Wrong Pivot points on Futures NQ and DJ
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Here US Tech 100 (IG Markets) 1 min time frame, working fine on any time frame.
What is NQXXXX ?
Monthly Pivots on the Price (5 min time frame). As you can see, it is exactly the same as PRT embeded Pivots…
ONCE DayH = high ONCE DayL = low ONCE DayC = close ONCE FullDay = 0 ONCE FullWeek = 0 ONCE FullMonth = 0 IF (OpenTime=010000 and dayofweek<>1) or (dayofweek<DAYOFWEEK[1]) THEN if dayofweek <> 1 or (dayofweek<DAYOFWEEK[1]) THEN PivotDuJour = (DHigh(1) + DLow(1) + DClose(1)) / 3 elsif dayofweek = 1 then PivotDuJour = (DHigh(2) + DLow(2) + DClose(2)) / 3 endif MonthH = max(MonthH,DayH) MonthL = min(MonthL,DayL) MonthC = DayC WeekH = max(WeekH,DayH) WeekL = min(WeekL,DayL) WeekC = DayC pDayofWeekI = DayofWeekI pDayI = DayI pDayH = DayH pDayL = DayL pDayC = DayC DayofWeekI = DayofWeek DayI = Day DayH = High DayL = Low DayC = Close If FullDay then DayPivot = (pDayH + pDayL + pDayC)/3 Else DayPivot = undefined FullDay = 1 Endif If DayofWeekI < pDayofWeekI then pWeekH = WeekH pWeekL = WeekL pWeekC = WeekC WeekH = High WeekL = Low WeekC = Close If FullWeek then WeekPivot = (pWeekH + pWeekL + pWeekC)/3 Else WeekPivot = undefined FullWeek = 1 Endif //drawvline(barindex) Endif If DayI < pDayI then pMonthH = MonthH pMonthL = MonthL pMonthC = MonthC MonthH = High MonthL = Low MonthC = Close If FullMonth then MonthPivot = (pMonthH + pMonthL + pMonthC)/3 Else MonthPivot = undefined FullMonth = 1 Endif //drawvline(barindex) Endif ENDIF DayH = max(DayH,high) DayL = min(DayL,low) DayC = close Return WeekPivot style(line,4) coloured("orange",160)I added also weekly Pivots (On the picture, weekly Pivots on price 5 min time frame)
If i search for anything else than US Tech 100 for Nasdaq / US Index (future), i get only this list… (IG Markets)
Thanks.
NQXXXX is the nasdaq futures (mini).
As you can see I have a difference of about 117 points between the calculated pivot and the native one
Is it IG Markets ?
Have you changed something in the settings of PRT concerning the hours ?
Can you put 5 min time frame and zoom at the begining of the week and show the time at the bar before and the bar at the change of the week ? (like i did)
Jerome888 thanked this postOui, mais on va rajouter l’indicateur suivant en bas des prix et mettre le pivot daily de PRT sur les prix, pour voir le décalage (s’il y en a).
ONCE DayH = high ONCE DayL = low ONCE DayC = close ONCE FullDay = 0 ONCE FullWeek = 0 ONCE FullMonth = 0 IF (OpenTime=010000 and dayofweek<>1) or (dayofweek<DAYOFWEEK[1]) THEN if dayofweek <> 1 or (dayofweek<DAYOFWEEK[1]) THEN PivotDuJour = (DHigh(1) + DLow(1) + DClose(1)) / 3 elsif dayofweek = 1 then PivotDuJour = (DHigh(2) + DLow(2) + DClose(2)) / 3 endif MonthH = max(MonthH,DayH) MonthL = min(MonthL,DayL) MonthC = DayC WeekH = max(WeekH,DayH) WeekL = min(WeekL,DayL) WeekC = DayC pDayofWeekI = DayofWeekI pDayI = DayI pDayH = DayH pDayL = DayL pDayC = DayC DayofWeekI = DayofWeek DayI = Day DayH = High DayL = Low DayC = Close If FullDay then DayPivot = (pDayH + pDayL + pDayC)/3 Else DayPivot = undefined FullDay = 1 Endif If DayofWeekI < pDayofWeekI then pWeekH = WeekH pWeekL = WeekL pWeekC = WeekC WeekH = High WeekL = Low WeekC = Close If FullWeek then WeekPivot = (pWeekH + pWeekL + pWeekC)/3 Else WeekPivot = undefined FullWeek = 1 Endif //drawvline(barindex) Endif If DayI < pDayI then pMonthH = MonthH pMonthL = MonthL pMonthC = MonthC MonthH = High MonthL = Low MonthC = Close If FullMonth then MonthPivot = (pMonthH + pMonthL + pMonthC)/3 Else MonthPivot = undefined FullMonth = 1 Endif //drawvline(barindex) Endif ENDIF DayH = max(DayH,high) DayL = min(DayL,low) DayC = close Return WeekPivot style(line,4) coloured("purple",160), DayPivot style(line,2) coloured("blue",160)Jerome888 thanked this postHere it is
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Topic Details
| Forum: | ProBuilder: Indicators & Custom Tools |
| Language: | English |
| Started: | 02/05/2024 |
| Status: | Active |
| Attachments: | 26 files |
