StockFetcher Forums · Filter Exchange · camarilla pivot help<< >>Post Follow-up
gpatte
6 posts
msg #66589
Ignore gpatte
8/23/2008 12:26:19 PM

can someone help me convert this to SF

H4 = [1.1*(H-L)/2]+C
H3 = [1.1*(H-L)/4]+C
H2 = [1.1*(H-L)/6]+C
H1 = [1.1*(H-L)/12]+C

L1 = C-[1.1*(H-L)/12]
L2 = C-[1.1*(H-L)/6]
L3 = C-[1.1*(H-L)/4]
L4 = C-[1.1*(H-L)/2]


Where:
H = Days high
L = Days low
C = Days Close

just messing around with it and want to add crosses and moves past pivot points and see how accurate/close they are with resistance levels on charts with ma/bb/ etc...



macer
22 posts
msg #66591
Ignore macer
8/23/2008 12:52:39 PM

Try here

alf44
2,025 posts
msg #66597
Ignore alf44
modified
8/23/2008 3:41:12 PM

gpatte...try this:

--------------------------------------------------
I think...this is the basic SF code for calculating Camarilla Pivots:

set{C, close}
set{Range, day point range * 1.1}
set{R4, Range / 2}
set{R3, Range / 4}
set{R2, Range / 6}
set{R1, Range / 12}
set{S1, Range / 12}
set{S2, Range / 6}
set{S3, Range / 4}
set{S4, Range / 2}

/*Camarilla Resistance*/
set{CR4, C + R4}
set{CR3, C + R3}
set{CR2, C + R2}
set{CR1, C + R1}

/*Camarilla Support*/
set{CS1, C - S1}
set{CS2, C - S2}
set{CS3, C - S3}
set{CS4, C - S4}

-----------------------------------------------------------

This is compliments of our old SF buddy "nikoschopen" !

FWIW...niko used "Range 1 day ago" and "Close 1 day ago" in his filters...because he was prolly running his filter during Market Hours and wanted to show the pivots based on H/L/C of yesterday.

I changed that in the code I posted above.


You can find niko's original Camarilla stuff here:

http://forums.stockfetcher.com/sfforums/?q=view&fid=1010&tid=52359&qrid=


Regards,

alf44


alf44
2,025 posts
msg #66599
Ignore alf44
8/23/2008 4:22:43 PM

Just as an example for you to see...I applied the above stuff along with column info to the NASDAQ 100 !!!

--------------------------------------------------------

Fetcher[/* Camarillo Pivot Scan */

set{C, close}
set{Range, day point range * 1.1}
set{R4, Range / 2}
set{R3, Range / 4}
set{R2, Range / 6}
set{R1, Range / 12}
set{S1, Range / 12}
set{S2, Range / 6}
set{S3, Range / 4}
set{S4, Range / 2}

/*Camarilla Resistance*/
set{CR4, C + R4}
set{CR3, C + R3}
set{CR2, C + R2}
set{CR1, C + R1}

/*Camarilla Support*/
set{CS1, C - S1}
set{CS2, C - S2}
set{CS3, C - S3}
set{CS4, C - S4}

Market is NASDAQ 100

add column separator
add column Range{Range}
add column separator
add column CR4
add column CR3
add column CR2
add column CR1
add column separator
add column PP
add column separator
add column CS1
add column CS2
add column CS3
add column CS4
add column separator
]



gpatte
6 posts
msg #66602
Ignore gpatte
8/23/2008 6:22:29 PM

Thanks a bunch, need a little more help, having trouble with normal floor pivot with columns to show imfo. wanted to go out to 3 points but can't get it to work. any assistance would be appreciated.

Thanks
Gary


set{Pivot , PP}
set{C, close}
R3 = High + 2 * (PP - Low)
R2 = PP + (R1 - S1)
R1 = (2 * PP) - Low
PP = (High + Low + Close)/3
S1 = (2 * PP ) - High
S2 = PP - (R1 - S1)
S3 = Low - 2 * (High - PP)

add column separator
add column R3
add column R2
add column R1
add column PP
add column S1
add column S2
add column S3
add column separator

draw price line at C
draw price line at R3
draw price line at R2
draw price line at R1
draw price line at PP
draw price line at S1
draw price line at S2
draw price line at S3

price between 5 and 20
vol(30) above 250000
chart-time 20 days
ma(8) gaining 2 days






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