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Hi joe,
Normally you always have to wait for the end
of the day.
Von: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] Im Auftrag von Joe Landry
Gesendet: Donnerstag, 01.
September 2005 22:32
An: amibroker@xxxxxxxxxxxxxxx
Betreff: Re: [amibroker] Zig-zag
based on High and low possible ?
Thomas - thanks for replying. Could
one use it to signal a pivot point on
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.
----- 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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Please note that this group is for discussion
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To get support from AmiBroker please send an
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For other support material please check also:
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