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Hi,
That is NOT a solution. The delay is not a constant. The delay necessary before a Zig signal becomes valid will vary at each point depending on the volatility of the market. It might be as few as a single bar, or it may take years.
The key is that you must verify that the price has actually moved the desired amount (i.e. the zig percent) before you can recognize the last Zig signal as valid.
See this example in the library.
http://www.amibroker.com/members/library/detail.php?id=353
If charting the above, change NULL from the following lines to be 0 instead.
PivotLow = Ref(IIf(Ref(ROC(ZZ,1),-1) < 0 AND ROC(ZZ,1) > 0, 1, Null),1);
PivotHigh = Ref(IIf(Ref(ROC(ZZ,1),-1) > 0 AND ROC(ZZ,1) < 0, 1, Null),1);
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "sebastiandanconia" <sebastiandanconia@xxx> wrote:
>
> 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@> 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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