ZigZag source code or pseudocode

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  • 04/26/2016 at 9:56 AM #6018 quote
    Alphix
    Participant
    New

    I was just wondering if I could obtain a code listing of the ZigZag function that is built into ProRealTime from somewhere? Even the pseudocode would be welcome. I would like to use it as a basis for my own modifications to the algorithm.

    Many thanks for your help,
    Rob

    04/26/2016 at 6:55 PM #6054 quote
    Nicolas
    Keymaster
    Master

    Hello Alphix. Unfortunaly it’s not possible. ZigZag indicator means past datas lookback and PRT don’t make loop in the past at each bar. I know zigzag indicator is hard coded in the platform. I know too, that it has been modified recently, I’ll ask if its possible to have more explanation about it, because it would interest a lot of people around here.

    04/26/2016 at 7:11 PM #6057 quote
    Alphix
    Participant
    New

    Thank you for your reply Nicolas.

    I realise that the algorithm that ProRealTime is using is likely to be very fine tuned to historic price movements. While doing my own back testing I’ve found it to be superior to other functions I’ve used. I can see you have a strong connection to the company. Thank you for your efforts to extract information from ProRealTime!

    Cheers,

    Rob.

    05/12/2016 at 4:55 PM #6921 quote
    Stef
    Participant
    Average

    Hi Alphix,

    Is it not just superior because it keeps redrawing itself to fit the historic data?

    05/12/2016 at 5:12 PM #6924 quote
    Nicolas
    Keymaster
    Master

    You are right Alphix, ZigZag keep continuously to redraw itself because its job is to show recent higher high and lower low, but the recent low given on the last period could not be the lower low in the current bar, that’s why it keeps on moving previously given informations.

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ZigZag source code or pseudocode


Platform Support: Charts, Data & Broker Setup

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Alphix @alphix Participant
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This topic contains 4 replies,
has 3 voices, and was last updated by Nicolas
9 years, 9 months ago.

Topic Details
Forum: Platform Support: Charts, Data & Broker Setup
Language: English
Started: 04/26/2016
Status: Active
Attachments: No files
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