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Hello,
I would like to AFL's Peak function with a 3% change parameter to
determine the last peak. Since Peak depends on Zig, when is it safe
(i.e. not looking into the future) to use Peak ? I.e. when would it
be ok to use Peak function in a backtest ?
Is the answer = it is safe to use Peak(C, 3, 1) if we are sure that
at least a 3% change (up or down) has occured in the price since the
peak ?
Thanks,
HB
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