Thread: ZigZag with pivotal data

Looking for a standard ZigZag that displays swing data at each pivot. The purpose is automate data collection for further crunching in excel.

Data to be displayed on chart:
1. Price at Pivot high or low
2. previous swing time count in minutes
3. previous swing price count in pips

Another option - output to excel of all pivotal data.
This is for pivotal data study as well as live trading calculations.
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Important - time count should reference M1 data for better accuracy and should count minute of last pivot + minutes between last and previous pivot, but exclude the minute of the previous pivot. (clarification) I have seen the difference it makes in calculations. precise measurement is important.

Wrote simple EA for the similar task (collect reversal points info). Not use ZZ indicators, but analize tick data (not bars), so you need max full history data for your period, every tick mode, M5 in strategy tester. glReversRangePips - like "sensitivity", while price do not go glReversRangePips against trend - revers point not counted. So, less glReversRangePips -> more reversal points. Data saved in tester/files dir. Filename, for example, EURUSD_220.txt (Symbol_glReversRangePips). Saved data order (tab-delimited):
- reversal point (RP) date/time
- RP price
- up/down direction (before RP)
- revers confirmation (RC) date/time
- RC price
- glReversRangePips in your broker digits

All prices = Ask

Hope it can be useable