zigzag

Syntax

zigzag(HL, [change=10], [percent=true], [retrace=false], [lastExtreme=true])

Details

zigzag is mainly used to filter values with smaller movements in HL. Only extreme points that satisfy the conditions will be output.

Parameters

HL is a numeric vector or a numeric matrix with two columns.

change (optional) is the minimum threshold for extreme value movement.

percent (optional) is a Boolean value indicating whether change is used as a percentage.

retrace (optional) is a Boolean value. The default value is false.

  • true: change represents a retracement of the previous move.

  • false: change represents the change between the extreme points.

Note: If percent=false, retrace can only take "false". Setting it to true has no effect.

lastExtreme (optional) is a Boolean value indicating whether to output the last point if multiple consecutive points have the same value. The default value is true.

Returns

If HL is a vector, return a vector with the same length as HL; if HL is a matrix, return a vector with the same number of rows as HL.

Examples

t = table(1.1 2.3 4.45 3.67 4.9 as `low, 1.3 2.8 4.9 3.73 6.28 as `high)
HL = matrix(t[`low], t[`high])
zz = zigzag(HL, change=10, percent=true, retrace=false, lastExtreme=true)
0 1 2 3 4
1.2 4.45 3.73 4.9 
HL = 1.2 3 3.1 14 14.5 14.7 25.0 17.8 19 10
zz = zigzag(HL, change=10, percent=true, retrace=false, lastExtreme=true)
0 1 2 3 4 5 6 7 8 9
1.2 25 10