Pivot Points for backtesting

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  • #142828 quote
    Aidan BrosnanAidan Brosnan
    Participant
    Junior

    Hi all!

     

    I know there are numerous posts regarding pivot point indicators, butI cant find exactly what Im looking for.

    I want to backtest strategies on the European indices (FTSE, DAX) using pivot points. The PRT pivot point indicator is great, but I want pivot lines plotted on the historical data so I can backtest without have to be manually plotting lines for every day.

    So here is my problem: As I only use data from the cash hours (8:00 to 16:30) to calculate pivot data, how do I get the values for the high,low and close for the previous day for those hours?

     

    Thanks in advance,

    Aidan.

    #145206 quote
    NicolasNicolas
    Keymaster
    Legend

    You can easily get the OHLC of custom hours trading sessions by using this code snippet: https://www.prorealcode.com/topic/customized-trading-session/#post-99680

    #145874 quote
    Aidan BrosnanAidan Brosnan
    Participant
    Junior

    Thanks!

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Pivot Points for backtesting


ProBuilder: Indicators & Custom Tools

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Aidan Brosnan @broc Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by Aidan BrosnanAidan Brosnan
6 years ago.

Topic Details
Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 08/28/2020
Status: Active
Attachments: No files
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