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Problem with zigzag indicator on TICK period.
janjjj
 Post subject: Problem with zigzag indicator on TICK period. Post rating: 0   New post Posted: Mon 17 Feb, 2014, 14:21 

User rating: 3
Joined: Thu 28 Jul, 2011, 19:40
Posts: 72
Location: PolandPoland
Hello,

I have problem with calculate ZigZag indicator on TICK period.

I use strategy which every tick write last 6 value of zigzag. And it looks very strange:

Image

I mean, that e.g. we take into account last two lines. First at 13:03:53 we have new value of zigzag 1.37014, and at a next tick (13:03:56) we have that last zigzag value (the same as on the last tick) is on the three tick before (in my opinion it should be on one tick before). Such situation or similar happened very often.
Please check strategy in attachment to reproduce it.

Generally I want to catch situation on TICK period that Zigzag change direction and in this situation it is impossible (or how I can do this?)


Second thing. I see on tick chart that ZigZag indicator work very strange. I mean that indicator sometimes change direction not during new tick came, but between two tick. You can see it on this screenshot:

Image

Thanks and regards


Attachments:
ZigZagTest.java [1.34 KiB]
Downloaded 121 times
zigzagBug2.png [25.15 KiB]
Downloaded 287 times
zigzagBug1.png [19.08 KiB]
Downloaded 315 times
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API Support
 Post subject: Re: Problem with zigzag indicator on TICK period. Post rating: 0   New post Posted: Tue 18 Feb, 2014, 10:28 
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Joined: Fri 31 Aug, 2007, 09:17
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Mind that on tick charts the indicators are not calculated on ticks, but rather the one-second candle-sticks. Please review your problem in the light of that.
 
janjjj
 Post subject: Re: Problem with zigzag indicator on TICK period. Post rating: 0   New post Posted: Tue 18 Feb, 2014, 18:01 

User rating: 3
Joined: Thu 28 Jul, 2011, 19:40
Posts: 72
Location: PolandPoland
Thanks for this information.

So it means that if I want calculate indicators on TICK period (as it looks like on tick chart on the platform), I have to calculate this indicator on 1-sec Bars. Am I right?
 
API Support
 Post subject: Re: Problem with zigzag indicator on TICK period. Post rating: 0   New post Posted: Wed 19 Feb, 2014, 08:17 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
you can use both ticks and 1-sec bars - the results should be the same.
 
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