ZigZag but no current leg for MTF analysis


Active Trader
May 12, 2020
Curious if anyone can shed light for me.

My goal is to create a quasi mtf zigzag by stacking different ZZ with different depths. HOWEVER, I would like the last leg of the ZigZag to connect to the ask rather than the last extremum.

The effect I would look for would be at a quick glance, I can see a shorter depth ZZ retracing into a larger ZZ leg forming a triangle.

Functionally, I think the code would store the last ZZ value, but would not plot it and instead plot the second-to-the-last ZZ and connect to ASK/BID.

Thanks in advance to anyone that can help!