[amibroker] ZigZag-Indicator

[Daphne Renault <daphne.renault@xxxxxxxxx>]

Hi,

is there a possibility to use the ZigZag-Indicator without a fixed percentage? I think a fixed percentage is nice if volatility is constant. But if volatility changes than 5% in a high volatility regime is by far a less severe price change than in a low volatility regime.

A ZigZag-Indicator that accounts for this - e.g. instead of a fixed percentage parameter, a fixed standard deviation (of returns) parameter and a fixed time period to calculate the rolling standard deviation (of returns) - would be very nice.

Does anybody know, how to setup such a modified version of the indicator in amibroker?

Best wishes,

Daphne




      



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