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Another important issue : Zig, Peak, Trough and their derivatives
need positive arrays for reliable results.
See
http://www.amibroker.com/guide/afl/afl_view.php?id=111
comment.
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> 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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