Kase Strategies

[audiotrader 10]

Hi all,

 

has anyone ever done tests with the approach suggested by C. Kase?

 

I spend the last two years simulating many systems (e.g. Ross, Elder, or more combinations of classical statistical indicators) and the Kase seems now to give the most encouraging results.

I have recently done some "real" trading with good rewards.

 

It seems that her strategies are neither so broadly used nor so discussed in the forums. Then, my curiosity to know, if there is anyone else who uses her ideas.

 

Ciao

 

Audiotrader

[MadMarketScientist 11]

Something I noticed months back with a new release of Tradestation was the ability to chart Kase bars. I did look at them but felt it wasn't something I fully followed at the time to implement.

 

Instead, I just enjoyed their renko and range bars they made available but certainly plan to at some point get my arms around this option as well.

 

MMS

[zupcon 10]

Cynthia Kase is one of the few technical analysts that I have any respect for (she's probably the only analyst I respect). I highly reccommend her material.

[MadMarketScientist 11]

Thanks. I'll put it on the action list for sure.

 

MMS

[BlowFish 10]

Hi all,

 

has anyone ever done tests with the approach suggested by C. Kase?

 

Snip

 

Audiotrader

 

Which approach exactly? Are you talking about something from her book "Trading with the Odds"?

[max8ion 10]

Well, yeah that is a good question;)

[Moyyim 10]

Something I noticed months back with a new release of Tradestation was the ability to chart Kase bars.

 

The "problem" I found looking at Kase bars on Tradestation was that the open/high/low/close did not match the actual market price at the time...

 

Now. I acknowledge this may be how they are supposed to calculate/display prices on the setting I tried ?( I didn't investigate further) (like some Heiken Ashi candles don't display the "real open price" etc as they are averages ?)....... but if looking back for testing purposes to see price at open (close,high,low,) of bars it was pointless for me as the real market entry level etc would be different to that displayed by the bar

 

Eg

One old example I filmed on my desktop showed:

Using a setting of:

Kase Bar 1, 1min

 

when the next bar opened at 1087.75 bid / 1088.00 offered (as per 2 x DOM's)

the Kase bar immediately showed: open at 1088.25, High 1088.50 eventhough it never traded above 1088.00

 

 

Cheers

[snowbird 10]

Try using "tics" as the interval instead of 1 minute

[max8ion 10]

Try using "tics" as the interval instead of 1 minute

 

That could actually work, I think