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

Legend

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

Legend

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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