Pivot Points

[InvGrp2]

I have an existing Pivot Point study that Alex helped me write (he actually wrote all of it) and it works great in the ES and NQ but doesn't seem to work on the ZN.

I use 24 hour data but the pivots are only calculated off RTH numbers.

Hope some can help.

Bruce

[eSignal_JasonK]

Hello Bruce,

Seems to be working fine here. What problems are you having with it?

[InvGrp2]

Yes, thanks it is working.

I re-booted and it took care of the problem (forgot to post it was fine).

Bruce

[InvGrp2]

There still seems to be a problem with the PP when I load the study on ZN.

I use 24 hr data but ONLY want the PP to be calculated off the day session's yH/yL/yC but it seems to be using the 24hr data's yH/yL/yC.

Any help would be appreciated.

Bruce

P.S. original study was done by Alex

[eSignal_JasonK]

Hello Bruce,

ZN doesn't have a day session only symbol equivalent to ES #F=2 for example. The HLC data will be based on ZN #F, D. I don't think there is an easy way to filter the data to reflect the time frame you want.

[InvGrp2]

Jason:

Thanks for the info.

Also, how would I go about modifying this study to do the PP on GB Z3-DT?

Bruce

[eSignal_JasonK]

Hello Bruce,

The attached should work for you. Notice the changes I made to the ALLBARS code block that sets up the value for vSymbol.

function main() {
    // initialize upon first loading formula
    if(getBarState() == BARSTATE_ALLBARS) { 
        vInterval = getInterval();
        vSymbol = getSymbol().toUpperCase();

        // for RTH, eg, to convert, ES Z2 to ES Z2=2
        var rootSymbol = vSymbol.substring(0,3);
        if (rootSymbol == "ES " || rootSymbol == "NQ " ) { 
            if ( vSymbol.indexOf("=2") == -1 ) {
                vSymbol += "=2";
                vSymbol += ",D";
                return null;
            }
        } else if (rootSymbol == "TY " || rootSymbol == "ZN ") { 
            if ( vSymbol.indexOf("=2") == -1 ) {
                vSymbol += ",D";
                return null;
            }
        } else {
            vSymbol += ",D";
            return null;
        }
    } 

[InvGrp2]

Jason:

Thanks for the modification.

The reason I asked for the modification is that I've recently started looking at the Bund and DAX and was wondering since their starting times are different than US indices is there anyway to put a start clock and an ending clock to calculate the pivots.

I.E.: on the Bund (GB) it starts ate 23:00 so its off a bit if the high/low is reached during that one hour before 24:00.

The Dax (AX) is ok since it starts at 24:00.

Appreciate any help you can offer.

Bruce