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Thomas - thanks for replying. Could one use it to
signal a pivot point on
a day by day basis?
Guess I should try it and see, before and after a
daily update. That's what
I'm looking for pattern recognition; or if it
could be modded to determine
price patterns based on Barsvisible rather than
Barcount.
Regards
JOE
----- Original Message -----
Sent: Thursday, September 01, 2005 11:07
AM
Subject: AW: [amibroker] Zig-zag based on
High and low possible ?
Hi,
Of course the zig indicator looks into the
future.
In my opinion it is useful for determining waves, etc.. but never
for
backtest !
Regards
Thomas
www.tradingbasis.com
-----Ursprüngliche
Nachricht-----
Von: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] Im Auftrag
von Joe Landry
Gesendet:
Donnerstag, 01. September 2005 17:53
An:
amibroker@xxxxxxxxxxxxxxx
Betreff: Re: [amibroker] Zig-zag based on High
and low possible ?
I'm drawn to these routines that use ZIG that are so
prescient and 'look
into the future" -
but weary that they will not
work in EOD trading. That is because the turns
are called after
the fact
when the functions used by the routines can 'look into the
future".
In fact I have a routine called an "ideal signal" written by
a gentlemen
on the US West coast that is perfect.
It calls every turn
on an ETF or Index curve correctly but it's not a real
signal since it
uses ZIG. I can use it
after the fact to demonstrate what a real signal
would have done. .
I too have this routine by Stephane and
it looks great but can it be used to
detect pivots at end of day? Won't
I
get unrealistic results?
I'm looking for comments and wondering if
my concern justified? See
Tomasz's comment below where he talks
about
unrealistic results when you back
test.
JOE
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)
----- Original Message -----
From: "ronbo"
<ronbo@xxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent:
Thursday, September 01, 2005 10:33 AM
Subject: RE: [amibroker] Zig-zag
based on High and low possible ?
> i'll suggest this one--more a
pivot indicator, but it may work for what
> you
> want..
this one by Stephane:
>
> HP = HHVBars( High, 10 ) == 0;
>
LP = LLVBars( Low, 10 ) == 0;
> endi = -1;
> starti = -1;
>
dir = 0;
> Title= "Pivot, "+Name()+" "+Date();
> for ( i =0
;i<BarCount ; i++)
> {
> VH[i]=Hp[i];
>
VL[i]=Lp[i];
> }
> for( i = BarCount-1; i >= 0; i-- )
>
{
> if( dir == 1 && VL[i] )
> {
> //
FillLine(ZigHilo,i, Low, endi, endval);
> for( j = i; j <=
endi; j++ )
> {
> HiLo[ j ] = Low[i] + ( j - i)
* (endval-Low
> [i])/( endi -i );
> }
> endi =
i;
> endval = Low[ i ];
> dir = -1;
> }
> else if( dir
== -1 && VH[i]/*HiV[ i ]*/ )
> {
> //
FillLine(ZigHilo,i, High, endi, endval );
> for( j = i; j <=
endi; j++ )
> {
> HiLo[ j ] = High[i] + ( j - i)
* (endval-High
> [i])/( endi -i );
> }
>
endi = i;
> endval= High[ i ];
> dir =
1;
> }
> else if( dir == 0 && endi == -1
&& VL[i] )
> {
> endi =
i;
> endval = Low[ i ];
> dir
= -1;
> }
> else if( dir == 0 &&
endi == -1 && VH[i])
>
{
> endi = i;
>
endval = High[ i ];
> dir =
1;
> }
> }
> for(i=0;
i<BarCount;i++)
> {
> if(HiLo[i]<=0)
> HiLo[i]=
Null;
> }
> Plot(Hilo,"",2,1);
> Plot(C,"",1,64);
>
GraphXSpace=2;
>
>
>
>
> -----Original
Message-----
> From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx]On
> Behalf
> Of Thomas
Z
> Sent: Thursday, September 01, 2005 2:23 AM
> To:
amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Zig-zag based on High
and low possible ?
>
>
> Hello,
>
> By default
the zig chart can only be used by o,h,l or close.
> But I want to have
it based on Low at a down swing and high on up swing.
> So it should
change between low and high automatically.
> Is there any trick here
?
>
> Graph0 = Zig(Close,5);
>
>
Regards
>
> Thomas
>
www.tradingbasis.com
>
>
>
>
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