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What I did to "solve" the problem of looking into the future with Zig-Zag was to just add in a trade delay.
Example: Tomasz has written a double-top pattern detector here...
http://www.amibroker.com/library/detail.php?id=19&hilite=PEAK
...and in the line "buy = doubletop;" I modified it to say "buy=ref(doubletop,-5);".
Zig-Zag doesn't "know" that a peak was made until a few bars go by after the suspected "peak", so you add that number of days to the signal generated by Zig-Zag. (You need to decide how many days it takes to validate a peak/trough.)
Sebastian
--- In amibroker@xxxxxxxxxxxxxxx, "rijnaars" <rijnaa@xxx> wrote:
>
> Thanks Mike, can you tell me where i should correct the signals to no longer look in the future
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> >
> > 1. You cannot trade a system that uses Zig unless you correct the signals to no longer be looking into the future. What you have now *looks into the future*, just be aware of that.
> >
> > 2. Zig is the name of a function, you cannot use it without providing the function arguments.
> >
> > e.g.
> > Condition1 = Zig > Ref(Zig, -1); <-- this is wrong
> >
> > Instead do
> >
> > PZig = Zig(P, change);
> > Condition1 = PZig > Ref(PZig, -1);
> >
> > Mike
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "rijnaars" <rijnaa@> wrote:
> > >
> > > _SECTION_BEGIN("ZIG - Zig");
> > > P = ParamField( "Price field" );
> > > change = Param("% change",5,0.1,25,0.1);
> > > Plot( Zig(P, change), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") );
> > >
> > > Condition1=Zig>Ref(Zig,-1);
> > > Condition2=Ref(Zig,-1)<Ref(Zig,-2);
> > > Condition2=Zig<Ref(Zig,-1);
> > >
> > > Buy= Condition1;
> > > Sell= Condition2;
> > >
> > > shape = Buy * shapeUpArrow + Sell * shapeDownArrow;//No same day buy sell possible
> > > PlotShapes( shape, IIf( Buy, colorGreen, colorRed ), 0, IIf( Buy, Low, High ) );;
> > >
> > > _SECTION_END();
> > >
> > > I get the next errors
> > >
> > > ln6 col15: error 31 syntax error expecting "("
> > > ln7 col15: error 31 syntax error expecting "("
> > > ln8 col15: error 31 syntax error expecting "("
> > > ln10 col16: error 29 variable condition1 used without having been initialized.
> > > ln11 col17: error 29 variable condition1 used without having been initialized.
> > >
> >
>
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