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[amibroker] Trouble with data for indicies created by Add To Composite function



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Trading Reference Links

The formula in #17601 gives the *realistic* peak/trough value and may 
be used in backtesting without any ref to future prices.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "graeme_oswin" <goswin@xxxx> wrote:
> Dimistris,
> 
> Thanks for the great links and information.  I will look, play and 
> modify as I see fit.
> 
> Am I generally correct to steer clear of using ZIG/PEAK/TROUGH in 
> Backtesting? (because they look into the future as discussed in the 
> Amibroker help etc.)
> 
> However, is it OK to use these commands in Explorations to scan for 
> recent pullbacks from a peak? - given the proviso that any signals 
> would require other confirmations (using other indicators) before 
> acting on any BUY signals.  It seems logical that if the 
exploration 
> returns a chart where you can visually identify the recent peak and 
> pull back - it would seem safe to assume it is a valid 
(local/recent) 
> peak.  Of course you couldn't assume that a trough had formed.
> 
> Regards,
> 
> Graeme OSwin
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" 
<TSOKAKIS@xxxx> 
> wrote:
> > Graeme,
> > See
> > http://finance.groups.yahoo.com/group/amibroker/message/49751, 
> Oct16, 
> > 2003
> > http://finance.groups.yahoo.com/group/amibroker/message/17601, 
> May20, 
> > 2002
> > See also
> > http://www.amibroker.com/members/traders/11-2003.html
> > 
> 
http://www.traders.com/Documentation/FEEDbk_docs/Archive/112003/Abstra
> > cts_new/Raftopoulos/raft.html
> > 
> 
http://www.traders.com/Documentation/FEEDbk_docs/Archive/112003/Trader
> > sTips/TradersTips.html
> > Dimitris Tsokakis
> > --- In amibroker@xxxxxxxxxxxxxxx, "graeme_oswin" <goswin@xxxx> 
> wrote:
> > > Dear all,
> > > 
> > > I am trying to develop a system that, amongst other things, 
buys 
> on 
> > > pull back from a recent peak and following a trough bounce 
within 
> > the 
> > > last couple of days.
> > > 
> > > However,  I am confused about the correct use of the PEAK and 
> > TROUGH 
> > > commands.  I understand they potentially look into the future.
> > > 
> > > Under what circumstance can you reliably use PEAK and TROUGH to 
> > > identify swings?
> > > 
> > > Is there a better (more reliable) way to identify recent peaks 
> and 
> > > trough?
> > > 
> > > Regards,
> > > 
> > > Graeme Oswin



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