Re: [amibroker] ZigZag-Indicator, AmiBroker Email List Archive

hi,

u can try using AMA or Chande-VIDYA Indicator

THANKS & REGARDS

MEERUT MONEY MANAGERS (MMM)
www.meerutmoneymanagers.com

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From: Daphne Renault <daphne.renault@xxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Cc: Tomasz Janeczko <groups@xxxxxxxxxxxxx>
Sent: Fri, 12 February, 2010 5:38:39 PM
Subject: [amibroker] ZigZag-Indicator

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