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Check the AFL library online, there are a number of formulas for pivot.
Settlement price is the daily close.
Camarilla Pivots:
R4=C+(H-L)*(1.1)/2
R3=C+(H-L)*(1.1)/4
R2=C+(H-L)*(1.1)/6
R1=C+(H-L)*(1.1)/12
PP=(H+L+C)/3
S1=C-(H-L)*(1.1)/2
S2=C-(H-L)*(1.1)/4
S3=C-(H-L)*(1.1)/6
S1=4-(H-L)*(1.1)/12
--- In amibroker@xxxxxxxxxxxxxxx, A Zhou <bejoyful88@xxx> wrote:
>
> Hi,
>
> Further to what Tony wrote on this program, I would like to
> know how does AB able to capture the Settled Prices as reported
> in CME Globex or CBOT - End of the Day Settlement Prices.
>
> I realised that for Intraday Futures trading, Yesterday Settlement
Prices
> gave an accurate Pivot levels.
>
> Can Anyone help me on Camarilla Pivot Levels using Settlement Prices?
>
> Thanks
> abe
>
>
>
> ----- Original Message ----
> From: Tony <talcamo@xxx>
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Friday, February 22, 2008 6:24:22 AM
> Subject: [amibroker] plotting tomorrow pivots
>
> Hi,
> I am hoping to have someone point me in the correct direction.
> Below is my intraday code to compute tomorrows pivot points and
> S1,S2,S3
> R1,R2,R3
> In the title line of my intraday chart is displayed daily cummulative
> quotes for close open volume etc and tomorrows pivots.
> see code below
>
> even though my price graph is in 5 minute timeframe increments i
> switch to a daily time frame to compute yesterdays close, high and
> low and am able to compute the pivots for the following day correctly.
>
> i have 2 questions which i hope someone can answer:
> 1) i need to click twice on a bar to get the values to display on
> the title for price chart (the first click shows most of the fields
> as empty values). why? may i get around this?
> 2) i tried using the plot command(see last line of code). i expected
> a single straight line plotted on my intraday chart ( a different one
> for each day). But i think i cannot plot it correctly since each of
> the arrays is in daily timeframe rather than 5 minute timeframe(which
> is the display timeframe for the chart.) would populating an array
> with the same value for all the intraday timeframe fix the problem?
> which command do i use to do this? or is there a better way
>
> Thank you in advance for your help and consideration
> Tony
>
> // compute pivot points for next day when using intraday charts
> TimeFrameSet( inDaily ); // switch to daily frame
> OpenDailyYest = Ref(Open ,-1);
> CloseDailyYest = Ref(Close,-1) ;
> HighDailyYest = Ref(High ,-1);
> LowDailyYest = Ref(Low ,-1);
>
> OpenDaily = Open ;
> CloseDaily = Close ;
> HighDaily = High ;
> LowDaily = Low ;
> VolumeDaily= Volume;
> TimeFrameRestore( ) ; // restore time frame to original
>
> PP = (HighDailyYest + LowDailyYest + CloseDailyYest) / 3;
> R1 = (2 * PP) - LowDailyYest ;
> S1 = (2 * PP) - HighDailyYest ;
> R2 = PP + (R1 - S1);
> S2 = PP - (R1 - S1);
> R3 = HighDailyYest + 2*(PP - LowDailyYest );
> S3 = LowDailyYest - 2*(HighDailyYest - PP);
>
> Title = Name() + " " + Date() + " Close="+ WriteVal
> (CloseDaily ,5.2)+ "
> Days Open = "+ WriteVal (OpenDaily ,5.2)+ "
> Days Gain/Loss= "+ WriteVal ((closeDaily- ref(closeDaily, -1)),2.3) + "
> Days High = "+ WriteVal (HighDaily,5. 2)+ "
> Days Low = "+ WriteVal (LowDaily,5. 2)+ "
> Days Volume = "+ WriteVal (volumeDaily, 10.0)+"
> Days Range = "+ WriteVal (highDaily-lowDaily ,8.2)+"
> //DaysDelta= "+ WriteVal (close-open, 8.2)+"
> TomorrowPP= "+ WriteVal (PP,8.2)+"
> TomorrowS1= "+ WriteVal (S1,8.2)+"
> TomorrowS2= "+ WriteVal (S2,8.2)+"
> TomorrowS3= "+ WriteVal (S3,8.2)+"
> TomorrowR1= "+ WriteVal (R1,8.2)+"
> TomorrowR2= "+ WriteVal (R2,8.2)+"
> TomorrowR3= "+ WriteVal (R3,8.2) ;
> Plot (PP,"PP",colorRed) ;
>
>
>
>
>
>
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