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 6 years ago by ggolfet.

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02/20/2019 at 9:58 PM #91880

ggolfet

Hi @Bard, thanks for the infos. Convergence and Divergence indicator (KCD) conversion would be surely time consuming…. I find these indicators useful in weekly charts: Matrix Series – Flower indicator; blai5 koncorde (especially caza cachalote and espejo).

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