zigzag

Syntax

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

Details

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.

Details

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

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