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I can't seem to come out with a good reversal amount. I don't want
to optimize because it might be curve-fitting and again it might be
impossible to avoid. Maybe I should fix different reversal amounts
for different market conditions which again might be equivalent to
optimizing/re-optimizing...
rgds, Pal
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> The code that applies zig-zag in a "safe" manner is here:
> http://www.amibroker.com/members/traders/11-2003.html
>
> The technique involves delaying the response of the indicator as
long as reversal amount is reached and last leg of zigzag line
> becomes valid.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Phsst" <phsst@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, November 24, 2003 7:56 PM
> Subject: [amibroker] Re: Peak & Zig Zag
>
>
> > Excuse me... Enter key on Subject Line gets me too often.
> >
> > It is clear that Zig Zag *can* give unrealistic test results
because
> > it looks into the future. This is documented. But there is almost
the
> > caveat *can* included in the caution.
> >
> > But are there any known conditions where test results can be
relied upon.
> >
> > For example if a calculated trendline up to the current bar is
more
> > than a few bars old, and is linear for those past bars, and
correlates
> > (for lack of a better word) with current bar close price, does
this
> > not perhaps mean that an assumption can be safely made that future
> > prices have not yet influenced the current trend?
> >
> > Regards,
> >
> > Phsst
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
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> >
> >
> >
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