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Hi
Here is the updated code as promised. It corrects several things that I believe were errors in the original. All comments welcomed.
Brian
PS It hasn't copied across too well from Amibroker, so editing line
returns might be required!
// Zig Zag Code
P = Param("Percent",3,1,5,0.01);
WavePcnt = (1+0.01*P);
Start_Bar_HL = 0;
End_Bar_HL = 0;
Start_Val_HL = Avg[0];
End_Val_HL = Start_Val_HL;
Oldbar = Start_Bar_HL;
Oldval = Start_Val_HL;
ZigArray_HL = Null;
HiFlag = 0;
LoFlag = 0;
interp = 0;
Hs_cnd = Ref(H,-1) <= H AND H >= Ref(H,1);
Ls_cnd = Ref(L,-1) >= L AND L <= Ref(L,1);
// Hs_Swing = Hs_cnd AND !Ls_cnd;
// Ls_Swing = !Hs_cnd AND Ls_cnd;
//-------------------------------------------------------------------
// This bit checks whether candidate Hi and Low occur on the same bar
// The Hi is allowed if the short term MA is rising & vice versa
// Remove and re-instate the previous 2 statements if not required
for (k=0;k<BarCount;k++)
{
m = MA(C,5);
if (Hs_cnd[k] AND Ls_cnd[k])
{
if(m[k] > m[k-1]) Ls_cnd[k] = 0;
else Hs_cnd[k] = 0;
}
}
Hs_Swing = Hs_cnd;
Ls_swing = Ls_cnd;
//-------------------------------------------------------------------
for (i=0; i < BarCount; i++)
{
if(Hs_Swing[i])
{
interp = 0;
End_Bar_HL = i;
End_Val_HL = H[i];
// First potential swing is a high or this is a valid swing above the previous low
if((!Loflag AND !Hiflag) OR (Loflag AND H[i] >= Start_Val_HL*WavePcnt))
interp =1;
if (Hiflag AND H[i] > Start_Val_HL)
// We already have a Hi but this is higher, so revert to previous start conditions
{
interp =1;
Start_Bar_HL = Oldbar;
Start_Val_HL = Oldval;
}
// Now calculate Zig Array and initialise for next calc
if(interp ==1)
{
for (j = Start_Bar_HL; j<End_Bar_HL;j++)
{
Zigarray_HL[j] = Start_Val_HL + (j-Start_Bar_HL)
*(End_Val_HL - Start_Val_HL)/(End_Bar_HL - Start_Bar_HL);
}
Hiflag = 1;
Loflag = 0;
Oldbar = Start_Bar_HL;
Oldval = Start_Val_HL;
Start_Bar_HL = End_Bar_HL;
Start_Val_HL = End_Val_HL;
}
}
if(Ls_Swing[i])
{
interp = 0;
End_Bar_HL = i;
End_Val_HL = L[i];
// First potential swing is a low or this is a valid swing below the previous high
if((!Loflag AND !Hiflag) OR (Hiflag AND L[i] <= Start_Val_HL/WavePcnt))
interp = 1;
if (Loflag AND L[i] < Start_Val_HL)
// We already have a Lo but this is lower, so revert to previous start conditions
{
interp = 1;
Start_Bar_HL = Oldbar;
Start_Val_HL = Oldval;
}
// Now calculate Zig Array and initialise for next calc
if (interp ==1)
{
for (j = Start_Bar_HL; j<End_Bar_HL;j++)
{
Zigarray_HL[j] = Start_Val_HL + (j-Start_Bar_HL)
*(End_Val_HL - Start_Val_HL)/(End_Bar_HL - Start_Bar_HL);
}
Hiflag = 0;
Loflag = 1;
Oldbar = Start_Bar_HL;
Oldval = Start_Val_HL;
Start_Bar_HL = End_Bar_HL;
Start_Val_HL = End_Val_HL;
}
}
}
Z = ZigArray_HL;
Plot(C,"Close",1,128);
Plot(Z,"ZigZagHL",4,1);
--- In amibroker@xxxxxxxxxxxxxxx, "brianw468" <wild21@xxx> wrote:
>
> Hi
> I am interested in this function also, but on inspection found a few things that I believe are errors. When I applied it to a test data set it missed a few valid highs and lows.
> Looking at the code I saw that when testing for a swing High it (correctly) tests whether this is > End_Val_HL*WavePcnt.
> However when testing for a swing Low it simply replaces the > sign with a < sign, whereas the test should be < End_Val_HL/WavePcnt.
> There are also a few peculiar issues, like using Ref(H,0) where simply H would do, and setting a for loop between i=0 and i<Barcount, and then later testing whether i>0 and i<Barcount, where the condition could not occur anyway if i = 0. However, these don't affect the answer.
> I am working on another version (hopefully correct!) and will post this when complete.
>
> Brian
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, Thomas Ludwig <Thomas.Ludwig@> wrote:
> >
> > Thanks for sharing this code. It's seems not quite identical with the built-in
> > function, though.
> >
> > Regards
> >
> > Thomas
> >
> > On 19.06.2009, 20:37:04 Herman wrote:
> > > I think this was posted by Dave, a long time ago:
> > >
> > > function ZigZagHL(prcnt)
> > > {
> >
> > [snip]
> >
>
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