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Spyros - thanks so much for your prompt reply - I'll have fun playing
with this now. Much appreciated - David
--- In equismetastock@xxxx, "SR" <raftsp@xxxx> wrote:
> David,
>
> For back tests you should always use SR ZigZag Trend or any fixed
amount SR
> ZZT.
> Never use Zigzag Validity for back tests! And certainly, never use
> zigzag-related
> MS functions for back tests, unless you confirm them with SR ZZT!
>
> Since you want to use 3% troughbars of close ( TroughBars(1,c,3) )
you have
> to use
> a 3% (fixed amount) SR ZZT. Let's call it SR ZZT1. If you already
have some
> fixed
> amount SR ZZTs use one of them and make sure that the "amnt"
constant reads
> 3.
> It should look like this:
>
> {SR ZZT1}
> amnt:=3; {so SR ZZT1 uses 3%}
> md:=1;
> vr:=CLOSE;
> zz0:=If(md=1, Zig(vr,amnt,%), Zig(vr,amnt,$));
> zz1:=Ref(zz0,-1);
> zz2:=Ref(zz0,-2);
>
> tr:=ValueWhen(1,zz0>zz1 AND zz1<zz2, zz1);
> pk:=ValueWhen(1,zz0<zz1 AND zz1>zz2, zz1);
> PU:=If(md=1,tr+Abs(tr)*amnt/100,tr+amnt);
> PD:=If(md=1,pk-Abs(pk)*amnt/100,pk-amnt);
>
> res:=If(vr>=PU AND zz0>zz1,1,
> If(vr<=PD AND zz0<zz1,-1,0));
> res:=If(res<>0,res,ValueWhen(1,res<>0,res));
> res
> {*** End of Code ***}
>
> Now one step further:
> I guess that
> the troughbars are valid if the SR ZZT1 reads 1 (uptrend confirmed)
and
> the peakbars are valid if the SR ZZT1 reads -1 (downtrend
confirmed).
>
> So, now we are ready to make valid troughbars and peakbars
indicators in the
> following way:
>
> {SR Troughbars1}
> TrB:=If(Fml("SR ZZT1")=1,TroughBars(1,C,3),PREV+1);
> TrB
>
> {SR Peakbars1}
> PkB:=If(Fml("SR ZZT1")=-1,PeakBars(1,C,3),PREV+1);
> PkB
>
> Needless to say that one can make various fixed amount SR ZZTs and
SR
> Peakbars
> and Troughbars indicators (with various reversal amounts) by
changing the
> corresponding
> constants.
>
> Finaly, your expert signal should look like this:
>
> Fml("SR Troughbars1")*2=Fml("SR Peakbars1")
> AND Fml("SR Peakbars1")>Fml("SR Troughbars1")
>
> You will certainly notice that the new signals are delayed -
compared to the
> old ones-
> but this is the cost of peaks and troughs confirmation.
> You may want to experiment with different reversal amounts.
Obviously,
> smaller amounts
> result in more signals and shorter delays.
>
> I hope this helps
>
> Best regards
> Spyros
>
>
>
> Message: 4
> Date: Mon, 04 Nov 2002 18:37:15 -0000
> From: "drc13uk" <drc1939@xxxx>
> Subject: Re: Question re: ZigZag Trend
>
> Spyros - I would like to substitute your Binary ZigZag validity in
> place of the ordinary ZigZag in the following exploration :
> When(TroughBars(1,C,3)*2,=,PeakBars(1,C,3))
> AND When(PeakBars(1,C,3),>,TroughBars(1,C,3))
> Can you lead me in the right direction to achieve this? Many thanks,
> David.
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