Camarilla Pivots Proximity

• 06/10/2022 at 4:51 PM #195095
  brunoasoliveira

  Hi Everyone,

  I’m trying to set a proscreener  code to find stocks with proximity to Camarilla pivots R4 and S4. The problem is in defining the value of the pivots. The value that PRT is presenting in the screener is not the same as the chart. In some stocks, the difference is much bigger. I already used the parameters as an indicator and the lines are in the same value of the PRT Camarilla Pivots. I don’t know what to do more… 🙁 I have in the screener (file attached) a column with the S4 value.

  The code i’m using is this:

  myH = ( DHIGH(1) ) myL = ( DLOW(1) ) myC = ( DCLOSE(1) ) //Camarilla Support S4 CAMS4 = myC-(myH-myL)*(1.1/2) //Camarilla Support S3 CAMS3 = myC-(myH-myL)*(1.1/4) //Camarilla Support R4 CAMR4 = ((myH-myL)*1.1)/2+myC //Camarilla Support R3 CAMR3 = ((myH-myL)*1.1)/4+myC c1 = close <= ((CAMS4+CAMS3)/2) AND close >= CAMS4 C2 = close >= ((CAMR4+CAMR3)/2) AND close <= CAMR4 indicator1 = Volume c3 = (indicator1 >= 2000000) c4 = Volume > 1000000 C5 = Close > 10 AND CLOSE < 200 C6 = AverageTrueRange[14](Close) > 3 criteria = CAMS4 SCREENER[c1 AND C3 AND C4 AND C5 AND C6 OR c2 AND C3 AND C4 AND C5 AND C6] (criteria AS "Cam_Sup4")

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24

  myH = ( DHIGH(1) ) myL = ( DLOW(1) ) myC = ( DCLOSE(1) )   //Camarilla Support S4 CAMS4 = myC-(myH-myL)*(1.1/2) //Camarilla Support S3 CAMS3 = myC-(myH-myL)*(1.1/4) //Camarilla Support R4 CAMR4 = ((myH-myL)*1.1)/2+myC //Camarilla Support R3 CAMR3 = ((myH-myL)*1.1)/4+myC     c1 = close <= ((CAMS4+CAMS3)/2) AND close >= CAMS4 C2 = close >= ((CAMR4+CAMR3)/2) AND close <= CAMR4 indicator1 = Volume c3 = (indicator1 >= 2000000) c4 = Volume > 1000000 C5 = Close > 10 AND CLOSE < 200 C6 = AverageTrueRange[14](Close) > 3 criteria = CAMS4   SCREENER[c1 AND C3 AND C4 AND C5 AND C6 OR c2 AND C3 AND C4 AND C5 AND C6] (criteria AS "Cam_Sup4")

   

  

  brunoasoliveira

  Participant

  Topics: 4

  Replies: 5

  Been thanked: 0 times
  06/10/2022 at 5:17 PM #195098
  brunoasoliveira

  What I found right now, was that the HOD and LOD of the previous day in the code, considers the pre-market time and Camarilla Pivots don’t. How can i correct this?

  Thanks in advance.

  Regards

  

  brunoasoliveira

  Participant

  Topics: 4

  Replies: 5

  Been thanked: 0 times
  07/07/2022 at 11:29 AM #196962
  brunoasoliveira

  Hi everyone,

  Any thoughts about how can I define the “high of the day” considering only regular time? I know that it is possible disabling  the extended trading hours, but I need to see the resistances and supports in the premarket. Another possibility is to “call” camarilla pivots in the code, but i’m not seeing how. Any help will be greatfull.

  Thanks in advance.

  

  brunoasoliveira

  Participant

  Topics: 4

  Replies: 5

  Been thanked: 0 times
  07/07/2022 at 11:44 AM #196965
  JC_Bywan

  Hi,

  Assuming a start time lower than finish time (meaning not either side of local midnight for a market in a faraway timezone, which would require to amend timing conditions), and assuming a not too small intraday timeframe to avoid empty candles and to avoid more complex coding solution, this should give you the high, low and close for customised start and finish times in lines 1,2 in HHMMSS format:

  start=080000 finish=220000 if opentime=start then myH=high myL=low endif if opentime>=start and opentime<finish then myH=max(high, myH) myL=min(low,myL) endif if time=finish then myC=close endif return myL, myH, myC

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16

  start=080000 finish=220000   if opentime=start then myH=high myL=low endif if opentime>=start and opentime<finish then myH=max(high, myH) myL=min(low,myL) endif if time=finish then myC=close endif   return myL, myH, myC

   

   

   

  

  JC_Bywan

  Moderator

  Topics: 20

  Replies: 2678

  Been thanked: 944 times
  07/07/2022 at 12:31 PM #196971
  JC_Bywan

  Sorry, above gave myL,myH,myC for the day in response to #196962, but if you want to include it in your screener in #195095 you would need previous day’s values not today’s, I should have written it differently to keep your myL, myH, myC names for same calc as you and avoid any potential confusion, so here it is rewritten with dayH,dayL,dayC feeding at end of day into myH,myL,myC remaining not overwritten the following morning to be available for pivot calc, and without return line to add it at beginning of your screener:

  start=080000//customise it in HHMMSS finish=220000//customise it in HHMMSS if opentime=start then dayH=high dayL=low endif if opentime>=start and opentime<finish then dayH=max(high, dayH) dayL=min(low,dayL) endif if time=finish then dayC=close myL=dayL myH=dayH myC=dayC endif

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17

  start=080000//customise it in HHMMSS finish=220000//customise it in HHMMSS   if opentime=start then dayH=high dayL=low endif if opentime>=start and opentime<finish then dayH=max(high, dayH) dayL=min(low,dayL) endif if time=finish then dayC=close myL=dayL myH=dayH myC=dayC endif

   

   

  

  JC_Bywan

  Moderator

  Topics: 20

  Replies: 2678

  Been thanked: 944 times
  07/12/2022 at 1:27 PM #197173
  brunoasoliveira

  <span class=”bbp-author-name”>JC_Bywan</span>, you are the Master!!! Thank you very much for your help. Problem solved!

  

  brunoasoliveira

  Participant

  Topics: 4

  Replies: 5

  Been thanked: 0 times
• Author
  Posts