A Floor/Camarilla/VA indicator plotting by intraday/weekly/monthly sessions

[stocktraderbmp]

First, thank you so much to develop this session pivot. This is just what I am looking for. I am a NT noob and try to use this session pivot. But I found some problems. Hope the developer can take the time to fix it. It will be greatly appreciated

Here is what I found:
VAL is plotted different and I believe it is wrong.
I use dVauleArea to compare. First, in the Session Pivot setting, I use intraday, TPO. The POC and VAH are the same as the dVauleArea POC & VAH. But the VAL is different. That is why I think the VAL might be plotted wrong.

Again, I am a noob and I might be wrong. I love this indicator and really want to use it if the above problem can be fixed.

Please follow this link for a working set of full featured pivots. No point re-inventing the wheel is there?

http://www.ninjatrader.com/support/forum/local_links.php?action=jump&catid=4&id=343

[hughred22]

Thanks for the response.
But I prefer this version of pivot rather than the link you just post. This session pivots allow me to see Money Zone, Floor and Camarilla at the same chart.

Here is my question to the developer:
If I trade ES, what session template should I use to make sure the pivot line is correctly plot?

Thanks!

[Saxo_]

The NinjaTrader built-in pivot point indicator only plots pivots of current session depending on daily, weekly, or monthly data, which is far less than enough. I developed a customized Floor/Camarilla/VA indicator plotting by intraday/weekly/monthly session as attached.

The attached indicator, SessionPivots, which is customized upon NinjaTrader built-in Pivots indicator, plots popular pivots such as Floor pivots, Camarilla pivots, and Value Area pivots session by session.The session can be intraday, weekly, and monthly. Following are some additional features on top of built-in Pivots indicator.

1.Popular pivots of Camarilla and Value Area are supported.Value Area is calculated following the way introduced in Mind over Markets-Power Trading With Market Generated Information.
2.Even for Floor pivots, I added 4 more levels. They are R4, S4, TC(top central pivot), and BC(bottom central pivot).
3.Developing pivots are supported. However, for best performance, they will be only calculated in the last session when IsDPShowing is set to TRUE.
4.Various set of pivots can be shown depending on PivotType, which can be set to Floor, ValueArea, Camarilla, FloorAndVA, CamarillaAndVA, and All.
5.Three profile types, VOC/TPO/VWTPO, are supported for Value Are calculation by setting ProfileType.
6.This indicator is developed for NinjaTrader 7.x.

Attached image is a monthly AMD chart, where you can see Floor and VA pivots are plotted on monthly basis. Showing pivots session by session will be very helpful to analyze relationship and trend of pivots. This could be a big advantage when you make trading decision based on these popular pivots.

qfweiwei, thank you very much for providing these indicators!
I have been reading Franklin O. Ochoa's "Secrets of a Pivot Boss" and I'm trying to plot the pivot range histogram ((TC - BC) / PP) x 100 below the price panel - but I haven't succeeded so far :-(
I have tried to set 'DrawOnPricePanel = false' after I have added the series I want to plot (in Initialize()) - but nothing happens. I also tried to change 'Overlay' to 'false' inside the script - no effect.
Furthermore I would like to introduce a second indicator panel, where I outline the two-day pivot range relationship (i.e. higher value=bullish (i.e. BC(0)>TC(1)); overlapping higher value=moderate bullish; lower value=bearish; overlapping lower value=moderately bearish; unchanged value=sideways/breakout; outside value=sideways, and inside value=breakout) - but I haven't quite figured out how to diplay this information in the panel. So the solution needs to be able to show and update 2 indicator panels below the main price panel.
Hope someone can help me with this newbie indicator panel problem.
Best regards,
Saxo_

[koganam]

qfweiwei, thank you very much for providing these indicators!
I have been reading Franklin O. Ochoa's "Secrets of a Pivot Boss" and I'm trying to plot the pivot range histogram ((TC - BC) / PP) x 100 below the price panel - but I haven't succeeded so far :-(
I have tried to set 'DrawOnPricePanel = false' after I have added the series I want to plot (in Initialize()) - but nothing happens. I also tried to change 'Overlay' to 'false' inside the script - no effect.
Furthermore I would like to introduce a second indicator panel, where I outline the two-day pivot range relationship (i.e. higher value=bullish (i.e. BC(0)>TC(1)); overlapping higher value=moderate bullish; lower value=bearish; overlapping lower value=moderately bearish; unchanged value=sideways/breakout; outside value=sideways, and inside value=breakout) - but I haven't quite figured out how to diplay this information in the panel. So the solution needs to be able to show and update 2 indicator panels below the main price panel.
Hope someone can help me with this newbie indicator panel problem.
Best regards,
Saxo_

Maybe if you showed what you have written so far, we might be able to help correct it, or provide you pointers if you would rather wish to discover things for yourself?

[Saxo_]

Thanks Koganam - any help will be appreciated


I have (hopefully) attached a modified version of qfweiwei's 'SessionPivots', that only contains Floor Pivots - which is what I focus on.


The 'Two-Day Pivot Relationship' I have tried to put into the HIST-serie, and the 'Pivot Range Histogram' I have put into the RELS-serie. Any ideas on how to make the RELS-serie appear more meaningful in the indicator panel (i.e. currently it only holds a number from 1 to 7) would be appreciated. Would it be possible to write a text per day e.g. 'Bullish' or 'Moderately Bullish' in the indicator panel?


Longterm I dream about being able to display weekly and monthly pivot points at the same time (qfweiwei's code supports showing weekly or monthly on the daily chart which is great - but not at the same time and not at the same time as the daily pivots) together with the daily pivot points and be able to filter them, so that I per time frame can decide to only focus on S1, PP and R2 when market is in an uptrend - and only focus on S2, PP and R1 when the market is a downtrend. This will allow me to check for confluence, where pivot points from different time frames identify the same levels. For me - at the current stage - this seems as a rather big and advanced development - so any hints would be appreciated. I have just recently discovered NinjaTrader and I'm truely impressed with all the possibilities it offers - but I have a long way before I will master it.


Best regards,
Saxo

[Saxo_]

Hi,
I'm still stuck trying to plot the HIST- and the RELS-series in 2 separate panels beneath the price chart. Besides the panels not being drawn, I don't see how I can control what is drawn in which panel just by flipping the 'DrawOnPricePanel'-property (when doing the initialize and just before the draw takes place). Perhaps the solution would be to introduce HIST and RELS as seperate indicators that would then have to be fed with TC-, PP- and BC-series from the main indicator script (i.e. 'MySessionPivots')? But how to pass on series from one script to another (and make sure that it is only these 'sub' indicators that link to the main indicator) seems even more complicated. Any help will be appreciated.
Best regards,
Saxo

[koganam]

Hi,
I'm still stuck trying to plot the HIST- and the RELS-series in 2 separate panels beneath the price chart. Besides the panels not being drawn, I don't see how I can control what is drawn in which panel just by flipping the 'DrawOnPricePanel'-property (when doing the initialize and just before the draw takes place). Perhaps the solution would be to introduce HIST and RELS as seperate indicators that would then have to be fed with TC-, PP- and BC-series from the main indicator script (i.e. 'MySessionPivots')? But how to pass on series from one script to another (and make sure that it is only these 'sub' indicators that link to the main indicator) seems even more complicated. Any help will be appreciated.
Best regards,
Saxo

You can only Plot in the panel that an indicator occupies; you can Draw in either the price panel or the indicator panel. Your entities are Plots. If you want them in separate panels, you will have to load them in those panels.

[Saxo_]

You can only Plot in the panel that an indicator occupies; you can Draw in either the price panel or the indicator panel. Your entities are Plots. If you want them in separate panels, you will have to load them in those panels.

Ok - thanks for the explanation, koganam. I want RELS and HIST in separate indicator panels inside MySessionPivots-indicator - but I don't know how to make these indicator panels appear.

[koganam]

Ok - thanks for the explanation, koganam. I want RELS and HIST in separate indicator panels inside MySessionPivots-indicator - but I don't know how to make these indicator panels appear.

I must not have been clear. The only supported way to get an indicator's Plot into a panel is to load the indicator into that panel.

[Saxo_]

I must not have been clear. The only supported way to get an indicator's Plot into a panel is to load the indicator into that panel.

OK - so you can have an indicator that plots in the price chart OR you can have an indicator that plots in an indicator panel - but you can't have an indicator that plots in the price chart and in indicator panel at the same time. This means that I would have to define HIST and RELS as separate indicators and load them like the VOL or RSI indicators. But this still leaves me with the question, how do I pass on HIST and RELS from MySessionPivots to the separate indicators, to have the series plotted there ... unless I have to duplicate the code across all 3 indicators and only plot the specific serie(s) in each indicator (which I would really like to avoid). Can I share data series across indicators or do I have to duplicate code?

Furthermore, I'm trying to have the last e.g. R1-value appear in indicator column in a Market Analyzer grid. I can make a value appear - but it is not R1. If change the value to be display to R2 I get the same value - and is seems to the the latest price. What I'm I doing wrong here?

Finally, I just noticed this morning that the pivot points for the last 2 days (Friday and Thursday) in the chart are display identical (although the price chart looks okay) - no matter what instrument I load. This was not the case yesterday evening when the markets were still open. Can anybody verify/dismiss this?

[koganam]

OK - so you can have an indicator that plots in the price chart OR you can have an indicator that plots in an indicator panel - but you can't have an indicator that plots in the price chart and in indicator panel at the same time. This means that I would have to define HIST and RELS as separate indicators and load them like the VOL or RSI indicators. But this still leaves me with the question, how do I pass on HIST and RELS from MySessionPivots to the separate indicators, to have the series plotted there ... unless I have to duplicate the code across all 3 indicators and only plot the specific serie(s) in each indicator (which I would really like to avoid). Can I share data series across indicators or do I have to duplicate code?

The purpose of exposing variables using public Properties, is so that those values can be accessed by other classes. All Plots, just by the way that we MUST code them in NinjaScript, are publicly accessible. You just have to call them by the correct syntax.

If you have indicatorA that exposes a Plot called HIST, then if you want to reference HIST from indicatorB, the syntax will be:

private double varOfInterest;

varOfInterest = indicatorA([]parameter_list).HIST[ndx];

where ndx is the index that you want to query (for CurrentBar, this is 0).

Intellisense will help here, because as soon as you put that period behind the text "indicatorA", you will get a dropdown list of the entities that can follow.

ref: http://www.ninjatrader.com/support/h..._on_indica.htm

[Saxo_]

When I write:
myhist = MySessionPivots.HIST[0];

I get upon compile:
'NinjaTrader.Indicator.Indicator.MySessionPivots(b ool, NinjaTrader.Data.PivotRange, NinjaTrader.Data.HLCCalculationMode, double, double, double)' is a 'method', which is not valid in the given context

When I write:
myhist = MySessionPivots(false,PivotRange.Daily, HLCCalculationMode.DailyBars ,0,0,0).HIST[0];
Print(myhist);

- I always get '0' for HIST[0] (although I can see that it is calculated in the MySessionPivots indicator) and I don't like that I have to hard code the arguments to MySessionPivots, because I would want the MyPrivotRangeHistogram to use whatever parameters I use for MySessionPivots. Furthermore it seems that I repeat the calculation (by calling the method) instead of reusing HIST-series already build up in MySessionPivots. I must be doing something wrong ...

[koganam]

When I write:
myhist = MySessionPivots.HIST[0];

I get upon compile:
'NinjaTrader.Indicator.Indicator.MySessionPivots(b ool, NinjaTrader.Data.PivotRange, NinjaTrader.Data.HLCCalculationMode, double, double, double)' is a 'method', which is not valid in the given context

When I write:
myhist = MySessionPivots(false,PivotRange.Daily, HLCCalculationMode.DailyBars ,0,0,0).HIST[0];
Print(myhist);

- I always get '0' for HIST[0] (although I can see that it is calculated in the MySessionPivots indicator) and I don't like that I have to hard code the arguments to MySessionPivots, because I would want the MyPrivotRangeHistogram to use whatever parameters I use for MySessionPivots. Furthermore it seems that I repeat the calculation (by calling the method) instead of reusing HIST-series already build up in MySessionPivots. I must be doing something wrong ...

Oops. You are quite right that you need the parameter list. I have corrected the original post to show that.

You will have to jump through quite a few hoops if you want to read the parameters of one indicator and pass those to another one. Perhaps the simplest way is to use static variables to hold the values you want to reference, and then have all the indicators read and use those values. Caution: Always, always be leery of using static variables. They can really bite you in the rear end.

[T2020]

Camarilla Pivots / Session Pivots

I guess I have the default indicator being there seems to be more then one version Here.
A Simple Refresh of the chart changes all the values. How can you trust an indicator when that happens.
Happens on Time charts or Volume charts.

I have a custom Session from 6:30 AM to 6:30 AM PT.

Had high hopes for this indicator, not so sure now ?

[T2020]

Switched to "CalcfromIntradaydate" and that seems to have stabilized it