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Is there anyway to do visual historical backtesting
of zig in a way such that the zig code knows nothing at all about future events.
I obviously do not know how AFL works with zig.
When I run a scan on all stocks, n last days, n=1, then it is only
possible for zig to tell me what he knows based on the available historical
data plus the EOD data that I just downloaded after the markets closed
on the very day that I am running the scan. Now later, when I scroll
the screen back, various past dates will be showing on the extreme right side of
the chart, along with various indicator values that were
computed using the historical data stored on my hard
drive. Apparently, these historical zig
angles that I am seeing when I look at day 100 of the year are not
the same zig angles that would have been computed on day 100 of the
year if a scan had been run on day 100 of the year. Why not?
Isn't AFL looking at only the data that was available up to and including
day 100 of the year. In other words, if I scroll back to day 1
of the year, and then scroll foreword one day at time, why is this not
the very same accumulation of data that was stored on my hard drive when I
downloaded the EOD data when I got home from work on day 100. Why
does zig want to cheat and look at the the data from day 100+ as
I scroll foreword from day 1 of the year. If zig is cheating under these
conditions, then what is to stop EMA and RSI from also
cheating. What you now appear to be a implying about zig
reminds me of how I felt when I was informed that Santa Clause does
not exist. I have never forgiven my older brother for that
revelation. My nontech mind can't fathom why zig would tell a
different story when told to go back and look at the exact same data a second
time. All revelations in layman's language will be
appreciated. Ron D
----- Original Message -----
From: <A
title=TSOKAKIS@xxxxxxxxx href="">DIMITRIS TSOKAKIS
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, August 05, 2003 5:33 AM
Subject: [amibroker] Re: Revised MACDxPriceOSC (With Zig
Filter)
Michael,In your Buy/Sell conditions you use UTrend and
DTrend.This fact makes your rules unrealistic.UTrend and DTrend are zig
related conditions and their truth is known some bars after the historical
occurrence you see in the past bars.Dimitris Tsokakis--- In <A
href="">amibroker@xxxxxxxxxxxxxxx,
"Michael.S.G." <OzFalcon@x...>
wrote:> Working with Dennis's AFL previously posted using MACD x
PriceOSC, is a revision that also checks for current trend via zigzag
funtion. Zig is Adjustable Via Parameters Dialog (CTRL-R). And Signals
likewise change while being Adjusted.Feedback to the status of Zig is
also given by Coloring of the barstyle chart.//MACD POSC cross, By
Dennis aka <A
href="">theoldchartreader@xxxxxxxxx//With
Zig Confirmaion Filter by <A
href="">OzFalcon@xxxxxxxx <MSG>.AdjZ =
Param("Zig",10,0,15.0,.1);ZAC = Zig( Close, AdjZ );UTrend = ZAC >
Ref(ZAC, -1);DTrend = ZAC < Ref(ZAC, -1);t1 = OscP( 3, 6
);Cond1a= Cross (t1,MACD());Cond1b= MACD()>-1 AND
MACD()<0;Cond1= Cond1a AND Cond1b;Cond2 =
MACD()>Signal()-.5;Buy = Cond1 AND Cond2 AND UTrend;Sell=Cross(0,t1)
AND DTrend;Color = IIf(O > C, colorBlack, colorRed);Plot( Close,
"Price", color, styleCandle );PlotForeign( GetBaseIndex(), GetBaseIndex(),
colorLightGrey ); PlotShapes( shapeDownArrow * Sell, colorRed
);PlotShapes( shapeUpArrow * Buy, colorGreen );ZColor = IIf(UTrend,
colorAqua, colorYellow);Plot( ZAC, "Zig", ZColor, 3);///
Iterpretation"Look at weekly chart first,if it is bullish,";"then look
at daily chart for a entry point";"Use CTRL-R To adjust Zig
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