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[...] PricePane , string .Format( "Total {0}-percent zigzags: {1}" , percent, lst.Count) );
foreach ( ZigZag z in lst ) {
if ( z.inPrice == 0.0 )
continue ;
DrawLine ( PricePane , z.zigBar, z.inPrice, z.zagBar, z.outPrice,
z.isMoveUp ? Color.Blue : Color.Red, LineStyle.Solid, 2 );
}
}
for ( int bar = 2 + lookback; bar < Bars .Count; bar++)
{
if ( lst [...]
[...] window in Wealth-Lab. In addition, four more special fundamental items are currently supported: [z] Zacks_Analyst_Ratings The item value returns the Rating Mean Value. Each item comes with additional details attached: StrongBuys, Buys,
Holds, Sells, StrongSells, and ConsensusTargetPrice_Mean . [z] Zacks_Dividend The item value returns the dollar dividend value. [z] Zacks_Earnings_Estimates The item value returns the EPS Mean Estimate value. Each item comes with additional [...]
[...] take trades only if the long term trend is in your favor For the exit repeat step #2 with an opposite Z-Score value.
Figure 1. Creating a mean-reversion Strategy in the Rule Wizard.
There's one more exit rule in author's Python code which liquidates positions if Z-Score flips from positive to negative or vice versa without going through the neutral zone. As shown on Figure 1, implementing it is a matter of dropping an OR divider with a couple of extra conditions below it. If everything's done right your trading system will generate [...]
[...] Lookback period type StdDevCalculation.Population or StdDevCalculation.Sample
Description Z-Score is a statistical measurement of a DataSeries' relationship to the mean (average) of a group of values, measured in terms of standard deviations from the mean. If a Z-Score is 0, it indicates that the data point's score is identical to the mean score. A Z-Score of 1.0 would indicate a value that is one standard deviation from the mean. Z-Scores may be positive or negative, with [...]
[...] ( lst ! = null ) {
if ( lst.Count > 0 ) {
int idx = 0;
foreach ( ZigZag z in lst ) {
if ( z.barDetected == bar ) {
if ( z.wave == Wave.W2 ) {
[...]
[...] surprise, surprisePct, time .
They are available in two forms: In a popup when mousing over an [z] Zacks Adjusted Earnings item on a stock chart In WealthScript Strategoes via the GetDetail or FormatValue methods:
Make sure you've collected the fundamental data before running this Strategy (Data Manager > "Update Data" tab > check "Zacks Adjusted Earnings" > go to "DataSets" tab > click "Update DataSet").
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators; namespace [...]
[...] Configuration Generally, a single entry is required for the major crosses with USD as shown. [A-Z]{3}.?USD will match any of these symbols: EUR/USD, EUR.USD, EURUSD, AUD/USD, GBP/USD, etc. To ignore other USD crosses like JPYUSD, HKDUSD, etc., that have other Pip values, enter this expression: (?!.*(JPY|HKD|KRW|MXN|NOK|SEK|ZAR|CLP|HUF|INR|RUB|TWD|XAU|XAG|CNY|BTC))[A-Z]{3}.?USD [...]
[...] daily returns. Translated to C# from legacy version by Dr. Rene Koch.
logarithm of daily returns. Z(t) := ln(Y(t)) - ln(Y(t - lookback)) or equivalently: Z(t) [...]
[...] that is reported quarterly. Examples for the Zacks Adjusted Earnings fundamental provider : "[z] Zacks Adjusted Earnings" barsBefore , barsAfter The number of days before and/or after the earnings date to be considered in the earnings window. For just the earnings date itself, pass 0 for both parameters. Description
InWindow returns true if date of the bar passed to the method is within the "earnings window", otherwise false . The earnings window consists of the earnings date and contains the specified number of days before and/or after it. Use InWindow [...]
[...] override void Execute()
{
const char tab = '\u0009';
string item = "[z] Zacks Adjusted Earnings" ;
IList<FundamentalItem> [...]
[...] effect on system's Net Profit. On a 3D optimization graph we plot the system's Net Profit on axis Z, and the RSI Length and Fixed Bars parameters [...]
[...] Description TEMA is the Triple-smoothed Exponential Moving Average based on TECHNICAL ANALYSIS FROM A TO Z , 2nd Ed., pg. 328-330.
Example