ZigZag indicator not working for backtesting?

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05/28/2018 at 11:04 AM #71505 quote

Alberto Lucchese
Participant

Average

Hi,

I was trying to work with the ZigZag indicator (myZZ=ZigZag[10](close)) using it as a filter for backtesting a strategy however when i executed my code i received the following Message: “your trading system uses obsolete instructions which are not supported by the bactesting engine (ZigZag)”???

Is there a new instruction for this or it was just simply removed from Backtesting?

05/28/2018 at 11:47 AM #71507 quote

robertogozzi
Moderator

Master

ZigZag is not supported for automated trading https://www.prorealcode.com/topic/zig-zag-trader-strategy/#post-6792.

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05/28/2018 at 12:08 PM #71509 quote

Nicolas
Keymaster

Master

I recoded a similar zigzag indicator to be used in automatic trading, it is part of the paid course here: Formation programmation avancée avec ProRealTime (soon available in English, within 1 or 2 weeks). So I can’t post the code here, sorry.

Bear in mind that ZigZag is only a way to find peaks and troughs like many others, like the ones described in the topic Roberto has pointed you.

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ZigZag indicator not working for backtesting?

ProOrder: Automated Strategies & Backtesting

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Alberto Lucchese @gsmrules Participant

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This topic contains 2 replies,
has 3 voices, and was last updated by Nicolas
7 years, 8 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	05/28/2018
Status:	Active
Attachments:	No files

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