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Re: [amibroker] Looking for Zig Zag code, prefer AFL code.



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Hello,

It does work but you have to adjust "reversal" variable to fit security you are trading.
Current value of 0.2  represents 20% threshold level and may be too high for certain securities.


Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "tintin92" <tintin922002@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, December 23, 2004 11:33 AM
Subject: Re: [amibroker] Looking for Zig Zag code, prefer AFL code.


> 
> 
> I tested it.
> Dont work.
> Look like a Plot(Low)
> 
> Tintin92
> 
> 
> ----- Original Message ----- 
> From: Anthony Faragasso
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Thursday, December 23, 2004 4:14 AM
> Subject: Re: [amibroker] Looking for Zig Zag code, prefer AFL code.
> 
> 
> EnableScript("jscript");
> 
> <%
> Reversal = 0.2; // <---- YOU SHOULD CHANGE THIS !!!!!
> function FillLine( startbar, startval, endbar, endval )
> {
> for( j = startbar; j <= endbar; j++ )
> {
> ZigArray[ j ] = startval + ( j - startbar) * (endval-startval)/( endbar -
> startbar );
> }
> }
> 
> High = VBArray( AFL("High") ).toArray();
> Low = VBArray( AFL("Low" ) ).toArray();
> ZigArray = Low;
> Maximum = High[ 0 ];
> Minimum = Low[ 0 ];
> MinBar = 0;
> MaxBar = 0;
> startbar = 0;
> if( High[ 1 ] > High[ 0 ] )
> {
> dir = 1;
> Extremum = Low[ 0 ];
> }
> else
> {
> dir = -1;
> Extremum = High[ 0 ];
> }
> ExBar = 0;
> for( i = 1; i < High.length; i++ )
> {
> if( High[ i ] > Maximum )
> {
> Maximum = High[ i ];
> MaxBar = i;
> }
> if( Low[ i ] < Minimum )
> {
> Minimum = Low[ i ];
> MinBar = i;
> }
> if( dir == 1 && ( Minimum < (1- Reversal ) * Maximum ) )
> {
> FillLine( ExBar, Extremum, MaxBar, Maximum );
> Extremum = Maximum;
> ExBar = MaxBar;
> Maximum = Minimum;
> MaxBar = MinBar;
> dir = -1;
> }
> if( dir == -1 && ( Maximum > (1+ Reversal ) * Minimum ) )
> {
> FillLine( ExBar, Extremum, MinBar, Minimum );
> Extremum = Minimum;
> ExBar = MinBar;
> Minimum = Maximum;
> MinBar = MaxBar;
> dir = 1;
> }
> 
> }
> AFL("graph0") = ZigArray;
> %>
> Graph1 = Close;
> Graph1Style = 64;
> ----- Original Message ----- 
> From: tintin92
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Wednesday, December 22, 2004 6:58 AM
> Subject: Re: [amibroker] Looking for Zig Zag code, prefer AFL code.
> 
> 
> Hi Graham,
> 
> 
>>
>> Don't get me wrong, but the help screens are always a good place to start
>> SYNTAX  zig(ARRAY, change )
>> RETURNS ARRAY
>> FUNCTION  Calculates the minimum % change Zig Zag indicator. Caveat: this
>> function is based on Zig-Zag indicator and may look into the future - this
>> means that you can get unrealistic results when back testing trading
> system
>> using this indicator. This function is provided rather for pattern and
> trend
>> recognition formulas.
>> EXAMPLE zig(close,5)
>>
> 
> 
> OK, I find what you talk about in the AB help file.
> 
> But, what I am looking for is full AFL code, not the ready to use indicator.
> In other words, I am looking for the full AFL code of the zig indicator.
> 
> Cheers.
> 
> Tintin92
> 
> 
>> Cheers,
>> Graham
>> http://e-wire.net.au/~eb_kavan/
>>
> 
> 
> 
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> 
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> 
> 
> 
> 
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