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The last number in the Zig function is the percent change. The higher the
number, the farther into the future it looks. It waits until the price moves
the percent change, then marks the low point (back in time) at which is
pivoted. You can never know this point before the price moves. Your backtest
will look fantastic because you are always picking great tops and bottoms 1
to several days AFTER they happen. Let me know if you have a broker that
will give you yesterdayıs open price ;-)
--
Terry
From: "dbirru" <dbjunk@xxxxxxxxxxxxx>
Reply-To: amibroker@xxxxxxxxxxxxxxx
Date: Tue, 26 Oct 2004 02:01:48 -0000
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] on peak/zig functions
I am tryig to understand how some functions, like, the peak(..),
zig() functions work in AB for backtesting.
I understand that these functions can refer to future values if used
in backtesting. My understanding is that
peak(C,20,1) can refer to future values. But
peak(C,20,2) will not. All of those that refer to prior values (the
last arguement)greater than 1 will not refer to future values since
they don't depend on futue values.
Is this understanding correct? If not, can someone give me an
example where peak(C,20,2) also refers to future values?
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