Pivot Indicator

[NinjaTrader_Joydeep]

Hello Andrew,
To assist you further can you upload a screenshot of the settings which you are using to backtest the strategy.

I look forward to assisting you further.

[alabell]

can i email it? it is giving me an upload error. i put it in a .rtf file.

[alabell]

sorry, got it.

[NinjaTrader_Joydeep]

Hello Andrew,
Please email it to support[AT]ninjatrader[DOT]com

Also, please send the code so that I can test it at my end.

Please append Attn:Joydeep in the subject line of the email and give a reference of this thread in the body of the email.

I look forward to assisting you further.

[NinjaTrader_Joydeep]

Hello Andrew,
Please make sure you have enough historical data for the backtest.

• In Control Center menu bar goto Tools>Historical Data Manager>Edit tab
• Look for the instrument VZ and please make sure you have enough data.

If you have a subscription for Kinetick please make sure you are pulling the data while backtesting it.

• In Control Center menu bar goto Tools>Options>Data tab
• Please make sure Get data from server (if available) is checked.

[alabell]

it's all there.

[NinjaTrader_Joydeep]

Hello Andrew,
This is to confirm I have got your email and has replied back to you.

[alabell]

i did not receive a reply. does this just mean you received the email?

[NinjaTrader_Matthew]

Hello,

I was able to locate Joydeep email he sent you - please see below

Hello Andrew,

Unfortunately I cannot replicate the issue. If I backtest it using the settings as shown in the attached screenshot I can get the trades from February.



Please make sure you have enough data ( both intraday and daily) for the backtest.

You can download data using the download feature in NinjaTrader.

In Control Center menu bar goto Tools>Historical Data manager>Download
http://www.ninjatrader.com/support/h...l?download.htm

I'm also sending you another email to confirm you are receiving our responses. Please check your spam folder and ensure you have added support[at]ninjatrader[dot]com to your list of trusted contacts.

We have members monitoring these forums over the weekend, so let us know if you have further questions.

[alabell]

Another question now that I'm back at my PC after a week or two off:

why does this code
(all variables are defined as doubles)
Stock is AAPL
__________________________________________________ ___________________

protected override void OnBarUpdate()


pivotPoint = Pivots(PivotRange.Daily, HLCCalculationMode.DailyBars, 0, 0, 0, 20).PP[0];
resistance1 = Pivots(PivotRange.Daily, HLCCalculationMode.DailyBars, 0, 0, 0, 20).R1[0];
resistance2 = Pivots(PivotRange.Daily, HLCCalculationMode.DailyBars, 0, 0, 0, 20).R2[0];
support1 = Pivots(PivotRange.Daily, HLCCalculationMode.DailyBars, 0, 0, 0, 20).S1[0];
support2 = Pivots(PivotRange.Daily, HLCCalculationMode.DailyBars, 0, 0, 0, 20).S2[0];


high = High[0];
low = Low[0];
close = Close[0];
myPivot = ((High[0] + Low[0] + Close[0]) / 3);


Print(Time[0].ToString() + " R2: " + resistance2.ToString() + " R1: " + resistance1.ToString() + " PP: " + pivotPoint.ToString() + " S1: " + support1.ToString() + " S2: " + support2.ToString());

Print(Time[0].ToString() + " High: " + high.ToString() + " Low: " + low.ToString() + " Close: " + close.ToString() + " PP: " + myPivot.ToString());

__________________________________________________ ____________________


Output this printed result: ??

8/2/2012 4:00:00 PM R2: 607.79 R1: 607.79 PP: 607.79 S1: 607.79 S2: 607.79
8/2/2012 4:00:00 PM High: 610.69 Low: 600.25 Close: 607.79 PP: 606.243333

(the bottom line is correct, FYI....)


thanks in advance,

Andrew

[NinjaTrader_Joydeep]

Hello Andrew,
To assist you further may I know what timeframe you are applying the indicator.

I look forward to assisting you further.

[alabell]

i have added no "timeframe bars" so that the default is being be driven by the backtest UI.


where am using


Last
Day
1

aha, I think I see what is missing, the last for a day bar on close is in fact the closing price.

but i will still ask for the correct code to insert so that my "Pivots" data (PP, s1, s2, r1, r2) are able to pick up all of the correct data.

Regards,

Andrew

[NinjaTrader_Joydeep]

Hello Andrew,
The code is correct.

If I run it on a daily bar I get this print

8/6/2012 2:00:00 PM R2: 624.66 R1: 624.66 PP: 624.66 S1: 624.66 S2: 624.66
8/6/2012 2:00:00 PM High: 624.87 Low: 615.26 Close: 624.66 PP: 621.596666666667

If I run it on a 5 minute bar I get this print

8/6/2012 11:30:00 AM R2: 621.5 R1: 618.6 PP: 615.08 S1: 612.18 S2: 608.66
8/6/2012 11:30:00 AM High: 624.69 Low: 624.12 Close: 624.2 PP: 624.336666666667

If you are running it on daily bars then please make sure to set the PivotRangeType to Weekly or Monthly. Like:

pivotPoint = Pivots(PivotRange.Monthly, HLCCalculationMode.DailyBars, 0, 0, 0, 20).PP[0];

Please let me know if I can assist you any further.

[alabell]

This does not make sense to me; I want today's pivot points to stay the same all day, based on yesterday's (H+L+C)/3 and then be able to say "if the stock crosses above or below this level on a one minute bar, buy or sell."

so I basically want today's pivots based on yesterdays H,L and C. but the data im comparing it to should be, let's say, one minute, and i can not get this to function.


Why would monthly have anything to do with this approach?

[NinjaTrader_Joydeep]

Hello Andrew,
In case you are applying the indicator on a one minute bar then the code

myPivot = ((High[0] + Low[0] + Close[0]) / 3);

gives the value of the last running bar, and not yesterdays pivot values.

to calculate the pivot value of yesterdays data please use the below code

myPivot = (this.PriorDayOHLC().PriorClose[0] + this.PriorDayOHLC().PriorHigh[0] + this.PriorDayOHLC().PriorLow[0]) / 3;