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You will find that peak and trough do not register the last leg of the
movement that has not made a new change point.
I use it successfully
Cheers,
Graham
http://groups.msn.com/ASXShareTrading
http://groups.msn.com/FMSAustralia
-----Original Message-----
From: hmab1 [mailto:hossamb@xxxxxxxxxxxx]
Sent: Thursday, 5 June 2003 2:09 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Safe to use Peak in backtesting ?
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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