Upgrade to a high and low price calculation is even better

[traddo]

Generally, ZigZag is calculated using the high and low prices in the candle diagram. How can code be applied to high and low prices? If high and low prices are calculated separately and combined, the performance will be much lower.

[quantfiction]

+1 for this

[HumanRupert]

I think I've got time to implement this; should I make a PR, @jbn?

[pepeto]

Is there any implementation of this? Please share. Thank you!!!

[flowtrader2016]

See https://github.com/jbn/ZigZag/issues/11

[jbn]

I've been pretty burnt out on all my OSS stuff but my brain is recovering. I'm going to try and integrate @flowtrader2016 work this weekend. Sorry for the...checks notes...multi year delay

[jbn]

Without having read the fixes proposed yet, my concern at the time of initial implementation was: you don't know if the high came before the low in the day, so there can be some temporal issues? Not sure if that is correct though gotta think about it

[jbn]

Okay, took longer than expected, but I upgraded the build system so it's not a pain to develop on. New version is now 0.3.0. Seems like this is an old feature request. (E.g. https://github.com/jbn/ZigZag/pull/1) IIRC, I didn't implement this because there is an ambiguity with which came first the high or the low and under some circumstances, that requires a careful decision.

Now that I have the build system set up, I'll see what i can add.