[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] How does ZigZag and Peak/Trough work ?



PureBytes Links

Trading Reference Links

Hi Jaco,

> I remember a while ago you said that using the Zig Zag function in Automatic
> Analysis, would give you wrong results. What I want to know is - during the
> testing process does the system test the indicators in a sequential historic
> format ie: Tested up to the indicator date (Buy/Sell) without influence from
> following quotes, which could change the indicator?

Yes, *backtester* analyses signals UPTO current date without the influence
from the future signals.

... but some FUNCTIONS (namely: Zig zag, Peak, Trough, Ref with POSITIVE offsets only)
reference future quotes. Therefore they should be used with care.

Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com


> > Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/