Closed mohammadhosseinzavvar closed 1 year ago
A few things to check in your setup for ZigZag
@mohammadhosseinzavvar were you able to fix your problem?
No dear friend, my dataset and code test = Zigzag1(FrameRatesM5['high'], FrameRatesM5['low'], 12, 5) datetime open high low close tick_volume spread real_volume datetime 2023-03-22 08:20:00 1940.17 1940.96 1940.12 1940.41 301 29 0 2023-03-22 08:20:00 2023-03-22 08:25:00 1940.38 1941.92 1940.31 1941.63 289 29 0 2023-03-22 08:25:00 2023-03-22 08:30:00 1941.6 1941.87 1941.05 1941.64 247 29 0 2023-03-22 08:30:00 2023-03-22 08:35:00 1941.7 1943.07 1941.49 1942.82 290 29 0 2023-03-22 08:35:00 2023-03-22 08:40:00 1942.8 1943.42 1942.17 1942.28 318 29 0 2023-03-22 08:40:00 2023-03-22 08:45:00 1942.26 1942.28 1941.04 1941.57 373 29 0 2023-03-22 08:45:00 2023-03-22 08:50:00 1941.57 1942.34 1941.16 1941.59 236 29 0 2023-03-22 08:50:00 2023-03-22 08:55:00 1941.53 1942.45 1941.16 1942.35 224 29 0 2023-03-22 08:55:00 2023-03-22 09:00:00 1942.33 1942.69 1939.77 1939.78 421 24 0 2023-03-22 09:00:00 2023-03-22 09:05:00 1939.79 1940.46 1938.75 1939.5 477 24 0 2023-03-22 09:05:00 2023-03-22 09:10:00 1939.39 1939.9 1937.96 1938.0 456 24 0 2023-03-22 09:10:00 2023-03-22 09:15:00 1938.01 1939.68 1938.01 1939.52 360 24 0 2023-03-22 09:15:00 2023-03-22 09:20:00 1939.49 1939.92 1937.44 1937.55 395 24 0 2023-03-22 09:20:00 2023-03-22 09:25:00 1937.52 1937.81 1934.18 1935.9 563 24 0 2023-03-22 09:25:00 2023-03-22 09:30:00 1935.93 1937.6 1935.6 1937.14 538 24 0 2023-03-22 09:30:00 2023-03-22 09:35:00 1937.1 1939.05 1936.94 1937.52 411 24 0 2023-03-22 09:35:00 2023-03-22 09:40:00 1937.46 1938.77 1937.25 1938.48 444 24 0 2023-03-22 09:40:00 2023-03-22 09:45:00 1938.5 1941.13 1938.22 1939.58 549 24 0 2023-03-22 09:45:00 2023-03-22 09:50:00 1939.77 1940.37 1939.12 1939.95 381 24 0 2023-03-22 09:50:00 2023-03-22 09:55:00 1940.05 1941.15 1939.73 1939.78 317 24 0 2023-03-22 09:55:00 2023-03-22 10:00:00 1939.5 1941.58 1939.5 1940.37 490 24 0 2023-03-22 10:00:00 2023-03-22 10:05:00 1940.3 1942.18 1939.75 1941.3 444 24 0 2023-03-22 10:05:00 2023-03-22 10:10:00 1941.22 1943.52 1940.94 1943.39 406 24 0 2023-03-22 10:10:00 2023-03-22 10:15:00 1943.38 1944.91 1943.03 1944.52 465 24 0 2023-03-22 10:15:00 2023-03-22 10:20:00 1944.52 1944.94 1943.4 1943.53 441 24 0 2023-03-22 10:20:00 2023-03-22 10:25:00 1943.54 1945.04 1943.36 1944.76 352 24 0 2023-03-22 10:25:00 2023-03-22 10:30:00 1944.82 1945.21 1943.45 1943.53 391 24 0 2023-03-22 10:30:00 2023-03-22 10:35:00 1943.55 1944.29 1942.64 1943.07 461 24 0 2023-03-22 10:35:00 2023-03-22 10:40:00 1943.01 1943.44 1940.35 1941.14 558 24 0 2023-03-22 10:40:00 2023-03-22 10:45:00 1941.19 1942.51 1941.17 1941.44 432 24 0 2023-03-22 10:45:00 2023-03-22 10:50:00 1941.56 1942.6 1940.84 1941.78 402 24 0 2023-03-22 10:50:00 2023-03-22 10:55:00 1941.84 1941.95 1940.58 1941.83 330 24 0 2023-03-22 10:55:00 2023-03-22 11:00:00 1941.83 1943.8 1941.83 1942.97 406 24 0 2023-03-22 11:00:00 2023-03-22 11:05:00 1942.97 1943.4 1942.28 1942.83 354 24 0 2023-03-22 11:05:00 2023-03-22 11:10:00 1942.79 1944.47 1942.47 1944.47 260 24 0 2023-03-22 11:10:00 2023-03-22 11:15:00 1944.51 1944.7 1943.39 1944.16 287 24 0 2023-03-22 11:15:00 2023-03-22 11:20:00 1944.08 1944.63 1943.1 1943.22 325 24 0 2023-03-22 11:20:00 2023-03-22 11:25:00 1943.2 1943.82 1942.61 1943.03 276 24 0 2023-03-22 11:25:00 2023-03-22 11:30:00 1943.1 1944.82 1942.79 1944.81 354 24 0 2023-03-22 11:30:00 2023-03-22 11:35:00 1944.8 1945.57 1943.06 1943.66 422 24 0 2023-03-22 11:35:00 2023-03-22 11:40:00 1943.7 1945.38 1943.6 1944.97 355 24 0 2023-03-22 11:40:00 2023-03-22 11:45:00 1944.98 1945.47 1944.65 1945.4 370 24 0 2023-03-22 11:45:00 2023-03-22 11:50:00 1945.39 1945.41 1944.3 1944.87 409 24 0 2023-03-22 11:50:00 2023-03-22 11:55:00 1944.82 1945.27 1943.8 1943.98 405 24 0 2023-03-22 11:55:00 2023-03-22 12:00:00 1943.97 1945.24 1943.88 1944.84 356 24 0 2023-03-22 12:00:00 2023-03-22 12:05:00 1944.84 1945.18 1943.87 1943.9 273 24 0 2023-03-22 12:05:00 2023-03-22 12:10:00 1943.9 1944.44 1943.31 1944.21 309 24 0 2023-03-22 12:10:00 2023-03-22 12:15:00 1944.26 1945.2 1943.78 1943.94 378 24 0 2023-03-22 12:15:00 2023-03-22 12:20:00 1944.0 1944.57 1943.52 1944.14 343 24 0 2023-03-22 12:20:00 2023-03-22 12:25:00 1944.14 1944.66 1943.8 1943.91 365 24 0 2023-03-22 12:25:00 2023-03-22 12:30:00 1943.68 1943.95 1942.08 1942.23 385 24 0 2023-03-22 12:30:00 2023-03-22 12:35:00 1942.25 1942.7 1941.54 1941.78 296 24 0 2023-03-22 12:35:00 2023-03-22 12:40:00 1941.74 1942.1 1940.41 1940.66 374 24 0 2023-03-22 12:40:00 2023-03-22 12:45:00 1940.63 1942.21 1940.17 1940.78 401 24 0 2023-03-22 12:45:00 2023-03-22 12:50:00 1940.82 1943.7 1940.6 1942.86 338 24 0 2023-03-22 12:50:00 2023-03-22 12:55:00 1942.85 1943.13 1942.05 1942.6 397 24 0 2023-03-22 12:55:00 2023-03-22 13:00:00 1942.61 1942.77 1940.71 1942.56 385 24 0 2023-03-22 13:00:00 2023-03-22 13:05:00 1942.6 1942.6 1941.75 1941.85 413 24 0 2023-03-22 13:05:00 2023-03-22 13:10:00 1941.81 1943.44 1941.73 1942.63 392 24 0 2023-03-22 13:10:00 2023-03-22 13:15:00 1942.63 1943.07 1941.49 1941.67 402 24 0 2023-03-22 13:15:00 2023-03-22 13:20:00 1941.71 1941.85 1940.15 1941.02 464 24 0 2023-03-22 13:20:00 2023-03-22 13:25:00 1941.01 1942.49 1940.83 1942.07 386 24 0 2023-03-22 13:25:00 2023-03-22 13:30:00 1942.09 1942.69 1940.55 1940.91 416 24 0 2023-03-22 13:30:00 2023-03-22 13:35:00 1940.84 1941.55 1940.49 1941.24 356 24 0 2023-03-22 13:35:00 2023-03-22 13:40:00 1941.23 1941.69 1939.7 1940.43 423 24 0 2023-03-22 13:40:00 2023-03-22 13:45:00 1940.42 1941.58 1940.26 1941.48 359 24 0 2023-03-22 13:45:00 2023-03-22 13:50:00 1941.5 1942.26 1941.33 1941.98 336 24 0 2023-03-22 13:50:00 2023-03-22 13:55:00 1942.05 1943.23 1942.05 1942.35 434 24 0 2023-03-22 13:55:00 2023-03-22 14:00:00 1942.37 1943.29 1941.87 1942.66 483 24 0 2023-03-22 14:00:00 2023-03-22 14:05:00 1942.65 1943.4 1940.4 1940.98 441 24 0 2023-03-22 14:05:00 2023-03-22 14:10:00 1940.95 1941.9 1939.65 1941.84 535 24 0 2023-03-22 14:10:00 2023-03-22 14:15:00 1941.89 1942.26 1941.08 1941.87 515 24 0 2023-03-22 14:15:00 2023-03-22 14:20:00 1941.85 1942.88 1940.33 1940.77 646 24 0 2023-03-22 14:20:00 2023-03-22 14:25:00 1940.78 1941.8 1940.72 1941.39 520 24 0 2023-03-22 14:25:00 2023-03-22 14:30:00 1941.37 1941.67 1939.32 1940.35 548 24 0 2023-03-22 14:30:00 2023-03-22 14:35:00 1940.35 1940.38 1938.37 1939.22 526 24 0 2023-03-22 14:35:00 2023-03-22 14:40:00 1939.26 1939.56 1937.86 1939.46 593 24 0 2023-03-22 14:40:00 2023-03-22 14:45:00 1939.43 1939.75 1938.56 1939.49 464 24 0 2023-03-22 14:45:00 2023-03-22 14:50:00 1939.41 1939.99 1938.17 1938.26 478 24 0 2023-03-22 14:50:00 2023-03-22 14:55:00 1938.35 1938.96 1937.01 1937.41 469 24 0 2023-03-22 14:55:00 2023-03-22 15:00:00 1937.37 1940.09 1937.3 1939.75 651 24 0 2023-03-22 15:00:00 2023-03-22 15:05:00 1939.71 1940.65 1939.0 1939.8 523 24 0 2023-03-22 15:05:00 2023-03-22 15:10:00 1939.81 1939.96 1938.04 1939.37 543 24 0 2023-03-22 15:10:00 2023-03-22 15:15:00 1939.36 1940.21 1938.58 1939.8 447 24 0 2023-03-22 15:15:00 2023-03-22 15:20:00 1939.79 1940.19 1939.25 1939.9 419 24 0 2023-03-22 15:20:00 2023-03-22 15:25:00 1939.94 1940.98 1939.92 1940.8 498 24 0 2023-03-22 15:25:00 2023-03-22 15:30:00 1940.77 1943.22 1940.33 1943.02 737 24 0 2023-03-22 15:30:00 2023-03-22 15:35:00 1942.98 1944.32 1942.35 1942.46 693 24 0 2023-03-22 15:35:00 2023-03-22 15:40:00 1942.43 1943.26 1940.84 1941.21 738 24 0 2023-03-22 15:40:00 2023-03-22 15:45:00 1941.06 1942.4 1939.74 1941.42 759 24 0 2023-03-22 15:45:00 2023-03-22 15:50:00 1941.27 1941.8 1940.46 1941.4 561 24 0 2023-03-22 15:50:00 2023-03-22 15:55:00 1941.4 1942.83 1939.31 1942.83 620 24 0 2023-03-22 15:55:00 2023-03-22 16:00:00 1942.83 1944.0 1942.55 1943.67 614 24 0 2023-03-22 16:00:00 2023-03-22 16:05:00 1943.69 1944.3 1942.64 1943.71 669 24 0 2023-03-22 16:05:00 2023-03-22 16:10:00 1943.69 1945.58 1943.35 1945.29 655 24 0 2023-03-22 16:10:00 2023-03-22 16:15:00 1945.28 1945.57 1944.31 1944.87 647 24 0 2023-03-22 16:15:00 2023-03-22 16:20:00 1944.86 1944.91 1943.2 1944.89 571 24 0 2023-03-22 16:20:00 2023-03-22 16:25:00 1944.89 1944.9 1943.5 1944.24 583 24 0 2023-03-22 16:25:00 2023-03-22 16:30:00 1944.26 1944.79 1943.79 1944.34 562 24 0 2023-03-22 16:30:00 2023-03-22 16:35:00 1944.32 1945.31 1943.95 1944.02 558 24 0 2023-03-22 16:35:00 2023-03-22 16:40:00 1944.01 1945.36 1943.27 1944.91 580 24 0 2023-03-22 16:40:00 2023-03-22 16:45:00 1944.9 1949.8 1944.59 1949.57 618 24 0 2023-03-22 16:45:00 2023-03-22 16:50:00 1949.47 1950.95 1948.44 1950.86 692 24 0 2023-03-22 16:50:00 2023-03-22 16:55:00 1950.86 1951.5 1949.62 1950.49 623 24 0 2023-03-22 16:55:00 2023-03-22 17:00:00 1950.31 1950.73 1948.57 1949.35 591 24 0 2023-03-22 17:00:00 2023-03-22 17:05:00 1949.12 1950.82 1949.12 1950.46 527 24 0 2023-03-22 17:05:00 2023-03-22 17:10:00 1950.41 1951.8 1949.11 1951.24 571 24 0 2023-03-22 17:10:00 2023-03-22 17:15:00 1951.23 1951.5 1949.28 1949.4 557 24 0 2023-03-22 17:15:00 2023-03-22 17:20:00 1949.35 1949.46 1947.35 1947.68 514 24 0 2023-03-22 17:20:00 2023-03-22 17:25:00 1947.75 1949.15 1947.65 1949.01 462 24 0 2023-03-22 17:25:00 2023-03-22 17:30:00 1948.97 1949.04 1947.19 1947.65 460 24 0 2023-03-22 17:30:00 2023-03-22 17:35:00 1947.62 1948.47 1947.43 1948.23 426 24 0 2023-03-22 17:35:00 2023-03-22 17:40:00 1948.25 1948.87 1947.51 1948.6 480 24 0 2023-03-22 17:40:00 2023-03-22 17:45:00 1948.61 1948.9 1946.98 1947.7 404 24 0 2023-03-22 17:45:00 2023-03-22 17:50:00 1947.75 1947.82 1946.51 1947.51 461 24 0 2023-03-22 17:50:00 2023-03-22 17:55:00 1947.47 1948.3 1946.98 1947.16 516 24 0 2023-03-22 17:55:00 2023-03-22 18:00:00 1947.18 1947.71 1946.82 1947.3 429 24 0 2023-03-22 18:00:00 2023-03-22 18:05:00 1947.3 1947.71 1946.26 1946.27 304 24 0 2023-03-22 18:05:00 2023-03-22 18:10:00 1946.34 1946.7 1945.98 1946.28 394 24 0 2023-03-22 18:10:00 2023-03-22 18:15:00 1946.32 1947.18 1945.56 1945.7 334 24 0 2023-03-22 18:15:00 2023-03-22 18:20:00 1945.7 1947.55 1945.66 1947.5 368 24 0 2023-03-22 18:20:00 2023-03-22 18:25:00 1947.53 1948.5 1947.36 1948.41 295 24 0 2023-03-22 18:25:00 2023-03-22 18:30:00 1948.41 1948.74 1947.95 1948.27 244 24 0 2023-03-22 18:30:00 2023-03-22 18:35:00 1948.21 1949.39 1948.21 1948.68 336 24 0 2023-03-22 18:35:00 2023-03-22 18:40:00 1948.69 1948.81 1947.82 1948.55 294 24 0 2023-03-22 18:40:00 2023-03-22 18:45:00 1948.54 1949.07 1948.43 1949.07 331 24 0 2023-03-22 18:45:00 2023-03-22 18:50:00 1949.09 1949.48 1948.29 1948.38 401 24 0 2023-03-22 18:50:00 2023-03-22 18:55:00 1948.37 1949.79 1948.37 1949.0 438 24 0 2023-03-22 18:55:00 2023-03-22 19:00:00 1948.98 1950.71 1948.9 1949.16 494 24 0 2023-03-22 19:00:00 2023-03-22 19:05:00 1949.23 1949.25 1947.15 1947.46 478 24 0 2023-03-22 19:05:00 2023-03-22 19:10:00 1947.5 1947.66 1945.84 1946.18 415 24 0 2023-03-22 19:10:00 2023-03-22 19:15:00 1946.2 1946.6 1945.54 1945.56 444 24 0 2023-03-22 19:15:00 2023-03-22 19:20:00 1945.54 1946.9 1945.44 1946.04 372 24 0 2023-03-22 19:20:00 2023-03-22 19:25:00 1945.9 1946.35 1945.14 1946.21 461 24 0 2023-03-22 19:25:00 2023-03-22 19:30:00 1946.13 1948.48 1946.13 1948.45 405 24 0 2023-03-22 19:30:00 2023-03-22 19:35:00 1948.48 1949.28 1948.08 1948.33 340 24 0 2023-03-22 19:35:00 2023-03-22 19:40:00 1948.26 1948.93 1947.86 1948.91 378 24 0 2023-03-22 19:40:00 2023-03-22 19:45:00 1948.93 1949.37 1948.1 1948.65 393 24 0 2023-03-22 19:45:00 2023-03-22 19:50:00 1948.67 1949.08 1946.08 1946.57 417 24 0 2023-03-22 19:50:00 2023-03-22 19:55:00 1946.55 1947.28 1944.91 1945.94 422 24 0 2023-03-22 19:55:00 2023-03-22 20:00:00 1946.07 1966.28 1946.07 1963.43 898 24 0 2023-03-22 20:00:00 2023-03-22 20:05:00 1963.47 1964.36 1955.57 1956.77 786 24 0 2023-03-22 20:05:00 2023-03-22 20:10:00 1956.79 1959.33 1952.42 1953.2 812 24 0 2023-03-22 20:10:00 2023-03-22 20:15:00 1953.18 1959.64 1953.1 1959.6 748 24 0 2023-03-22 20:15:00 2023-03-22 20:20:00 1959.55 1959.57 1956.91 1957.81 724 24 0 2023-03-22 20:20:00 2023-03-22 20:25:00 1957.88 1960.72 1957.79 1959.81 652 24 0 2023-03-22 20:25:00 2023-03-22 20:30:00 1959.9 1960.28 1955.0 1957.32 723 24 0 2023-03-22 20:30:00 2023-03-22 20:35:00 1957.35 1968.29 1956.79 1966.25 825 24 0 2023-03-22 20:35:00 2023-03-22 20:40:00 1966.54 1975.73 1966.52 1973.1 881 24 0 2023-03-22 20:40:00 2023-03-22 20:45:00 1973.21 1976.48 1971.39 1974.68 845 24 0 2023-03-22 20:45:00 2023-03-22 20:50:00 1974.84 1978.67 1972.74 1973.65 810 24 0 2023-03-22 20:50:00 2023-03-22 20:55:00 1973.46 1973.49 1968.63 1970.79 1005 24 0 2023-03-22 20:55:00 2023-03-22 21:00:00 1970.76 1970.82 1957.25 1957.25 981 24 0 2023-03-22 21:00:00 2023-03-22 21:05:00 1957.34 1963.13 1954.11 1956.71 1008 24 0 2023-03-22 21:05:00 2023-03-22 21:10:00 1956.86 1965.71 1956.18 1963.96 1008 24 0 2023-03-22 21:10:00 2023-03-22 21:15:00 1963.92 1965.1 1960.71 1963.6 809 24 0 2023-03-22 21:15:00 2023-03-22 21:20:00 1963.71 1965.05 1961.68 1963.9 793 24 0 2023-03-22 21:20:00 2023-03-22 21:25:00 1964.11 1969.2 1963.85 1967.91 813 24 0 2023-03-22 21:25:00 2023-03-22 21:30:00 1967.91 1968.52 1963.82 1965.4 746 24 0 2023-03-22 21:30:00 2023-03-22 21:35:00 1965.35 1966.19 1963.34 1965.26 671 24 0 2023-03-22 21:35:00 2023-03-22 21:40:00 1965.16 1968.28 1964.94 1966.0 639 24 0 2023-03-22 21:40:00 2023-03-22 21:45:00 1966.01 1968.22 1964.99 1967.79 675 24 0 2023-03-22 21:45:00 2023-03-22 21:50:00 1967.8 1975.08 1967.44 1973.25 748 24 0 2023-03-22 21:50:00 2023-03-22 21:55:00 1973.28 1975.2 1971.72 1972.61 713 24 0 2023-03-22 21:55:00 2023-03-22 22:00:00 1972.61 1975.03 1970.66 1973.77 449 24 0 2023-03-22 22:00:00 2023-03-22 22:05:00 1973.72 1973.72 1972.11 1972.45 327 24 0 2023-03-22 22:05:00 2023-03-22 22:10:00 1972.5 1973.14 1969.58 1969.85 361 24 0 2023-03-22 22:10:00 2023-03-22 22:15:00 1969.73 1969.92 1968.25 1968.77 212 24 0 2023-03-22 22:15:00 2023-03-22 22:20:00 1968.73 1968.99 1967.56 1967.85 268 24 0 2023-03-22 22:20:00 2023-03-22 22:25:00 1967.89 1968.21 1967.5 1968.04 202 24 0 2023-03-22 22:25:00 2023-03-22 22:30:00 1968.04 1968.13 1966.88 1966.92 175 24 0 2023-03-22 22:30:00 2023-03-22 22:35:00 1966.91 1967.91 1966.9 1967.48 188 27 0 2023-03-22 22:35:00 2023-03-22 22:40:00 1967.53 1967.72 1966.75 1967.55 144 30 0 2023-03-22 22:40:00 2023-03-22 22:45:00 1967.53 1967.72 1966.84 1967.13 192 31 0 2023-03-22 22:45:00 2023-03-22 22:50:00 1967.14 1968.18 1966.84 1967.98 220 25 0 2023-03-22 22:50:00 2023-03-22 22:55:00 1967.95 1969.98 1967.9 1969.63 200 29 0 2023-03-22 22:55:00 2023-03-23 00:00:00 1969.89 1970.62 1967.58 1967.65 209 29 0 2023-03-23 00:00:00 2023-03-23 00:05:00 1967.65 1967.79 1965.01 1965.34 219 24 0 2023-03-23 00:05:00 2023-03-23 00:10:00 1965.38 1966.39 1965.38 1965.77 148 24 0 2023-03-23 00:10:00 2023-03-23 00:15:00 1965.77 1966.69 1964.46 1966.57 151 24 0 2023-03-23 00:15:00 2023-03-23 00:20:00 1966.49 1966.77 1965.8 1966.19 117 24 0 2023-03-23 00:20:00 2023-03-23 00:25:00 1966.19 1966.77 1965.51 1966.77 139 24 0 2023-03-23 00:25:00 2023-03-23 00:30:00 1966.77 1967.7 1966.38 1967.12 150 24 0 2023-03-23 00:30:00 2023-03-23 00:35:00 1967.12 1968.18 1967.12 1967.6 126 24 0 2023-03-23 00:35:00 2023-03-23 00:40:00 1967.58 1967.89 1966.05 1966.42 138 24 0 2023-03-23 00:40:00 2023-03-23 00:45:00 1966.36 1967.1 1965.94 1966.53 127 24 0 2023-03-23 00:45:00 2023-03-23 00:50:00 1966.51 1967.07 1965.89 1966.12 140 27 0 2023-03-23 00:50:00 2023-03-23 00:55:00 1966.12 1966.74 1965.37 1965.43 138 29 0 2023-03-23 00:55:00 2023-03-23 01:00:00 1965.44 1967.09 1965.44 1966.85 183 24 0 2023-03-23 01:00:00 2023-03-23 01:05:00 1966.85 1967.47 1966.41 1966.56 141 24 0 2023-03-23 01:05:00 2023-03-23 01:10:00 1966.53 1966.91 1966.09 1966.53 143 24 0 2023-03-23 01:10:00 2023-03-23 01:15:00 1966.56 1968.3 1966.56 1967.56 209 24 0 2023-03-23 01:15:00 2023-03-23 01:20:00 1967.6 1968.05 1967.37 1967.8 112 24 0 2023-03-23 01:20:00 2023-03-23 01:25:00 1967.8 1967.82 1967.32 1967.4 147 24 0 2023-03-23 01:25:00 2023-03-23 01:30:00 1967.4 1967.4 1966.19 1966.71 197 24 0 2023-03-23 01:30:00 2023-03-23 01:35:00 1966.69 1968.38 1966.69 1968.37 125 25 0 2023-03-23 01:35:00 2023-03-23 01:40:00 1968.37 1968.37 1967.68 1967.98 107 22 0 2023-03-23 01:40:00 2023-03-23 01:45:00 1967.95 1970.09 1967.77 1969.83 238 24 0 2023-03-23 01:45:00 2023-03-23 01:50:00 1969.56 1969.56 1968.65 1968.97 199 24 0 2023-03-23 01:50:00 2023-03-23 01:55:00 1969.0 1969.59 1968.92 1969.49 64 24 0 2023-03-23 01:55:00
Just doing a quick visual scan of prices, it wouldn’t produce more than ~2% change, so your threshold of 5% would never be met. Change your percent_change
threshold value to 0.5 or 1 to see if that produces values. Also check to see if your wrapper Zizag1
function is sending in the full quote data, including close price.
My problem is that it is not like Trading View and it shows small peaks and valleys
I don’t think TradingView will pivot any better on this data, but I do understand the frequency of pivots issue and we plan to look at that in this issue https://github.com/DaveSkender/Stock.Indicators/issues/694, but that’s a separate problem describing above.
It sounds like we address the original concern here, so closing this one. Please submit a new issue if it’s different from the one mentioned here.
When using the zigzag indicator, only None is returned