Automatic Pivots Calculation - Help

[chloe31 10]

Hello,

 

I use the attached MC code to calculate the daily pivot points automatically. This calculation works very well when the session starts and ends in the same day (as an example, for futures on CAC40 (FCE), which opens at 8.00 am and closes at 10.00 pm in the same day). But for futures such as crude oil (CL), which opens at 6.00 pm and closes at 5.15 pm the next day, the automatic pivot points calculation does not work.

I would like to request your help to modify this code to take into account futures contracts whose session spreads on two days.

 

Thank you in advance for your help

Best regards,

 

Chloe

TTM DAILY PIVOTS.pla

[sevensa 10]

Plotting overnight high/low, that is a similar concept as they span two days, has been discussed before. Just search the forum for the examples and you should be able to adjust your code.

 

btw, I've noticed looking at your previous posts that the only time you post is when you need help installing, or modifying indicators. Everyone needs help sometimes, but forums are about give and take, not just about taking.

[BlowFish 10]

what sevensa said. I think the thread was called plotting globex highs and lows. Several interesting techniques where presented.

[chloe31 10]

Hello Sevensa,

 

I am realy sorry, but I am not very good at programming and my knowledge of the Easylanguage is limited. Therefore, it is very hard for me to provide help on the forum when people ask question related to coding. If I can help, I do it with great pleasure.

 

You wrote: " I've noticed looking at your previous posts that the only time you post is when you need help installing, or modifying indicators". I am sorry, but please look at my previous post again ! I posted two codes in the file TTM anchor, so I do not post only when I need help.

 

Chloe

[Tams 20]

what Sevensa said was, this is a community... don't treat people like your personal tech support. Don't just come here when you needed help, and disappear when you are done. Everybody has something to offer, even the newest newbie... nobody asks you to share something that you are not good at (eg EL)... but how about some TA insight? or what is your rationale for trying to achieve what you want to do? Many people on this forum are long term consistently profitable traders, I don't think we "need" your "grail". We are more interested in helping traders to move up on their own ladder. The best way to solicite "help" is to have a dialog... without disrespect, I can tell you, 99% of the "help request" leads to nowhere; people are either analyzing the wrong thing, of putting too much energy on deciphering something that gives very little high quality trading signals, or something that gives lots of low quality trading signals. If you see people asking a seemingly simple technical question, but nobody bothers to answer... that's not because we are too snobbish to answer... but because we don't want to waste your time...

Edited February 14, 2010 by Tams

[chloe31 10]

Hello Tams,

 

I really do not understand why you are so agressive against me: "Don't just come here when you needed help, and disappear when you are done". I come on this forum each day, not only when I need help. Last week, a member of this forum sent a mail to me to request help to install the TTM anchor. I tried to help him as much as possible, so I think i offer my help in that case.

 

what is your rationale for trying to achieve what you want to do ? I trade CL, ES, YM, FCE with pivots point approach. I discovered that the code I used to calculate the pivot points was wrong with futures contracts whose session spread on two days. So, I would like to modify this code in order to have a good calculation of the pivot points, which I use for my daily trading.

 

The best way to solicite "help" is to have a dialog... without disrespect. I fully agree with you Tams. So, what do I have to do to silicite your hep ?

 

Thank you in advance

 

Best regards

Chloe

[Tams 20]

nah... i am not aggressive against you... i have no need to

if my message was directed to you alone, i would have quoted you in my post.

this is a general message... it is the idea of community that i want to convey... a continuation of what sevensa was trying to say.

[Tams 20]

... So, what do I have to do to silicite your hep ?

 

Thank you in advance

 

Best regards

Chloe

 

 

I like to help people who want to help themselves...

not everyone like my style, which is fine with me and fine with them.

 

i realize not everybody can think in terms of programming languages,

i would code for people who absolutely cannot code.

but before we get into coding, I would like to see what you have tried...

 

 

(ps. if I were to hand it to you without your participation, I would have to charge you for it, wouldn't I?)

Edited February 14, 2010 by Tams

[BlowFish 10]

Take a look at the thread mentioned Chloe. I thought it was particularly good as a couple of programming novices came up with solutions. It was a good example of 'teach a man to fish'.

 

I do understand that a lot of traders will not want to expend energy programming and indicators.

[chloe31 10]

Hello,

 

Ok Tams and Blowfish. I will try to code something, but I do not know how to start !! I will read the thread you advise. I will see if I can find an idea.

 

Regards

Chloe

[Ranger 10]

Hi Chloe

 

Take a look at this simple code. It plots Camarilla Lines and Yesterdays OHLC(Open rem out)

 

Perhaps put this on your other contracts and if it works for you then you can modify the arithmetic to account for your pivots.

 

If you need some additional help - check me back!

 

{Plots previous day Hi/Low/Close - Open {x} Out below}

{Plots Camarilla Lines}

{Rev date 07Aug09}

 

variables:

var0( 0 ) ,

var1( 0 ) ,

var2( 0 ) ,

var3( 0 ) ,

var4( 0 ) ,

var5( 0 ) ,

var6( 0 ) ,

var7( 0 ) ,

var8( 0 ) ;

 

if Date <> Date[1] then

begin

 

var0 = var0 + 1 ;

var1 = var2 ;

var3 = var4 ;

var5 = var6 ;

var7 = Close[1] ;

var2 = Open ;

var4 = High ;

var6 = Low ;

end

else

begin

if High > var4 then

var4 = High ;

if Low < var6 then

var6 = Low ;

end ;

condition1 = var0 >= 2 and BarType < 3 ;

 

value10 = ((var3 - var5)*(1.1/2)) + var7 ; {H4}

value20 = ((var3 - var5)*(1.1/4)) + var7 ; {H3}

value30 = ((var3 - var5)*(1.1/6)) + var7 ; {H2}

value40 = ((var3 - var5)*(1.1/12)) + var7 ; {H1}

value50 = var7 - ((var3 - var5)*(1.1/12)) ;{L1}

value60 = var7 - ((var3 - var5)*(1.1/6)) ;{L2}

value70 = var7 - ((var3 - var5)*(1.1/4)) ;{L3}

value80 = var7 - ((var3 - var5)*(1.1/2)) ; {L4}

 

if condition1 then

 

begin

Plot1( var1, "Y-O" ) ;

Plot2( var3, "Y-H" ) ;

Plot3( var5, "Y-L" ) ;

Plot4( var7, "Y-C" ) ;

Plot10( value10, "H4" ) ;

Plot20( value20, "H3" ) ;

Plot30( value30, "H2" ) ;

Plot40( value40, "H1" ) ;

Plot50( value50, "L1" ) ;

Plot60( value60, "L2" ) ;

Plot70( value70, "L3" ) ;

Plot80( value80, "L4" ) ;

end ;

[chloe31 10]

Hello Ranger,

 

Thank you very much for you help, I really appreciated.

 

I tried your code on CL contract (Mar 10)

 

Today is Tuesday. So, the session on CL started at 6.00 pm (EST time) and will end on Wednesday at 5.15 pm (EST time).

The previous session started at 6.00 pm (EST time) on Monday and ended on Tuesday at 5.15 pm (EST time).

To calculate the pivot points, I need the High, the Low and the Close pf the session that started at 6.00 pm (EST time) on Monday and ended on Tuesday at 5.15 pm (EST time). These values are as follows:

- High = 74.36

- Low = 73.71

- Close = 73.96

 

I tried your code, but it seems that your pivots are calculated on a session that starts at 12 am and ends at 11.59 p.m the same day. Am I right ?

How can I modify it to calculate pivots on a session that starts at 6.00 pm (EST time) on Monday and ends on Tuesday at 5.15 pm (EST time) ?

 

Many thanks in advance for your help

 

Bets regards,

Chloe

[sevensa 10]

Hello Ranger,

 

Thank you very much for you help, I really appreciated.

 

I tried your code on CL contract (Mar 10)

 

Today is Tuesday. So, the session on CL started at 6.00 pm (EST time) and will end on Wednesday at 5.15 pm (EST time).

The previous session started at 6.00 pm (EST time) on Monday and ended on Tuesday at 5.15 pm (EST time).

To calculate the pivot points, I need the High, the Low and the Close pf the session that started at 6.00 pm (EST time) on Monday and ended on Tuesday at 5.15 pm (EST time). These values are as follows:

- High = 74.36

- Low = 73.71

- Close = 73.96

 

I tried your code, but it seems that your pivots are calculated on a session that starts at 12 am and ends at 11.59 p.m the same day. Am I right ?

How can I modify it to calculate pivots on a session that starts at 6.00 pm (EST time) on Monday and ends on Tuesday at 5.15 pm (EST time) ?

 

Many thanks in advance for your help

 

Bets regards,

Chloe

 

Doesn't the thread we referred you to, explains exactly that with Globex High/Low? Other than wanting someone to write the code for you, since the answer was already provided, I am not sure what more you are looking for?

[chloe31 10]

Sevensa,

 

I am really sorry but:

 

1) today, I have no time to go to the Thread you advise me.

2) Ranger wrote: If you need some additional help - check me back!, that is the reason why I asked him my question: How can I modify it to calculate pivots on a session that starts at 6.00 pm (EST time) on Monday and ends on Tuesday at 5.15 pm (EST time) ?

 

I will try to code something based on the Thread you advise me, but not before this week-end.

 

Chloe

[Ranger 10]

Hi Chloe

 

Oh Boy ... you may need to renew your fan base. Perhaps send them chocolate chip cookies or hemlock ;o)

 

OK, I understand the issue more clearly .... let me see, if I can help you.

 

Cheers!!! michael

[BlowFish 10]

Chloe I think the reason people are reticent is that you are expecting them to spend time to help but you are "too busy" to try to help yourself. I guess you can see how this might look lazy? If you are too busy to devote any time to this then perhaps you should wait until you have half an hour or so to spare?

 

The thread has the answers you seek. If you have difficulty understanding them then I am sure people will help you. They are unlikely to help if you have not done anything to help yourself. Actually strike that, looks like you have got ranger to waste there time re-inventing the wheel for you.

[statsign 10]

added inputs for session times

{Plots previous day Hi/Low/Close - Open {x} Out below}
{Plots Camarilla Lines}
{Rev date 07Aug09}


input: SessStart(1803),SessEND(1615);

variables:
var0( 0 ) ,
var1( 0 ) ,
var2( 0 ) ,
var3( 0 ) ,
var4( 0 ) ,
var5( 0 ) ,
var6( 0 ) ,
var7( 0 ) ,
var8( 0 ) ,
SessReset( False ) ,
CamarillaReset( False ) ;


SessReset = t = SessEnd;
CamarillaReset = t = SessStart;

if SessReset then
begin

var0 = var0 + 1 ;
var1 = var2 ;
var3 = var4 ;
var5 = var6 ;
var7 = Close;
end;

if CamarillaReset then
begin

var2 = Open ;
var4 = High ;
var6 = Low ;
end

else
begin
if High > var4 then
var4 = High ;
if Low < var6 then
var6 = Low ;
end ;
condition1 = var0 >= 2 and BarType < 3 ;

value10 = ((var3 - var5)*(1.1/2)) + var7 ; {H4}
value20 = ((var3 - var5)*(1.1/4)) + var7 ; {H3}
value30 = ((var3 - var5)*(1.1/6)) + var7 ; {H2}
value40 = ((var3 - var5)*(1.1/12)) + var7 ; {H1}
value50 = var7 - ((var3 - var5)*(1.1/12)) ;{L1}
value60 = var7 - ((var3 - var5)*(1.1/6)) ;{L2}
value70 = var7 - ((var3 - var5)*(1.1/4)) ;{L3}
value80 = var7 - ((var3 - var5)*(1.1/2)) ; {L4}

if condition1 then

begin
Plot1( var1, "Y-O" ) ;
Plot2( var3, "Y-H" ) ;
Plot3( var5, "Y-L" ) ;
Plot4( var7, "Y-C" ) ;
Plot10( value10, "H4" ) ;
Plot20( value20, "H3" ) ;
Plot30( value30, "H2" ) ;
Plot40( value40, "H1" ) ;
Plot50( value50, "L1" ) ;
Plot60( value60, "L2" ) ;
Plot70( value70, "L3" ) ;
Plot80( value80, "L4" ) ;
end ;

[Ranger 10]

Chloe I think the reason people are reticent is that you are expecting them to spend time to help but you are "too busy" to try to help yourself. I guess you can see how this might look lazy? If you are too busy to devote any time to this then perhaps you should wait until you have half an hour or so to spare?

 

The thread has the answers you seek. If you have difficulty understanding them then I am sure people will help you. They are unlikely to help if you have not done anything to help yourself. Actually strike that, looks like you have got ranger to waste there time re-inventing the wheel for you.

Blow Fish

 

Actually Blow Fish, if I consider it time well spent, how can you judge from me that it's a waste of my time? If I can help Chloe, I will and thanks for mentioning the link again... I'll check it.

 

Anyway, I know that you're a good contributor as are the others and thanks for the comments.

 

And it's Ranger not ranger.

[chloe31 10]

Hello Everybody,

 

@Blowfish,

 

I have well understood your message. As I have already written, I will try to work this week-end in order to code something, based on your inputs (threat ,..).

Nevertheless, can you tell me what is the interest to have a coding forum here if we cannot request help for coding without being critisized ?

 

@Ranger,

 

Many thanks for your help, but I do not want you to sprend a lot of time on this code. I do not want you to waste you time. I do not know how to thank you !

 

@ Statsign,

 

Thank you very much for having modified the code coming from Ranger. I do not know how to thank you !

I will try this code this week-end, and I will try to code something.

I will keep you informed.

 

Thank you a lot !

Best regards

Chloe

[BlowFish 10]

Blow Fish

 

Actually Blow Fish, if I consider it time well spent, how can you judge from me that it's a waste of my time? If I can help Chloe, I will and thanks for mentioning the link again... I'll check it.

 

Anyway, I know that you're a good contributor as are the others and thanks for the comments.

 

And it's Ranger not ranger.

 

Edit: I should say this is not to chastise Chloe, they seem to have had the brunt of it recently Simply in response to Ranger.

 

It's your time do as you please with it If you will learn something from it great. If you want to help someone that is to 'busy' to help themselves that is fine too.

 

The aforementioned thread has 2 or 3 (or maybe more) solutions to the problem presented.

 

Give a man a fish and you feed him for a day teach a man to fish and you feed him for life. You can lead a horse to water but you can not make him drink. Ok enough of the proverbs already.

 

I would have posted code that plot pivots, mid points, labels, price labels, irregular sessions, split sessions, multiple sessions (e.g. 2.5 days 5 days) weekly pivots, monthly pivots, etc. etc. Unfortunately I am a little busy right now.

Edited February 18, 2010 by BlowFish

[chloe31 10]

Blowfish,

 

You are a very funny guy !!

For your information, yesterday, I spent 2 hours from 1 amto 3 am, trying to find a solution to my problem, but with no succes. I am not as good as you at coding

 

I will try again this week end.

So, please stop writting this kind of sentence "someone that is to 'busy' to help themselves ", as it is absolutly wong for me. How can you judge me, you do not know me !!

 

Best regards,

Chloe

[Tams 20]

this is funny

really funny

 

i am not trying to be sarcastic,

i am not a programmer, i know the pain you are going through.

 

but if you would just stop banging your head... and R-E-A-D,

you will find that the 2 really nice regular contributors here

have already given you the answer to your problem in post #2 and post #3.

(or should I say, pointed you to the right direction)

 

in case you still don't understand what they are talking about,

let me paraphrase...

 

Your request is not unique, nor was it asked the first time.

Various methods have been discussed.

The solution to your quest has already been DONE.

The code is posted in the "thread".

You can adjust it to meet your need.

The name of the thread is called "plotting globex highs and lows" or something like that...

Furthermore, there are several interesting approach to solve the problem,

and they are all presented in the thread.

 

hope the above helps

Edited February 18, 2010 by Tams

[chloe31 10]

Tams,

 

I have well understood your advise. I fully agree with you. Let me read the thread this week-end. I will keep you informed next week.

 

Thank you,

 

Regards,

Chloe

[Ranger 10]

this is funny

really funny

 

i am not trying to be sarcastic,

i am not a programmer, i know the pain you are going through.

 

but if you would just stop banging your head... and R-E-A-D,

you will find that the 2 really nice regular contributors here

have already given you the answer to your problem in post #2 and post #3.

(or should I say, pointed you to the right direction)

 

in case you still don't understand what they are talking about,

let me paraphrase...

 

Your request is not unique, nor was it asked the first time.

Various methods have been discussed.

The solution to your quest has already been DONE.

The code is posted in the "thread".

You can adjust it to meet your need.

The name of the thread is called "plotting globex highs and lows" or something like that...

Furthermore, there are several interesting approach to solve the problem,

and they are all presented in the thread.

 

hope the above helps

Tams

 

Gone through allot of your programming solutions and excellent tips.

 

You do nice work!

[Ranger 10]

Statsign

 

thanks for the modifications - glad you were able to help chloe.

 

Ranger

 

 

 

 

 

 

added inputs for session times

{plots previous day hi/low/close - open {x} out below}
{plots camarilla lines}
{rev date 07aug09}


input: Sessstart(1803),sessend(1615);

variables:
Var0( 0 ) ,
var1( 0 ) ,
var2( 0 ) ,
var3( 0 ) ,
var4( 0 ) ,
var5( 0 ) ,
var6( 0 ) ,
var7( 0 ) ,
var8( 0 ) ,
sessreset( false ) ,
camarillareset( false ) ;


sessreset = t = sessend;
camarillareset = t = sessstart;

if sessreset then
begin

var0 = var0 + 1 ;
var1 = var2 ;
var3 = var4 ;
var5 = var6 ;
var7 = close;
end;

if camarillareset then
begin

var2 = open ;
var4 = high ;
var6 = low ;
end

else
begin
if high > var4 then
var4 = high ;
if low < var6 then
var6 = low ;
end ;
condition1 = var0 >= 2 and bartype < 3 ;

value10 = ((var3 - var5)*(1.1/2)) + var7 ; {h4}
value20 = ((var3 - var5)*(1.1/4)) + var7 ; {h3}
value30 = ((var3 - var5)*(1.1/6)) + var7 ; {h2}
value40 = ((var3 - var5)*(1.1/12)) + var7 ; {h1}
value50 = var7 - ((var3 - var5)*(1.1/12)) ;{l1}
value60 = var7 - ((var3 - var5)*(1.1/6)) ;{l2}
value70 = var7 - ((var3 - var5)*(1.1/4)) ;{l3}
value80 = var7 - ((var3 - var5)*(1.1/2)) ; {l4}

if condition1 then

begin
plot1( var1, "y-o" ) ;
plot2( var3, "y-h" ) ;
plot3( var5, "y-l" ) ;
plot4( var7, "y-c" ) ;
plot10( value10, "h4" ) ;
plot20( value20, "h3" ) ;
plot30( value30, "h2" ) ;
plot40( value40, "h1" ) ;
plot50( value50, "l1" ) ;
plot60( value60, "l2" ) ;
plot70( value70, "l3" ) ;
plot80( value80, "l4" ) ;
end ;