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Reading the description of Peak in the user's manual it says:
"Gives the value of ARRAY n-th peak(s) ago. This uses the Zig Zag function
(see Zig Zag) to determine the peaks...Caveat: this function....may look
into the future."
Thus it still looks into the future because all data comes from the Zig
function.
--
Terry
From: "dbirru" <dbjunk@xxxxxxxxxxxxx>
Reply-To: amibroker@xxxxxxxxxxxxxxx
Date: Wed, 27 Oct 2004 01:59:19 -0000
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: on peak/zig functions
Ok. I understand about the zig function.
I am asking specifically about the peak function.
What you described below should affect only peak(C,10,1), that is
the most recent peak. The last argument refers to the peak number
relative to the current bar. The peak prior to the most recent peak
has already been established by the time the most recent peak,
(C,10,1), is being established.
Is this wrong? If Not can someone give un example?
Thanks.
--- In amibroker@xxxxxxxxxxxxxxx, Terry <MagicTH@xxxx> wrote:
> 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@xxxx>
> 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?
>
>
>
>
>
>
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
>
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