Wrong Pivot points on Futures NQ and DJ

• 02/07/2024 at 11:38 AM #227526
  Jerome888

  Thank you very much.

  If I apply it as is on the NQXXXX 1min with 40 kUnits, MonthPivot is equal at 17240,62 whereas the PRT native Piv M is at 17123,33.

  I am trying to understand why

  

  Jerome888

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  02/07/2024 at 11:40 AM #227527
  Jerome888

  …during February I mean.

  and it looks like the vertical line is drawn from the 2nd of Feb instead of the 1st.

  

  Jerome888

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  02/07/2024 at 11:44 AM #227528
  LucasBest

  I have not tried with 1 minutes (only 30 minutes and bigger, 1h 4h etc…), let me check

  

  LucasBest

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  02/07/2024 at 11:52 AM #227530
  LucasBest

  Here US Tech 100 (IG Markets) 1 min time frame, working fine on any time frame.

  What is NQXXXX ?

  

  LucasBest

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  02/07/2024 at 12:00 PM #227532
  LucasBest

  Monthly Pivots on the Price (5 min time frame). As you can see, it is exactly the same as PRT embeded Pivots…

  

  LucasBest

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  02/07/2024 at 12:04 PM #227534
  LucasBest

  Daily, Weekly and Monthly 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)

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  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)

  

  LucasBest

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  02/07/2024 at 12:19 PM #227537
  LucasBest

  If i search for anything else than US Tech 100 for Nasdaq / US Index (future), i get only this list… (IG Markets)

  

  LucasBest

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  02/07/2024 at 12:38 PM #227540
  Jerome888

  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

  

  Jerome888

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  02/07/2024 at 12:44 PM #227542
  LucasBest

  Is it IG Markets ?

  Have you changed something in the settings of PRT concerning the hours ?

  

  LucasBest

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  02/07/2024 at 1:11 PM #227545
  Jerome888

  Nothing changed.

  

  Jerome888

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  02/07/2024 at 1:23 PM #227547
  LucasBest

  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)

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  Jerome888

  

  LucasBest

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  02/07/2024 at 1:35 PM #227553
  Jerome888

  Ca te va ça ? Merci

  

  Jerome888

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  02/07/2024 at 2:10 PM #227561
  LucasBest

  Oui, 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).

  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("purple",160), DayPivot style(line,2) coloured("blue",160)

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  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)

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  Jerome888

  

  LucasBest

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  02/07/2024 at 2:38 PM #227570
  Jerome888

  Here it is

  

  Jerome888

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  02/07/2024 at 3:11 PM #227573
  LucasBest

  It would be cool if someone else could test this and let us know if dailypivot works (as for me) or not (as for Jerome888)

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  Jerome888

  

  LucasBest

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