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Hi Howard - you are on a roll
today.. 8 - )
How was the conference?
Steve
----- Original Message -----
Sent: Monday, February 25, 2008 11:40
AM
Subject: Re: [amibroker] plotting
tomorrow pivots
Hi Tony --
This is probably not the answer to all the
questions you asked, but here is afl code to plot the pivot points for
tomorrow one day
ahead.
----------------------------
//
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 Thu, Feb 21, 2008 at 3:24 PM, Tony < talcamo@xxxxxxxxx> wrote:
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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