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Re: [amibroker] Pivots for Futures



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Thx Howard but I've got that already.  The problem is that the H, L and C are coming from a 12midnight to 12 midnight day and I'd like a 7:15pm to 5 pm day as per the trading day of the YM future.  You see my problem?
 
 
----- Original Message -----
From: Howard B
Sent: Tuesday, June 26, 2007 12:46 PM
Subject: Re: [amibroker] Pivots for Futures

Here is one method of calculating Pivot Points.

//----------------------------------------------------

//    PivotPoints.afl
//
//    Traditional pivot points.
//    Thought by some to indicate levels of support
//    and resistance.
//R2 = P + (H - L) = P + (R1 - S1)
//R1 = (P x 2) - L
//P = (H + L + C) / 3
//S1 = (P x 2) - H
//S2 = P - (H - L) = P - (R1 - S1)
P = (H + L + C) / 3;
R1 = (P * 2) - L;
S1 = (P * 2) - H;
R2 = P + (R1 - S1); // P + (H - L)
S2 = P - (R1 - S1); // P - (H - L)
Plot(C,"C",colorBlack,styleCandle);
//    Displace the plot of the pivot points one bar
//    to the right.
//    Pivot points are based on the current bar,
//    but are thought to provide indication of
//    support and resistance for the next bar.
//   
Displace=1;
Plot(R2,"R2",colorRed,styleLine,0,0,Displace);
Plot(R1,"R1",colorPink,styleLine,0,0,Displace);
Plot(P,"P",colorBlue,styleLine,0,0,Displace);
Plot(S1,"S1",colorPaleGreen,styleLine,0,0,Displace);
Plot(S2,"S2",colorGreen,styleLine,0,0,Displace);
//Figure 8.5 Pivot Points

//------------------------------------------

Thanks,
Howard
www.quantitativetradingsystems.com


On 6/25/07, jjj_98 <jjj_98@xxxxxxcom> wrote:

Does anyone know if there is any code for pivots for futures? What I
mean is for futures, say the Dow mini for example, the pivots are
generally calculated based on 6:15pm Open and 5 pm Close (the following
day). I assume that there is code for this already but have not been
able to find it. Hopefully there is otherwise a few days of programming
in the works for me.

thx,

Fred


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