The Zig Zag and Lastvalue()Trap
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The Zig Zag indicator (see Zig Zag) uses 20/20 hindsight to filter out fluctuations. It shows only price movements that are equal to or greater than the amount specified. However, the Zig Zag indicator determines this "after the fact" (an advantage a trader doesn't have). With that said, be careful about using the Zig Zag indicator in a system test. It will produce results that are not attainable in real trading.
The Lastvalue() function (see Last Value in Data Array) can see into the future in that it returns the last value of a data array. For example, a system test could be written that bases a trade on a future price or indicator value—something unattainable in real-life. Although it has value for things like pattern recognition, it should rarely (if ever) be used in a system test, as it will provide the system test with unattainable information.