The potential yield of the instrument. - page 7
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The bug also shows up on the real price range.
Are the peak and point of no return on the same bar?
No. The top of the ZZ is sometimes (rarely) per quantum not pegged to the true top.
TheXpert, the construction of the ZigZag under discussion does not go on bars.
On ticks it might be the same shit. I thought of bars because you remembered the "real price range".
No. The ZZ top is sometimes (rarely) per quantum not tied to the true top.
Can I have a picture?
Neutron, maybe the following picture of your ZigZag will help you find the error in it:
Let's assume that the spread can be used to estimate liquidity...
then we can take a tick history with floating spread and calculate some liquidity using this formula: ( SUM(Ask[i]) / SUM(Bid[i]) - 1 ) ^ -1
i.e. it turns out to be the average spread minus the first degree
if you take specification of other broker with good fixed spreads, then New Zealander and Singaporean would look better
compare with the potential returns
and now multiply the liquidity by the potential and you get this picture:
The result is rough, but the method is beautiful.
of course this is a rough example of methodology
it is necessary at least from different brokers to calculate average spreads