ZigZagCore

一昨日

ZigZagCore

ZigZagCore is a generic ZigZag engine that works with any user-defined threshold (ATR-based, volatility-based, fixed ticks, etc.).

API

import ReflexSignals/ZigZagCore/<version> as zz

var zz.ZzState state = zz.zz_new()

float thr = ... // your threshold in price units
state := zz.zz_update(state, thr)

zz_update(state, thr)
  Parameters:
    state (ZzState)
    thr (float)

ZzState
  Fields:
    dir (series int)
    highSinceLow (series float)
    lowSinceHigh (series float)
    lastHighLevel (series float)
    lastLowLevel (series float)
    lastHighIndex (series int)
    lastLowIndex (series int)
    highSinceLowIndex (series int)
    lowSinceHighIndex (series int)
    isNewHigh (series bool)
    isNewLow (series bool)

Directional State
dir = 1 → market is in an upswing
dir = -1 → market is in a downswing
dir = na → initial undecided state

Live Swing Tracking (Unconfirmed Leg)
Continuously updated swing extremes:
highSinceLow — highest price since the last confirmed low
lowSinceHigh — lowest price since the last confirmed high
Their corresponding bar indices

These fields describe the current active swing leg, which updates every bar until a pivot is confirmed.

Pivot Detection
A pivot confirms only when price moves beyond the prior swing extreme by more than threshold. When this occurs, the library sets:
isNewHigh = true (on the detection bar only) and updates lastHighLevel, lastHighIndex
isNewLow = true and updates lastLowLevel, lastLowIndex

昨日

リリースノート

v2
Added highBroken and lowBroken fields in ZzState

Updated:
ZzState
  Fields:
    dir (series int)
    highSinceLow (series float)
    lowSinceHigh (series float)
    lastHighLevel (series float)
    lastLowLevel (series float)
    lastHighIndex (series int)
    lastLowIndex (series int)
    highSinceLowIndex (series int)
    lowSinceHighIndex (series int)
    isNewHigh (series bool)
    isNewLow (series bool)
    highBroken (series bool)
    lowBroken (series bool)