beyond Dev Stop 3 on a few instances – this is the signal to get out.

An important point about the moving averages that determine whether Kase’s Dev Stops are above or below the price: The moving average crossovers used should be changed to a faster cross if you have entered a position and the 5 and 21 day cross has not reflected the direction of your trade. I.e. change the averages to a 3 and 8 day moving average cross over (or whatever is suitable) so that the Kase Dev Stops are on the correct side (above or below) of your position.
See: Kase Chat – Stops and Kase DevStops (around the 21 min mark) https://www.youtube.com/watch?v=u8pFuM2TNfA

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Bard

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06/22/2018 at 3:09 PM #74099

Bard

Thank Nicolas,

Yes the message to you was in need of separating out from the KRev Amounts indicator post, although the bit about the moving averages crossovers can stay on the indicator post, if you’d like to repost that part? (I did add a comment today mentioning the issue of what moving averages to use to help people, as it took me a while of going through lots of Kase StatWare videos to figure that out).

Also is there any chance you can use this image posted below for the KRev indicator and delete the original uploaded and very cluttered image! (with lots of indicators)? Cheers.

Lastly is the issue about the Kase Dev Stops and the price bars never reaching the Warning Line or the 3 Kase Dev Stops, something you’d like to take a look at or should I post that pasticular comment with example images on the Dev Stop indicator library page and see if anyone else can figure it out?

Many thanks,

Best
Bard

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06/24/2018 at 5:59 PM #74256

Bard

Here is the statistical evidence of the power of the Kase Peak Oscillator and the Kase Convergence / Divergence indicator when combined together, compared to the traditional MACD, Oscillator and RSI indicators.

“The second group (see second screenshot “75% of Turns Predicted”), which pairs the two Kase indicators, shows a marked improvement with an average of 75% of the turns predicted. It is also interesting to see that the performance improves as the size of the turn increases, rising from 74% at Dev1 to 80% for closes beyond Dev3. Comparing the Kase indicators against the best pair of traditional indicators, the RSI and Stochastic, performance improved by 27 points or over 55%.”

http://www.kaseco.com/support/articles/Proof_That_Technical_Analysis_Really_Works.pdf

If there is anyone with the time/skills to program the Kase CD indicator so that is can be used with the Kase Peak Oscillators, that’d be great? They are superior indicators.

Cheers
Bard

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