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Published code Nonparametric Zig Zag, Out of Price Walk
Nonparametric zigzag. The monotonicity condition for the ascending segment of the zigzag: the High of the any subsequent bar should not be lower than any Low of the ascending segment.
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Vitali
Published code Nonparametric Zig Zag, A-la Clyde Lee Patterns
Nonparametric ZigZag, based on the "a-la Clyde Lee Patterns".
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