Points pivot en fonction de la session de trading

J’ai trouvé ce code sur prorealcode.com

 

Une excellente initiative, car ici on prend en compte les points pivot en fonction des horaires de nouvelle session, que l’on peut manuellement définir.

« nd » signifie en effet « New Day ».

si nd = 230000, cela signifie que la journée commence à 23 heures.

 

daily pivot points with trading session

 

 

Voici le code de l’INDICATEUR (à insérer au niveau du prix)

 

defparam drawonlastbaronly = true 

nd = 230000

if barindex = 0 then 
 init = 1 
 lastClose = undefined 
 lastHigh = undefined 
 lastLow = undefined  
 PP = undefined 
 Res1 = undefined
 Res2 = undefined 
 Res3 = undefined 
 Sup1 = undefined 
 Sup2 = undefined 
 Sup3 = undefined 
else 
 newDay = (Time[2] < nd AND Time[1] >= nd AND dayofweek <> 0) or (Time[2] < nd AND Time[1] >= nd and dayofweek[1] <> 0 and dayofweek[0] = 0) 
  if newDay then 
   if init = 1 then 
    lastHigh = High 
    lastLow = Low 
    init = 2 
   elsif init = 2 then 
    lastClose = Close[1] 
    PP = (lastClose + lastHigh + lastLow) / 3 
    hl = lastHigh - lastLow
    Res1 = 2 * PP - lastLow 
    Sup1 = 2 * PP - lastHigh 
    Res2 = PP + hl 
    Sup2 = PP - hl 
    Res3 = Res1 + hl 
    Sup3 = Sup1 - hl 
    lastHigh = High 
    lastLow = Low 
   endif 
  endif 
 if init = 2 then 
  lastHigh = Max(lastHigh, High) 
  lastLow = Min(lastLow, Low) 
 endif 
endif 

return PP coloured(0,0,0) style(dottedline, 1) as "PP", Res1 coloured(200,200,0) style(dottedline, 1) as "R1", Res2 coloured(0,0,255) style(dottedline, 1) as "R2", Res3 coloured(255,0,0) style(dottedline, 1) as "R3", Sup1 coloured(200,200,0) style(dottedline, 1) as "S1", Sup2 coloured(0,0,255) style(dottedline, 1) as "S2", Sup3 coloured(255,0,0) style(dottedline, 1) as "S3"
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