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Kaleidoscope - CCT
LinRegSlope(C,13)+100 * ( Mov( Mov( ROC(C,1,$),34,E),21,E) /
Mov( Mov( Abs( ROC(C,1,$)),34,E),21,E))+100 *
( Mov( Mov(C -
(.5 * ( HHV(H,13) + LLV(L,13))),21,E),3,E) /
(.5*Mov( Mov(
HHV(H,13) - LLV(L,13),21,E),3,E)))
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Kase DevStop I
AVTR:=Mov(HHV(H,2) - LLV(L,2),20, S);
SD:=Stdev(HHV(H,2) -
LLV(L,2),20);
HHV(H-AVTR-3.6*SD, 20);
HHV(H-AVTR-2.2*SD,20);
HHV(H-AVTR-SD,20);
HHV(H-AVTR,20);
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Kase DevStop
II
{Cynthia Kase}
Per1:=Input("Max Length",2,100,30);
RWH:=(H-Ref(L,-Per1))/(ATR(Per1)*Sqrt(Per1));
RWL:=(Ref(H,-Per1)-L)/(ATR(Per1)*Sqrt(Per1));
Pk:=Mov((RWH-RWL),3,W);
AVTR:=Mov(HHV(H,2)
- LLV(L,2),20, S);
SD:=Stdev(HHV(H,2) - LLV(L,2),20);
Val4:=If(Pk>0,HHV(H-AVTR-3*SD,20),LLV(L+AVTR+3*SD,20));
Val3:=If(Pk>0,HHV(H-AVTR-2*SD,20),LLV(L+AVTR+2*SD,20));
Val2:=If(Pk>0,HHV(H-AVTR-SD,20),LLV(L+AVTR+SD,20));
Val1:=If(Pk>0,HHV(H-AVTR,20),LLV(L+AVTR,20));
Val4;
Val3;
Val2;
Val1;
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Kase CD
Per1:=Input("max length",1,100,8);
RWH:=(H-Ref(L,-Per1))/(ATR(Per1)*Sqrt(Per1));
RWL:=(Ref(H,-Per1)-L)/(ATR(Per1)*Sqrt(Per1));
Pk:=Mov(Mov((RWH-RWL),3,W),3,S);
KCD:=PK-Mov(PK,8,S);
MN:=Mov(KCD,Per1,S);
SD:=Stdev(KCD,Per1);
Val1:=If(MN+(1.33*SD)>2.08,MN+(1.33*SD),2.08);
Val2:=If(MN-(1.33*SD)<-1.92,MN-(1.33*SD),-1.92);
LN:=If(Ref(KCD,-1)>=0 AND KCD>0,Val1,If(Ref(KCD,-1)<=0 AND
KCD<0,Val2,0));
Red:=If(Ref(KCD,-1)>KCD,KCD,0);
Green:=If(KCD>Ref(KCD,-1),KCD,0);
Red;Green;LN;
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Kase
Indicator
N1:= 10;
KSDIUP:= If(ATR(N1)>0,
(Ref(H,-N1)/L)/(Mov(V,N1,S)*Sqrt(N1)),
Ref((Ref(H,-N1)/L)/(Mov(V,N1,S)*Sqrt(N1)),-1));
KSDIDN:=
If(ATR(N1)>0,
(H/Ref(L,-N1))/(Mov(V,N1,S)*Sqrt(N1)),
Ref((H/Ref(L,-N1))/(Mov(V,N1,S)*Sqrt(N1)),-1));
Plot:=
If(KSDIUP>KSDIDN, LOW,
If(KSDIUP<KSDIDN, HIGH,
(HIGH+LOW)/2));
Plot;
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Kase
Oscillator
Per1:=Input("Length",5,100,30);
Kup:=If(Mov(ATR(1),Per1,S)>0,((Ref(H,-Per1)/L))/((Mov(V,Per1,S)*Sqrt
(Per1))),PREV);
Kdn:=If(Mov(ATR(1),Per1,S)>0,((H/Ref(L,-Per1)))/((Mov(V,Per1,S)*Sqrt
(Per1))),PREV);
A:=(Kdn-Kup)*10000;
A;
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Kase Peak
Oscillator
Per1:=Input("max length",10,100,30);
RWH:=(H-Ref(L,-Per1))/(ATR(Per1)*Sqrt(Per1));
RWL:=(Ref(H,-Per1)-L)/(ATR(Per1)*Sqrt(Per1));
Pk:=Mov((RWH-RWL),3,W);
MN:=Mov(Pk,Per1,S);
SD:=Stdev(Pk,Per1);
Val1:=If(MN+(1.33*SD)>2.08,MN+(1.33*SD),2.08);
Val2:=If(MN-(1.33*SD)<-1.92,MN-(1.33*SD),-1.92);
LN:=If(Ref(Pk,-1)>=0 AND Pk>0,Val1,If(Ref(Pk,-1)<=0 AND
Pk<0,Val2,0));
Red:=If(Ref(Pk,-1)>Pk,Pk,0);
Green:=If(Pk>Ref(Pk,-1),Pk,0);
Red;
Green;
LN;
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Kase
Stochastic Weekly
Per1:=Input("length of stoch",1,100,14);
Per2:=Input("length
of MA K",1,10,3);
Per3:=Input("length of MA D",1,10,3);
SH:=Max(Ref(H,-5),H);
SL:=Min(Ref(L,-5),L);
K:=(C-LLV(SL,Per1)/HHV(SH,Per1)-LLV(SL,Per1))*10;
SK:=Mov(K,Per2,E);
D:=Mov(SK,Per3,E);
SK;
D;
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Kaufman's Adaptive Moving Average I
Periods := Input("Time Periods",1,1000, 10);
Direction :=
CLOSE - Ref(CLOSE,-periods);
Volatility :=
Sum(Abs(ROC(CLOSE,1,$)),periods);
ER :=
Abs(Direction/Volatility);
FastSC := 2/(2 + 1);
SlowSC :=
2/(30 + 1);
SSC := ER * (FastSC - SlowSC) + SlowSC;
Constant := Pwr(SSC,2);
AMA := If(Cum(1) = periods +1,
ref(Close,-1)+ constant * (CLOSE- ref(Close,-1)),Prev + constant
* (CLOSE - PREV));
AMA
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Kaufman's
Adaptive Moving Average Binary Wave
Periods := Input("Time Periods",1,1000, 10);
Direction :=
CLOSE - Ref(Close,-periods);
Volatility :=
Sum(Abs(ROC(CLOSE,1,$)),periods);
ER :=
Abs(Direction/Volatility);
FastSC := 2/(2 + 1);
SlowSC :=
2/(30 + 1);
SSC := ER * (FastSC - SlowSC) + SlowSC;
Constant := Pwr(SSC,2);
AMA := If(Cum(1) = periods +1,
ref(Close,-1)+ constant * (CLOSE- ref(Close,-1)),Prev + constant
* (CLOSE - PREV));
FilterPercent := Input("Filter
Percentage",0,100,15)/100;
Filter := FilterPercent * Std(AMA
- Ref(AMA,-1),Periods);
AMALow := If(AMA <
Ref(AMA,-1),AMA,PREV);
AMAHigh := If(AMA >
Ref(AMA,-1),AMA,PREV);
If(AMA - AMALow > Filter, 1 {Buy
Signal},If(AMAHigh - AMA > Filter, -1 {Sell Signal}, 0
{No_Signal}))
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Kaufman's
Adaptive Moving Average II
{ Kaufman AMA indicator }
PriceSeries:=Input("Prices series -
0:O|1:H|2:L|3:C",0,3,3);
Periods:=Input("Periods",1,32767,10);
FEndF:=Input("Fast end
factor",0,1,0.666);
SEndF:=Input("Slow end
factor",0,1,0.0645);
Pr:=If(PriceSeries=0,OPEN,If(PriceSeries=1,HIGH,If(PriceSeries=2,LOW,CLOSE)));
Signal:=Abs(Pr-Ref(Pr,-Periods));
Dnoise:=Abs(Pr-Ref(Pr,-1));
Noise:=Sum(Dnoise,Periods);
EffRatio:=If(Noise>0.,Signal/Noise,0.);
FERatio:=FEndF*EffRatio+SEndF*(1-EffRatio);
SmoothF:=Power(FERatio,2);
PKAMA:=Pr*SmoothF+(1-SmoothF)*PREV;
PKAMA;
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Kaufman's
Effectivity - 2 in 1
Okres:=Input("Okres",3,100,15);
Speed:=Abs(CLOSE-Ref(CLOSE,-okres));
Volat:=Sum((Abs(CLOSE-Ref(CLOSE,-1))),okres);
Speed/volat
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Kaufman's Effectivity Mode
Abs((C-Ref(C,-10))) /
((Abs(C-Ref(C,-1))) + (Abs(Ref(C,-1)-Ref(C,-2)) +
Abs(Ref(C,-2)-Ref(C,-3)) + Abs(Ref(C,-3)-Ref(C,-4)) +
Abs(Ref(C,-4)-Ref(C,-5)) + Abs(Ref(C,-5)-Ref(C,-6)) +
Abs(Ref(C,-6)-Ref(C,-7)) + Abs(Ref(C,-7)-Ref(C,-8)) +
Abs(Ref(C,-8)-Ref(C,-9)) + Abs(Ref(C,-9)-Ref(C,-10))))
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Kaufman's
Moving Average
Day:=Cum(1)+1;
Z:=Input("Periods",2,1000,5);
MV:=(1/Z);
If(Day<(Z+2),C,If(day=(Z+2),Mov(C,LastValue(Z),S),PREV+(MV*(C-PREV))))
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Keltner Bands - ATR
Pds1:= Input("EMA Periods?",1,100,20);
Pds2:= Input("ATR
Periods?",1,100,10);
Mult:= Input("ATR Multiple?",1,10,2.5);
EMA:= Mov(C, Pds1, E);
Diff:= ATR(Pds2) * Mult;
UBand:=
EMA + Diff;
LBand:= EMA - Diff;
Ema;
UBand;
LBand;
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Kendall Indicator
periods1:=Input("Periods of ROC",2,50,12);
periods2:=Input("Smoothing Period",1,50,1);
Input("horizontal
line 1",-50,50,5);
Input("horizontal line 2",-50,50,-5);
Mov(ROC(C,periods1,%),periods2,S);
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KST
Daily - Simple Moving Average
(Mov(Roc(C,10,%),10,S)*1) + (Mov(Roc(C,15,%),10,S)*2) +
(Mov(Roc(C,20,%),10,S)*3) + (Mov(Roc(C,30,%),15,S)*4)
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KST Long-Term
Monthly - Simple Moving Average
( (Mov(Roc(C,9,%),6,S)*1) + (Mov(Roc(C,12,%),6,S)*2) +
(Mov(Roc(C,18,%),6,S)*3) + (Mov(Roc(C,24,%),9,S)*4) ) / 4
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KST
Intermediate - Simple Moving Average
(Mov(Roc(C,10,%),10,S)*1) +
(Mov(Roc(C,13,%),13,S)*2) +
(Mov(Roc(C,15,%),15,S)*3) +
(Mov(Roc(C,20,%),20,S)*4)
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KST
Intermediate - Exponential Moving Average
(Mov(Roc(C,10,%),10,E)*1) + (Mov(Roc(C,13,%),13,E)*2) +
(Mov(Roc(C,15,%),15,E)*3) + (Mov(Roc(C,20,%),20,E)*4)
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KST Long-Term
- Exponential Moving Average
(Mov(Roc(C,39,%),26,E)*1) +
(Mov(Roc(C,52,%),26,E)*2) +
(Mov(Roc(C,78,%),26,E)*3) +
(Mov(Roc(C,109,%),39,E)*4)
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KST
Short-Term - Weekly Exponential Moving Average
(Mov(Roc(C,3,%),3, E)*1) + (Mov(Roc(C,4,%),4,
E)*2) +
(Mov(Roc(C,6,%),6, E)*3) + (Mov(Roc(C,10,%),8, E)*4)
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KST SST
((Mov(Roc(C,10,%),10,S)*1) + (Mov(Roc(C,15,%),10,S)*2) +
(Mov(Roc(C,20,%),10,S)*3) + (Mov(Roc(C,30,%),15,S)*4))/10
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KST SMT
((Mov(Roc(C,50,%),50,S)*1) +
(Mov(Roc(C,65,%),65,S)*2) +
(Mov(Roc(C,75,%),75,S)*3) +
(Mov(Roc(C,100,%),100,S)*4))/10
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