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[Metastockusers] Re: PIVOTS [January 2004 TASC magazine]



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I have coded a few versions of these formulas:

{weekly pivot on daily bars}
ic:=ValueWhen(1,ROC(DayOfWeek(),1,$)<0,Ref(C,-1));
ih:=ValueWhen(1,ROC(DayOfWeek(),1,%)<0,HighestSince(2,ROC(DayOfWeek
(),1,%)<0,Ref(H,-1)));
il:=ValueWhen(1,ROC(DayOfWeek(),1,%)<0,LowestSince(2,ROC(DayOfWeek
(),1,%)<0,Ref(L,-1)));
mp1:=(ih+il+ic)/3;
r2:=mp1+(ih-il);
r1:=(mp1*2)-il;
s1:=(mp1*2)-ih;
s2:=mp1-(r1-s1);
r1;
r2;
s1;
s2

{monthly pivot on daily bars}
ic:=ValueWhen(1,ROC(DayOfMonth(),1,$)<0,Ref(C,-1));
ih:=ValueWhen(1,ROC(DayOfMonth(),1,%)<0,HighestSince(2,ROC(DayOfMonth
(),1,%)<0,Ref(H,-1)));
il:=ValueWhen(1,ROC(DayOfMonth(),1,%)<0,LowestSince(2,ROC(DayOfMonth
(),1,%)<0,Ref(L,-1)));
mp1:=(ih+il+ic)/3;
r2:=mp1+(ih-il);
r1:=(mp1*2)-il;
s1:=(mp1*2)-ih;
s2:=mp1-(r1-s1);
r1;
r2;
s1;
s2

{daily pivot on daily bars}
r2:=Typ()+(H-L);
r1:=(Typ()*2)-L;
s1:=(Typ()*2)-H;
s2:=Typ()-(r1-s1);
LastValue(Ref(r2,-1));
LastValue(Ref(s2,-1));
LastValue(Ref(r1,-1));
LastValue(Ref(s1,-1));


{daily pivot on intraday bars}
ic:=ValueWhen(1,ROC(DayOfWeek(),1,$)<>0,Ref(C,-1));
ih:=ValueWhen(1,ROC(Hour(),1,%)<0,HighestSince(2,ROC(Hour(),1,%)<0,Ref
(H,-1)));
il:=ValueWhen(1,ROC(Hour(),1,%)<0,LowestSince(2,ROC(Hour(),1,%)<0,Ref
(L,-1)));
mp1:=(ih+il+ic)/3;
r2:=mp1+(ih-il);
r1:=(mp1*2)-il;
s1:=(mp1*2)-ih;
s2:=mp1-(r1-s1);
r1;
r2;
s1;
s2;

{yearly pivot on daily bars}
ic:=ValueWhen(1,ROC(Month(),1,$)<0,Ref(C,-1));
ih:=ValueWhen(1,ROC(Month(),1,%)<0,HighestSince(2,ROC(Month(),1,%)
<0,Ref(H,-1)));
il:=ValueWhen(1,ROC(Month(),1,%)<0,LowestSince(2,ROC(Month(),1,%)
<0,Ref(L,-1)));
mp1:=(ih+il+ic)/3;
r2:=mp1+(ih-il);
r1:=(mp1*2)-il;
s1:=(mp1*2)-ih;
s2:=mp1-(r1-s1);
r1;
r2;
s1;
s2


Hope this helps...
Trader Joe





--- In Metastockusers@xxxxxxxxxxxxxxx, <uhehs@xxxx> wrote:
> Volume 22
> 
> Number 1
> 
>  
> 
> -----Original Message-----
> From: zenzen [mailto:zenzen@x...] 
> Sent: Sunday, December 28, 2003 11:16 PM
> To: Metastockusers@xxxxxxxxxxxxxxx
> Subject: [Metastockusers] RE: PIVOTS [January 2004 TASC magazine]
> 
>  
> 
> > Subject: PIVOTS [January 2004 TASC magazine]
> >
> > I have always had an interest in working with Pivots.  This 
article was my
> > reminder.
> 
> I don't get TASC, can someone tell me the issue/volume number of 
this pivot
> article? I want to buy the back issue PDF. Is it listed here?
> http://search.store.yahoo.com/cgi-bin/nsearch?follow-pro=1
> <http://search.store.yahoo.com/cgi-bin/nsearch?follow-
pro=1&vwcatalog=trader
> s> &vwcatalog=traders
> com&catalog=traderscom&query=pivot
> 
> Thanks,
> Craig.
> 
> 
> 
> 
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