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Calculating Pivots on DAX via Previous Close

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  • #16
    Hi Ser_E,

    Thanks for sending on the corrections. I've entered them into the formula but it still seems to be returning pivot values on the basis of the settlement price. I've attached a revised EFS study with your correction. Many thanks for your help with this.
    Attached Files

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    • #17
      asiatrader1,

      You did everything fine except that you have a small letter instead of big letter.

      Change the vclose to vClose. I checked that and It's working.

      Make it look like that:
      Code:
      var vClose = close(-1);
      Do you know where to find the DAX prev close price on eurexchange website ?

      I only found this page: Equity Index Derivatives - FDAX But it only shows the "DailySettlemPrice". I just want more source of information except eSignal's last intraday bar close.

      Kind Regards,
      ser-E

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      • #18
        Hi Ser_E,

        Changed the code as you said but still no joy. I trade off a tick chart but can't get it to load on an intraday chart either. Any chance you attach a file of the efs you are using?

        If you go to this link at the Eurex website you can get the daily prices etc. for the DAX:


        Cheers

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        • #19
          asiatrader1,

          Thank you for the link.

          I downloaded the file you attached, Changed only the letter c to C and It's working here on a 15minutes advanced chart with the symbol: ET 1!-DT

          Unfortunately I'm not allowed to upload the EFS I'm using due to copyright.

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          • #20
            Hi ser_E,

            Double checked everything again and tried again on both 15 min ET 1!-DT and ET M8-DT 199T and still no joy. I'm at a dead end now.

            As we said previously, we wouldn't have to go through exercises like this if eSignal used the correct closing price in the first place for Eurex contracts or listened to their customers and gave them the ability to choose between actual close or settlement.

            Thanks again for all your help, it was much appreciated.

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            • #21
              asiatrader1, You Welcome.

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