[amibroker] Camarilla Pivot Points

["nunopires2001" <nunopires2001@xxxxxxxxx>]

Hi,

Anyone already backtested a system based on Camarilla Pivot Points?
I tryied with no sucess.
I would appreciate if someone can give me some hints.

Thanks!

__________________________
For now i am playing around dax indice, with 5minute data:

TimeFrameSet( inDaily );
R5 = (H/L)*C;
R4 = (((H/L)+P1)/(1+P1))*C;
R3 = (((H/L)+(1+2*P1))/(2+2*P1))*C;
R2 = (((H/L)+(1+4*P1))/(2+4*P1))*C;
R1 = (((H/L)+(1+8*P1))/(2+8*P1))*C;
S5 = C - (R5-C);
S4 = C - (R4-C);
S3 = C - (R3-C);
S2 = C - (R2-C);
S1 = C - (R1-C);


dailyS2=TimeFrameExpand( S2, inDaily );
dailyS3=TimeFrameExpand( S3, inDaily );
dailyR1=TimeFrameExpand( R1, inDaily );


//BuyPrice=0;
//PositionSize = 1000;
Buy = Cross( Open, dailyS3 );
//StopLoss = dailyS2;
//ApplyStop(1, 1, 100, True, True );

Sell= Cross(Ref(Open,1),dailyS2);



------------------------------------

**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

*********************
TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com
*********************

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html

*********************************
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/