One additional use for Zig is to see if a security has large enough price swings to trade profitably.
Some low volatility securities become unprofitable to trade if you factor in commissions and bid/ask slippage. ReefBreak --- In [email protected], "Chris DePuy" <cde...@...> wrote: > > The way I have seen it explained is you would use zig to determine what > "perfect" performance would be. Then compare it to your system that you are > testing that does not use zig. The timeframes used in zig should be similar > to those in your other system. > > > > ----- Original Message ----- > From: Tony M > To: [email protected] > Sent: Monday, April 12, 2010 6:09 PM > Subject: [amibroker] Can Zig function be used in a system? > > > > > I am new to Amibroker and I read from the Amibroker UserGuide that the Zig > function may looking into the future. Does this mean the Zig function can not > be used for any trading system? And how do I know if the Zig function is > skewing the backtesting result? > Thanks, > Tony >
