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Hi,
Yes, I already warned you on this mailing list that Zig() function (Zigzag) and
all others derived from it (Peak(), Through()) should not
be used for designed trading system, because the results
obtained can not be reproduced in reality.
Zig() function (and Peak() Trough() functions) use future quotes
to determine the trend. They are provided for pattern recognition rather
than trading systems.
Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com
----- Original Message -----
From: <d-erland@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, March 11, 2001 2:06 PM
Subject: [amibroker] 889427747% profit on ADBE 1986-2001
> The following AFL actually yields 889427747% percent profit when
> backtesting on ADBE from 1986-2001.
>
> //------------------------ code start ----------------------
> /* Dags Peaker v1.2
>
> v1.1: Changed peak val arg to 6 (from 10)
> v1.0: Initial version
> */
>
> pv = peak(close, 6);
>
> buy = cross(close, pv + pv/500);
> sell = cross( pv + pv/1000, close);
>
> graph0 = pv;
> graph1 = close;
> //-------------------------- code end --------------------
>
> >From what I've gathered, the peak(..) function uses data in the
> future to generate answers.. That means the peak(..) (and ZigZag??)
> function is useless to generate realistic buy/sell signals...
>
> Can you confirm this Tomasz??
>
> Feel free to copy and paste the afl into the auto-analysis trading
> rules definition...
>
> Best regards,
> Dag Erlandsen
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
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