- Katılım
- 23 Eki 2020
- Mesajlar
- 1,797
Here's what I think a DEVSTOP is in MetaStock language,described in Kase's "Trading with the Odds", calculates an average range and SD of the range,and then draws 4 lines below the high, at 1 range and 0,1,2, and 3 SD's. "2.2"and "3.6"are corrections for skew of the distribution. |
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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); |
from Mikelu ----- Original Message ----- From: "Lino Alessi" <linoaalessi@xxxxxxxxxxxxxx> To: "C.S." <csaxe@xxxxxxxxxxx> Sent: Sunday, May 13, 2001 11:04 AM Subject: Kase Info > Hi Corey > My name is Lino Alessi and I am a commodity trader. I found your info on > Kase very interesting. I have not read her book. Would you share the MS > code for Kase Devstop so I can try it out. I would share any results with you. > Any further info would be appreciated successful trading! > Lino Re: Kase Info To: "MetaStock List" <metastock@xxxxxxxxxxxxx>, "Lino Alessi" <linoaalessi@xxxxxxxxxxxxxx> Subject: Re: Kase Info From: "C.S." <csaxe@xxxxxxxxxxx> Date: Sun, 13 May 2001 13:19:00 -0700 References: <3AFECC98.B1624D69@xxxxxxxxxxxxxx> Reply-To: metastock@xxxxxxxxxxxxx Sender: owner-metastock@xxxxxxxxxxxxx Hi Lino, Here is what I found for her Kase DevStop: |
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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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