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Spyros: Thanks for your explanation. I do understand it, and am sorry to
say I am guilty of, at times, trading nothing more than zigzag validity, due
to my concern over the ZZT lag, which is illogical as you suggest (or
"intuitive" as I said).
I should rather adjust the ZZT 3% setting for whippy markets like we've seen
recently, but back testing such a small amount of history seems silly and
ineffective.
The tantalizing hybrid System Test that really ruins the beauty of ZZT by
being impossible to actually trade, like zigzag itself, has been sent to you
privately. I didn't want to publish it, since it is a deranged form of your
work, and I don't want other people confused by it!
NCT
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