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Hello,
It was discussed in hudreds of posts on this
list.
If you have mailing list archive from <A
href="">http://www.amibroker.com/listarchive.html
you could easily get 500+ hits for 'zig'
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
mrdavis9
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibrokeryahoogroups
Cc: <A title=framebyframe@xxxxxxxxxxx
href="">jeff davis ; <A
title=dcogburn@xxxxxxxxxxxx href="">dave
cogburn
Sent: Wednesday, August 06, 2003 1:29
AM
Subject: [amibroker] Zig is
decieving?
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
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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