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Hi,
Could someone help me here. I've been trying to find a formula for
Camarilla pivot, and have'nt been successful so far. I'm new to AFL,
and am trying to write one myself.
But in the meantime, if there's something already available, please
let me know.
thanks
Ramesh
--- In amibroker@xxxxxxxxxxxxxxx, "bilbo0211" <bilbod@xxx> wrote:
>
> 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@> 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@>
> > 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) ;
> >
> >
> >
> >
> >
> >
>
____________________________________________________________________________________
> > Be a better friend, newshound, and
> > know-it-all with Yahoo! Mobile. Try it now.
> http://mobile.yahoo.com/;_ylt=Ahu06i62sR8HDtDypao8Wcj9tAcJ
> >
>
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