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um, unless I'm reading this wrong, it's pretty clear, as I thought: Zig
"cheats", in a way, so it can't ever be used in trading systems and won't
backtest realistically. am I missing something?
part of me feels like I must be, or these functions wouldn't be very useful
in real life. jayson's post made it clearer to me how it responds, but for
backtesting, there doesn't seem to be any way to keep it from knowing what
it already knows about bars that haven't happened yet. or maybe I'm missing
another something.
back to my original question about detecting reversals. I want to find
places where an indicator has dropped at least a specified amount from its
high since the last switch, or risen that amount from its low since the last
switch. the key thing here is finding the high since the last rise off a
low, and the low since the last drop from a high.
is Zig or one of its relatives the best or only way to do this, short of
stepping through the indicator array a bar at a time?
Dave Merrill
> Definitive answer on Zig is included in the User's Guide, AFL reference:
> http://www.amibroker.com/guide/afl/afl_view.php?name=ZIG
>
> Caveat: this function is based on Zig-Zag indicator and may look
> into the future - this means that you can get **unrealistic
> results** when back testing trading system using this indicator.
> This function is provided rather for pattern and trend recognition
> formulas
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
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