Okay so here is the ‘fixed’ code. It now correctly identifies the pivot directly above and below the last close. I am now trying to find the pivot levels two levels above an below the code. The logic I am now following is that I am measuring against either PivotAbove or PivotBelow instead of close. When graphed the results are correct here and there but often it either makes PivotAbove2 = PivotAbove or PivotBelow2 = PivotBelow
Defparam cumulateorders = False
//pivot calculations
Timeframe(Monthly)
MHigh = high[1]
MClose = close[1]
MLow = low[1]
MPivot = (MHigh + MLow + MClose)/3 //Monthly Pivot Calculation
MR1 = MPivot*2-MLow
MS1 = MPivot*2-MHigh
MR2 = MPivot+(MHigh-MLow)
MS2 = MPivot-(MHigh-MLow)
MR3 = MHigh+(2*(MPivot-MLow))
MS3 = MLow-(2*(MHigh-MPivot))
Timeframe(Weekly)
WHigh = high[1]
WClose = close[1]
WLow = low[1]
WPivot = (WHigh + WLow + WClose)/3 //Weekly Pivot Calculation
WR1 = WPivot*2-WLow
WS1 = WPivot*2-WHigh
WR2 = WPivot+(WHigh-WLow)
WS2 = WPivot-(WHigh-WLow)
WR3 = WHigh+(2*(WPivot-WLow))
WS3 = WLow-(2*(WHigh-WPivot))
TImeframe(Default)
If dayofweek = 1 Then
DPivot = (DHigh(2) + DLow(2) + DClose(2))/3 //Daily Pivot Calculation
DR1 = DPivot*2-Dlow(2)
DS1 = DPivot*2-DHigh(2)
DR2 = DPivot+(DHigh(2)-DLow(2))
DS2 = DPivot-(DHigh(2)-DLow(2))
DR3 = DHigh(2)+(2*(DPivot-DLow(2)))
DS3 = DLow(2)-(2*(DHigh(2)-DPivot))
Else
DPivot = (DHigh(1) + DLow(1) + DClose(1))/3 //Daily Pivot Calculation
DR1 = DPivot*2-Dlow(1)
DS1 = DPivot*2-DHigh(1)
DR2 = DPivot+(DHigh(1)-DLow(1))
DS2 = DPivot-(DHigh(1)-DLow(1))
DR3 = DHigh(1)+(2*(DPivot-DLow(1)))
DS3 = DLow(1)-(2*(DHigh(1)-DPivot))
EndIf
//If MR1 + MS1 + MR2 + MS2 + MR3 + MS3 + Mpivot + WR1 + WS1 + WR2 + WS2 + WR3 + WS3 + Wpivot + DR1 + DS1 + DR2 + DS2 + DR3 + DS3 + Dpivot = 0 Then
//EndIf
//Find Pivot One Level Above and Below Close
If MR1 > close Then
MR1Above = MR1
MR1Below = 0
ElsIf MR1 < close Then
MR1Below = MR1
MR1Above = 100000
EndIf
If MS1 > close Then
MS1Above = MS1
MS1Below = 0
ElsIf MS1 < close Then
MS1Below = MS1
MS1Above = 100000
EndIf
If MR2 > close Then
MR2Above = MR2
MR2Below = 0
ElsIf MR2 < close Then
MR2Below = MR2
MR2Above = 100000
EndIf
If MS2 > close Then
MS2Above = MS2
MS2Below = 0
ElsIf MS2 < close Then
MS2Below = MS2
MS2Above = 100000
EndIf
If MR3 > close Then
MR3Above = MR3
MR3Below = 0
ElsIf MR3 < close Then
MR3Below = MR3
MR3Above = 100000
EndIf
If MS3 > close Then
MS3Above = MS3
MS3Below = 0
ElsIf MS3 < close Then
MS3Below = MS3
MS3Above = 100000
EndIf
If MPivot > close Then
MPivotAbove = MPivot
MPivotBelow = 0
ElsIf MPivot < close Then
MPivotBelow = MPivot
MPivotAbove = 100000
EndIf
If WR1 > close Then
WR1Above = WR1
WR1Below = 0
ElsIf WR1 < close Then
WR1Below = WR1
WR1Above = 100000
EndIf
If WS1 > close Then
WS1Above = WS1
WS1Below = 0
ElsIf WS1 < close Then
WS1Below = WS1
WS1Above = 100000
EndIf
If WR2 > close Then
WR2Above = WR2
WR2Below = 0
ElsIf WR2 < close Then
WR2Below = WR2
WR2Above = 100000
EndIf
If WS2 > close Then
WS2Above = WS2
WS2Below = 0
ElsIf WS2 < close Then
WS2Below = WS2
WS2Above = 100000
EndIf
If WR3 > close Then
WR3Above = WR3
WR3Below = 0
ElsIf WR3 < close Then
WR3Below = WR3
WR3Above = 100000
EndIf
If WS3 > close Then
WS3Above = WS3
WS3Below = 0
ElsIf WS3 < close Then
WS3Below = WS3
WS3Above = 100000
EndIf
If WPivot > close Then
WPivotAbove = WPivot
WPivotBelow = 0
ElsIf WPivot < close Then
WPivotBelow = WPivot
WPivotAbove = 100000
EndIf
If DR1 > close Then
DR1Above = DR1
DR1Below = 0
ElsIf DR1 < close Then
DR1Below = DR1
DR1Above = 100000
EndIf
If DS1 > close Then
DS1Above = DS1
DS1Below = 0
ElsIf DS1 < close Then
DS1Below = DS1
DS1Above = 100000
EndIf
If DR2 > close Then
DR2Above = DR2
DR2Below = 0
ElsIf DR2 < close Then
DR2Below = DR2
DR2Above = 100000
EndIf
If DS2 > close Then
DS2Above = DS2
DS2Below = 0
ElsIf DS2 < close Then
DS2Below = DS2
DS2Above = 100000
EndIf
If DR3 > close Then
DR3Above = DR3
DR3Below = 0
ElsIf DR3 < close Then
DR3Below = DR3
DR3Above = 100000
EndIf
If DS3 > close Then
DS3Above = DS3
DS3Below = 0
ElsIf DS3 < close Then
DS3Below = DS3
DS3Above = 100000
EndIf
If DPivot > close Then
DPivotAbove = DPivot
DPivotBelow = 0
ElsIf DPivot < close Then
DPivotBelow = DPivot
DPivotAbove = 100000
EndIf
PivotAbove = min(min(min(min(min(min(min(min(min(min(min(min(min(min(min(min(min(min(min(min(MR1Above,MS1Above),MR2Above),MS2Above),MR3Above),MS3Above),MPivotAbove),WR1Above),WS1Above),WR2Above),WS2Above),WR3Above),WS3Above),WPivotAbove),DR1Above),DS1Above),DR2Above),DS2Above),DR3Above),DS3ABove),DPivotAbove)
PivotBelow = max(max(max(max(max(max(max(max(max(max(max(max(max(max(max(max(max(max(max(max(MR1Below,MS1Below),MR2Below),MS2Below),MR3Below),MS3Below),MPivotBelow),WR1Below),WS1Below),WR2Below),WS2Below),WR3Below),WS3Below),WPivotBelow),DR1Below),DS1Below),DR2Below),DS2Below),DR3Below),DS3Below),DPivotBelow)
//Find Pivot Two Levels Above and Below Close
If MR1 > PivotAbove Then
MR1Above2 = MR1
MR1Below2 = 0
ElsIf MR1 < PivotBelow Then
MR1Below2 = MR1
MR1Above2 = 100000
EndIf
If MS1 > PivotAbove Then
MS1Above2 = MS1
MS1Below2 = 0
ElsIf MS1 < PivotBelow Then
MS1Below2 = MS1
MS1Above2 = 100000
EndIf
If MR2 > PivotAbove Then
MR2Above2 = MR2
MR2Below2 = 0
ElsIf MR2 < PivotBelow Then
MR2Below2 = MR2
MR2Above2 = 100000
EndIf
If MS2 > PivotAbove Then
MS2Above2 = MS2
MS2Below2 = 0
ElsIf MS2 < PivotBelow Then
MS2Below2 = MS2
MS2Above2 = 100000
EndIf
If MR3 > PivotAbove Then
MR3Above2 = MR3
MR3Below2 = 0
ElsIf MR3 < PivotBelow Then
MR3Below2 = MR3
MR3Above2 = 100000
EndIf
If MS3 > PivotAbove Then
MS3Above2 = MS3
MS3Below2 = 0
ElsIf MS3 < PivotBelow Then
MS3Below2 = MS3
MS3Above2 = 100000
EndIf
If MPivot > PivotAbove Then
MPivotAbove2 = MPivot
MPivotBelow2 = 0
ElsIf MPivot < PivotBelow Then
MPivotBelow2 = MPivot
MPivotAbove2 = 100000
EndIf
If WR1 > PivotAbove Then
WR1Above2 = WR1
WR1Below2 = 0
ElsIf WR1 < PivotBelow Then
WR1Below2 = WR1
WR1Above2 = 100000
EndIf
If WS1 > PivotAbove Then
WS1Above2 = WS1
WS1Below2 = 0
ElsIf WS1 < PivotBelow Then
WS1Below2 = WS1
WS1Above2 = 100000
EndIf
If WR2 > PivotAbove Then
WR2Above2 = WR2
WR2Below2 = 0
ElsIf WR2 < PivotBelow Then
WR2Below2 = WR2
WR2Above2 = 100000
EndIf
If WS2 > PivotAbove Then
WS2Above2 = WS2
WS2Below2 = 0
ElsIf WS2 < PivotBelow Then
WS2Below2 = WS2
WS2Above2 = 100000
EndIf
If WR3 > PivotAbove Then
WR3Above2 = WR3
WR3Below2 = 0
ElsIf WR3 < PivotBelow Then
WR3Below2 = WR3
WR3Above2 = 100000
EndIf
If WS3 > PivotAbove Then
WS3Above2 = WS3
WS3Below2 = 0
ElsIf WS3 < PivotBelow Then
WS3Below2 = WS3
WS3Above2 = 100000
EndIf
If WPivot > PivotAbove Then
WPivotAbove2 = WPivot
WPivotBelow2 = 0
ElsIf WPivot < PivotBelow Then
WPivotBelow2 = WPivot
WPivotAbove2 = 100000
EndIf
If DR1 > PivotAbove Then
DR1Above2 = DR1
DR1Below2 = 0
ElsIf DR1 < PivotBelow Then
DR1Below2 = DR1
DR1Above2 = 100000
EndIf
If DS1 > PivotAbove Then
DS1Above2 = DS1
DS1Below2 = 0
ElsIf DS1 < PivotBelow Then
DS1Below2 = DS1
DS1Above2 = 100000
EndIf
If DR2 > PivotAbove Then
DR2Above2 = DR2
DR2Below2 = 0
ElsIf DR2 < PivotBelow Then
DR2Below2 = DR2
DR2Above2 = 100000
EndIf
If DS2 > PivotAbove Then
DS2Above2 = DS2
DS2Below2 = 0
ElsIf DS2 < PivotBelow Then
DS2Below2 = DS2
DS2Above2 = 100000
EndIf
If DR3 > PivotAbove Then
DR3Above2 = DR3
DR3Below2 = 0
ElsIf DR3 < PivotBelow Then
DR3Below2 = DR3
DR3Above2 = 100000
EndIf
If DS3 > PivotAbove Then
DS3Above2 = DS3
DS3Below2 = 0
ElsIf DS3 < PivotBelow Then
DS3Below2 = DS3
DS3Above2 = 100000
EndIf
If DPivot > PivotAbove Then
DPivotAbove2 = DPivot
DPivotBelow2 = 0
ElsIf DPivot < PivotBelow Then
DPivotBelow2 = DPivot
DPivotAbove2 = 100000
EndIf
PivotAbove2 = min(min(min(min(min(min(min(min(min(min(min(min(min(min(min(min(min(min(min(min(MR1Above2,MS1Above2),MR2Above2),MS2Above2),MR3Above2),MS3Above2),MPivotAbove2),WR1Above2),WS1Above2),WR2Above2),WS2Above2),WR3Above2),WS3Above2),WPivotAbove2),DR1Above2),DS1Above2),DR2Above2),DS2Above2),DR3Above2),DS3Above2),DPivotAbove2)
PivotBelow2 = max(max(max(max(max(max(max(max(max(max(max(max(max(max(max(max(max(max(max(max(MR1Below2,MS1Below2),MR2Below2),MS2Below2),MR3Below2),MS3Below2),MPivotBelow2),WR1Below2),WS1Below2),WR2Below2),WS2Below2),WR3Below2),WS3Below2),WPivotBelow2),DR1Below2),DS1Below2),DR2Below2),DS2Below2),DR3Below2),DS3Below2),DPivotBelow2)
Graph PivotAbove coloured(255,0,0) as "Pivot Above"
Graph PivotBelow coloured(0,255,0) as "Pivot Below"
Graph PivotAbove2 coloured(255,0,0) as "Pivot Above 2"
Graph PivotBelow2 coloured(0,255,0) as "Pivot Below 2"
Buy possize contract at market
Graph close[1] coloured(0,0,0) as "close"
//Graph MPivot coloured(255,0,0) as "MPivot"
//Graph WPivot coloured(0,255,0) as "WPivot"
//Graph DPivot coloured(0,0,255) as "DPivot" //DP 47173 DR1 47190 DR2 47225
