ZigZag indicator not working for backtesting?

Alberto Lucchese · 2018-05-28T10:04:03+00:00

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?

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

Alberto Lucchese
Participant

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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

Legend

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

Legend

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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