programme de calcul des points pivots

• 05/13/2025 at 11:14 AM #247042
  phil3034

  Bonjour a tous,

   

  Je cherche a intégrer a mon programme les points pivots journaliers, semaine et mois ainsi que 4h mais leurs mid.
  Il y a plusieurs formules sur le forum et je vousais etre de prendre la bonne c’est a dire identique aux calculs de PRT nativement.
  Pouvez vous m’aider ?
  Merci !

  

  phil3034

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  05/13/2025 at 5:53 PM #247071
  robertogozzi

  Essayez cet indicateur (c’est un indicateur existant sur le forum, que j’ai modifié).

  DEFPARAM CalculateOnLastBars = 5000 Once mode = 0 //0, 1, 2, 3 Once dailyPivot = 0 Once dailyHigh = 0 Once dailyLow = 0 Once dailyR1 = 0 Once dailyS1 = 0 Once dailyR2 = 0 Once dailyS2 = 0 Once dailyR3 = 0 Once dailyS3 = 0 Once lastWeekBarIndex = 0 Once weeklyHigh = 0 Once weeklyLow = 0 Once weeklyPivot = 0 Once weeklyR1 = 0 Once weeklyS1 = 0 Once weeklyR2 = 0 Once weeklyS2 = 0 Once weeklyR3 = 0 Once weeklyS3 = 0 Once lastMonthBarIndex = 0 Once monthlyHigh = 0 Once monthlyLow = 0 Once monthlyPivot = 0 Once monthlyR1 = 0 Once monthlyS1 = 0 Once monthlyR2 = 0 Once monthlyS2 = 0 Once monthlyR3 = 0 Once monthlyS3 = 0 Once lastHourBarIndex = 0 Once hourlyHigh = 0 Once hourlyLow = 0 Once hourlyPivot = 0 Once hourlyR1 = 0 Once hourlyS1 = 0 Once hourlyR2 = 0 Once hourlyS2 = 0 Once hourlyR3 = 0 Once hourlyS3 = 0 If Day<>Day[1] then If mode = 0 then dailyPivot = (High[1] + Low[1] + Close[1]) / 3 Elsif mode = 1 then dailyPivot = (Open + High[1] + Low[1] + Close[1]) / 4 Elsif mode = 2 then dailyPivot = (High[1] + Low[1] + Close[1]*2) / 4 Else dailyPivot = (Open*2 + High[1] + Low[1]) / 4 Endif dailyR1 = 2*dailyPivot - Low[1] dailyS1 = 2*dailyPivot - High[1] dailyR2 = dailyPivot + (High[1] - Low[1]) dailyS2 = dailyPivot - (High[1] - Low[1]) dailyR3 = dailyR1 + (High[1] - Low[1]) dailyS3 = dailyS1 - (High[1] - Low[1]) Endif If DayOfWeek<>DayOfWeek[1] then weeklyHigh = Highest[BarIndex - lastWeekBarIndex](High)[1] weeklyLow = Lowest[BarIndex - lastWeekBarIndex](Low)[1] lastWeekBarIndex = BarIndex If mode = 0 then weeklyPivot = (weeklyHigh + weeklyLow + Close[1]) / 3 Elsif mode = 1 then weeklyPivot = (Open + weeklyHigh + weeklyLow + Close[1]) / 4 Elsif mode = 2 then weeklyPivot = (weeklyHigh + weeklyLow + Close[1]*2) / 4 Else weeklyPivot = (Open*2 + weeklyHigh + weeklyLow) / 4 Endif weeklyR1 = 2*weeklyPivot - weeklyLow weeklyS1 = 2*weeklyPivot - weeklyHigh weeklyR2 = weeklyPivot + (weeklyHigh - weeklyLow) weeklyS2 = weeklyPivot - (weeklyHigh - weeklyLow) weeklyR3 = weeklyR1 + (weeklyHigh - weeklyLow) weeklyS3 = weeklyS1 - (weeklyHigh - weeklyLow) Endif If Month<>Month[1] then monthlyHigh = Highest[BarIndex - lastMonthBarIndex](High)[1] monthlyLow = Lowest[BarIndex - lastMonthBarIndex](Low)[1] lastMonthBarIndex = BarIndex If mode = 0 then monthlyPivot = (monthlyHigh + monthlyLow + Close[1]) / 3 Elsif mode = 1 then monthlyPivot = (Open + monthlyHigh + monthlyLow + Close[1]) / 4 Elsif mode = 2 then monthlyPivot = (monthlyHigh + monthlyLow + Close[1]*2) / 4 Else monthlyPivot = (Open*2 + monthlyHigh + monthlyLow) / 4 Endif monthlyR1 = 2*monthlyPivot - monthlyLow monthlyS1 = 2*monthlyPivot - monthlyHigh monthlyR2 = monthlyPivot + (monthlyHigh - monthlyLow) monthlyS2 = monthlyPivot - (monthlyHigh - monthlyLow) monthlyR3 = monthlyR1 + (monthlyHigh - monthlyLow) monthlyS3 = monthlyS1 - (monthlyHigh - monthlyLow) Endif If (hour mod 4 = 1) then hourlyHigh = Highest[BarIndex - lastHourBarIndex](High)[1] hourlyLow = Lowest[BarIndex - lastHourBarIndex](Low)[1] lastHourBarIndex = BarIndex If mode = 0 then hourlyPivot = (hourlyHigh + hourlyLow + Close[1]) / 3 Elsif mode = 1 then hourlyPivot = (Open + hourlyHigh + hourlyLow + Close[1]) / 4 Elsif mode = 2 then hourlyPivot = (hourlyHigh + hourlyLow + Close[1]*2) / 4 Else hourlyPivot = (Open*2 + hourlyHigh + hourlyLow) / 4 Endif hourlyR1 = 2*hourlyPivot - hourlyLow hourlyS1 = 2*hourlyPivot - hourlyHigh hourlyR2 = hourlyPivot + (hourlyHigh - hourlyLow) hourlyS2 = hourlyPivot - (hourlyHigh - hourlyLow) hourlyR3 = hourlyR1 + (hourlyHigh - hourlyLow) hourlyS3 = hourlyS1 - (hourlyHigh - hourlyLow) Endif Return dailyPivot coloured(255,0,0) as "dP", dailyR1 coloured(255,0,0) as "dR1", dailyS1 coloured(255,0,0) as "dS1", dailyR2 coloured(255,0,0) as "dR2", dailyS2 coloured(255,0,0) as "dS2", dailyR3 coloured(255,0,0) as "dR3", dailyS3 coloured(255,0,0) as "dS3", weeklyPivot coloured(0,255,0) as "wP", weeklyR1 coloured(0,255,0) as "wR1", weeklyS1 coloured(0,255,0) as "wS1", weeklyR2 coloured(0,255,0) as "wR2", weeklyS2 coloured(0,255,0) as "wS2", weeklyR3 coloured(0,255,0) as "wR3", weeklyS3 coloured(0,255,0) as "wS3", monthlyPivot coloured(0,0,255) as "mP", monthlyR1 coloured(0,0,255) as "mR1", monthlyS1 coloured(0,0,255) as "mS1", monthlyR2 coloured(0,0,255) as "mR2", monthlyS2 coloured(0,0,255) as "mS2", monthlyR3 coloured(0,0,255) as "mR3", monthlyS3 coloured(0,0,255) as "mS3", hourlyPivot coloured("Fuchsia") as "hP", hourlyR1 coloured("Fuchsia") as "hR1", hourlyS1 coloured("Fuchsia") as "hS1", hourlyR2 coloured("Fuchsia") as "hR2", hourlyS2 coloured("Fuchsia") as "hS2", hourlyR3 coloured("Fuchsia") as "hR3", hourlyS3 coloured("Fuchsia") as "hS3"

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  DEFPARAM CalculateOnLastBars = 5000 Once mode = 0               //0, 1, 2, 3 Once dailyPivot = 0 Once dailyHigh = 0 Once dailyLow = 0 Once dailyR1 = 0 Once dailyS1 = 0 Once dailyR2 = 0 Once dailyS2 = 0 Once dailyR3 = 0 Once dailyS3 = 0 Once lastWeekBarIndex = 0 Once weeklyHigh = 0 Once weeklyLow = 0 Once weeklyPivot = 0 Once weeklyR1 = 0 Once weeklyS1 = 0 Once weeklyR2 = 0 Once weeklyS2 = 0 Once weeklyR3 = 0 Once weeklyS3 = 0 Once lastMonthBarIndex = 0 Once monthlyHigh = 0 Once monthlyLow = 0 Once monthlyPivot = 0 Once monthlyR1 = 0 Once monthlyS1 = 0 Once monthlyR2 = 0 Once monthlyS2 = 0 Once monthlyR3 = 0 Once monthlyS3 = 0   Once lastHourBarIndex = 0 Once hourlyHigh = 0 Once hourlyLow = 0 Once hourlyPivot = 0 Once hourlyR1 = 0 Once hourlyS1 = 0 Once hourlyR2 = 0 Once hourlyS2 = 0 Once hourlyR3 = 0 Once hourlyS3 = 0   If Day<>Day[1] then If mode = 0 then dailyPivot = (High[1] + Low[1] + Close[1]) / 3 Elsif mode = 1 then dailyPivot = (Open + High[1] + Low[1] + Close[1]) / 4 Elsif mode = 2 then dailyPivot = (High[1] + Low[1] + Close[1]*2) / 4 Else dailyPivot = (Open*2 + High[1] + Low[1]) / 4 Endif dailyR1 = 2*dailyPivot - Low[1] dailyS1 = 2*dailyPivot - High[1] dailyR2 = dailyPivot + (High[1] - Low[1]) dailyS2 = dailyPivot - (High[1] - Low[1]) dailyR3 = dailyR1 + (High[1] - Low[1]) dailyS3 = dailyS1 - (High[1] - Low[1]) Endif   If DayOfWeek<>DayOfWeek[1] then weeklyHigh = Highest[BarIndex - lastWeekBarIndex](High)[1] weeklyLow = Lowest[BarIndex - lastWeekBarIndex](Low)[1] lastWeekBarIndex = BarIndex If mode = 0 then weeklyPivot = (weeklyHigh + weeklyLow + Close[1]) / 3 Elsif mode = 1 then weeklyPivot = (Open + weeklyHigh + weeklyLow + Close[1]) / 4 Elsif mode = 2 then weeklyPivot = (weeklyHigh + weeklyLow + Close[1]*2) / 4 Else weeklyPivot = (Open*2 + weeklyHigh + weeklyLow) / 4 Endif weeklyR1 = 2*weeklyPivot - weeklyLow weeklyS1 = 2*weeklyPivot - weeklyHigh weeklyR2 = weeklyPivot + (weeklyHigh - weeklyLow) weeklyS2 = weeklyPivot - (weeklyHigh - weeklyLow) weeklyR3 = weeklyR1 + (weeklyHigh - weeklyLow) weeklyS3 = weeklyS1 - (weeklyHigh - weeklyLow) Endif   If Month<>Month[1] then monthlyHigh = Highest[BarIndex - lastMonthBarIndex](High)[1] monthlyLow = Lowest[BarIndex - lastMonthBarIndex](Low)[1] lastMonthBarIndex = BarIndex If mode = 0 then monthlyPivot = (monthlyHigh + monthlyLow + Close[1]) / 3 Elsif mode = 1 then monthlyPivot = (Open + monthlyHigh + monthlyLow + Close[1]) / 4 Elsif mode = 2 then monthlyPivot = (monthlyHigh + monthlyLow + Close[1]*2) / 4 Else monthlyPivot = (Open*2 + monthlyHigh + monthlyLow) / 4 Endif monthlyR1 = 2*monthlyPivot - monthlyLow monthlyS1 = 2*monthlyPivot - monthlyHigh monthlyR2 = monthlyPivot + (monthlyHigh - monthlyLow) monthlyS2 = monthlyPivot - (monthlyHigh - monthlyLow) monthlyR3 = monthlyR1 + (monthlyHigh - monthlyLow) monthlyS3 = monthlyS1 - (monthlyHigh - monthlyLow) Endif   If (hour mod 4 = 1) then hourlyHigh = Highest[BarIndex - lastHourBarIndex](High)[1] hourlyLow = Lowest[BarIndex - lastHourBarIndex](Low)[1] lastHourBarIndex = BarIndex If mode = 0 then hourlyPivot = (hourlyHigh + hourlyLow + Close[1]) / 3 Elsif mode = 1 then hourlyPivot = (Open + hourlyHigh + hourlyLow + Close[1]) / 4 Elsif mode = 2 then hourlyPivot = (hourlyHigh + hourlyLow + Close[1]*2) / 4 Else hourlyPivot = (Open*2 + hourlyHigh + hourlyLow) / 4 Endif hourlyR1 = 2*hourlyPivot - hourlyLow hourlyS1 = 2*hourlyPivot - hourlyHigh hourlyR2 = hourlyPivot + (hourlyHigh - hourlyLow) hourlyS2 = hourlyPivot - (hourlyHigh - hourlyLow) hourlyR3 = hourlyR1 + (hourlyHigh - hourlyLow) hourlyS3 = hourlyS1 - (hourlyHigh - hourlyLow) Endif Return dailyPivot coloured(255,0,0) as "dP", dailyR1 coloured(255,0,0) as "dR1", dailyS1 coloured(255,0,0) as "dS1", dailyR2 coloured(255,0,0) as "dR2", dailyS2 coloured(255,0,0) as "dS2", dailyR3 coloured(255,0,0) as "dR3", dailyS3 coloured(255,0,0) as "dS3", weeklyPivot coloured(0,255,0) as "wP", weeklyR1 coloured(0,255,0) as "wR1", weeklyS1 coloured(0,255,0) as "wS1", weeklyR2 coloured(0,255,0) as "wR2", weeklyS2 coloured(0,255,0) as "wS2", weeklyR3 coloured(0,255,0) as "wR3", weeklyS3 coloured(0,255,0) as "wS3", monthlyPivot coloured(0,0,255) as "mP", monthlyR1 coloured(0,0,255) as "mR1", monthlyS1 coloured(0,0,255) as "mS1", monthlyR2 coloured(0,0,255) as "mR2", monthlyS2 coloured(0,0,255) as "mS2", monthlyR3 coloured(0,0,255) as "mR3", monthlyS3 coloured(0,0,255) as "mS3", hourlyPivot coloured("Fuchsia") as "hP", hourlyR1 coloured("Fuchsia") as "hR1", hourlyS1 coloured("Fuchsia") as "hS1", hourlyR2 coloured("Fuchsia") as "hR2", hourlyS2 coloured("Fuchsia") as "hS2", hourlyR3 coloured("Fuchsia") as "hR3", hourlyS3 coloured("Fuchsia") as "hS3"

   

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  Iván

  

  robertogozzi

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  05/17/2025 at 3:57 PM #247237
  phil3034

  Merci Roberto pour votre retour et cette proposition. J’ai essayé mais ca ne donne pas du tout les meme niveaux. Peut etre parce que nous sommes le we ?

  merci a vous,

  

  phil3034

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  05/18/2025 at 8:44 AM #247257
  phil3034

  Bonjour,

   

  En fait cf le screenshot ci dessous, dans un premier temps je n’ai regardé que les points pivots journaliers sur MNQ :

  -> le point pivot n’est pas le meme : c’est la ligne rouge qui est calculée par ton programme et les lignes bleues sont celles de PRT (reglé en standard)
  -> je ne sais pas pourquoi mais le point pivot se calcule a 7 h du matin ce qui explique sans doute l’écart

  Peut etre avez vous une idée?

  bien a vous,

  

  phil3034

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  Topics: 8

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  05/18/2025 at 10:36 AM #247265
  robertogozzi

  Certains instruments financiers, notamment non européens, ont des horaires différents.
  Apparemment, le nouveau jour commence à 07h00, cela pourrait être une cause.

   

  

  robertogozzi

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  05/18/2025 at 2:03 PM #247273
  phil3034

  merci pour votre retour. Mais PRT n’est pas calé la dessus lui d’ou les lignes de points pivots qui ne sont pas sur les meme points. Comment pourrais arranger cela selon vous ? merci !

  

  phil3034

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  05/29/2025 at 10:59 PM #247738
  LucasBest

  Une erreur ligne 65 ?

  A tester

  If DayOfWeek<>DayOfWeek[1] then // n'y a t'il pas une erreur dans cette ligne ? //N'importe quel nouveau jour de la semaine et le code pense que l'on change de semaine If DayOfWeek<DayOfWeek[1] then //Retour au 1er jour de la semaine = changement de semaine

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  If DayOfWeek<>DayOfWeek[1] then // n'y a t'il pas une erreur dans cette ligne ? //N'importe quel nouveau jour de la semaine et le code pense que l'on change de semaine   If DayOfWeek<DayOfWeek[1] then //Retour au 1er jour de la semaine = changement de semaine

  

  LucasBest

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  06/12/2025 at 8:02 AM #248206
  LucasBest

  Pivots jour et hebdo identiques à ceux de PRT

  Pivots Jour et Hebdo

  if OpenTime=010000 and dayofweek=1 then WeekHigh = High WeekLow = Low WeekClose = Close endif IF (OpenTime=010000 and dayofweek<>1) or (dayofweek<dayofweek[1]) THEN IF dayofweek <> 1 or dayofweek<DAYOFWEEK[1] THEN WeekHigh = Max(WeekHigh, DHigh(1)) WeekLow = Min(WeekLow, DLow(1)) WeekClose = DClose(1) PivotDuJour = (DHigh(1) + DLow(1) + DClose(1)) / 3 Elsif dayofweek = 1 and dayofweek=dayofweek[1] then WeekHigh = Max(WeekHigh, DHigh(2)) WeekLow = Min(WeekLow, DLow(2)) WeekClose = DClose(2) PivotDuJour = (DHigh(2) + DLow(2) + DClose(2)) / 3 endif if dayofweek<dayofweek[1] then PivotHebdo = (WeekHigh+WeekLow+WeekClose)/3 endif endif Return PivotDuJour coloured'"blue",200), PivotHebdo coloured("red",200)

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  if OpenTime=010000 and dayofweek=1 then WeekHigh = High WeekLow = Low WeekClose = Close endif   IF (OpenTime=010000 and dayofweek<>1) or (dayofweek<dayofweek[1]) THEN   IF dayofweek <> 1 or dayofweek<DAYOFWEEK[1] THEN   WeekHigh = Max(WeekHigh, DHigh(1)) WeekLow = Min(WeekLow, DLow(1)) WeekClose = DClose(1)   PivotDuJour  = (DHigh(1) + DLow(1) + DClose(1)) / 3 Elsif dayofweek = 1 and dayofweek=dayofweek[1] then   WeekHigh = Max(WeekHigh, DHigh(2)) WeekLow = Min(WeekLow, DLow(2)) WeekClose = DClose(2)   PivotDuJour  = (DHigh(2) + DLow(2) + DClose(2)) / 3 endif   if dayofweek<dayofweek[1] then   PivotHebdo  = (WeekHigh+WeekLow+WeekClose)/3 endif endif   Return PivotDuJour coloured'"blue",200), PivotHebdo coloured("red",200)

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  LucasBest

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