Forums Partenaires | Forum WH SelfInvest | sujet : Points Pivots dans Prostation WHS

indicator Pivot_Points;
input
StartHour = 0; /* hour of start of day.*/
draw R2("R2"), M4("M4"), R1("R1"), M3("M3"), PP("PP"), M2("M2"),
S1("S1"), M1("M1"), S2("S2");
vars i(number), /* index */
lst(number), fst(number), /* index of first and last items in the data set*/
Whigh(number), Wlow(number), /* Working H&L */
Lhigh(number), Llow(number), Lclose(number), /* Last HLC used for calc PP */
i1ststart(number), /*index of start of first whole day*/
i2ndstart(number), /*index of start of second whole day*/
daycount(number), /* used to find first 2 days */
L_PP(number), /*last calculated PP, only changes at start of new day */
L_R2(number), L_M4(number), L_R1(number), L_M3(number), L_M2(number),
L_S1(number), L_M1(number), L_S2(number);
begin

/* init Variables*/

lst := back(close);
fst := front(close);
daycount := 0;

if lst < fst then
return; /* exit on erroneous data */
/* Scan array, find 1st and 2nd days. Ignore first partial day*/
for i:= fst to lst do begin
if hour(timestamp) = starthour and minute(timestamp) = 0 then begin /* look for start of day based on input starting hour */
daycount := daycount + 1; /* start counting at begin of first day */
if daycount = 1 then begin /* do only at begin of first day after we have skipped partial day's data */
i1ststart := i; /*found index of first day */
Whigh := high; /*Change working HL to current HL at start of first day */
Wlow := low;
end;
if daycount = 2 then i2ndstart := i; /*found index of start of second day */
end;
if daycount = 1 then begin /* find HL of first whole day */
if high > Whigh then Whigh := high;
if low < Wlow then Wlow := low;
end;
end;
if daycount < 2 then return; /* if not at least 2 days of data started then exit */
/*Main routine*/
for i := i2ndstart to lst do begin /*starts plotting only at start of second whole day */
if hour(timestamp) = starthour and minute(timestamp) = 0 then begin
Lhigh := Whigh; /* if we are at the begin of a new day then change HLC and recalculate Pivots */
Llow := Wlow;
Lclose := close[i-1];
Whigh := high; /*Change working HL to current HL at start of day */
Wlow := low;
L_PP := (Lhigh + Llow + Lclose)/3; /* Calculate PP based on yesterday's HLC*/
L_R1 := (2 * L_PP)- Llow;
L_S1 := (2 * L_PP)- Lhigh;
L_R2 := L_PP - L_S1 + L_R1;
L_S2 := L_PP + L_S1 - L_R1;
L_M1 := (L_S1 + L_S2) / 2;
L_M2 := (L_S1 + L_PP) / 2;
L_M3 := (L_R1 + L_PP) / 2;
L_M4 := (L_R1 + L_R2) / 2;
end;
PP := L_PP;
R1 := L_R1;
R2 := L_R2;
S1 := L_S1;
S2 := L_S2;
M1 := L_M1;
M2 := L_M2;
M3 := L_M3;
M4 := L_M4;

if high > Whigh then Whigh := high; /* check for HL on current day, used for tomorrow's Pivot calculations */
if low < Wlow then Wlow := low;
end;

end.

correze for ever !