CPR and Pivot points conversion from Tradingview

edrajs · Wed, 02 Sep 2020 19:39:31 +0000

Salut Nicolas, I tried with my limited programming knowledge to create new indicators for CPR and Pivot points with formulas. It didn’t work out. Appreciate your help in converting this code for CPR and Pivot points from TradingView. For the pivot points only daily, weekly and monthly are enough. Please ignore other pivots in the code, as I was not sure which one to delete. study(title="Pivot Range", shorttitle="CD_PivotR", overlay=true) sd = input(true, title="Show Daily Pivots?") //Pivot Range Calculations - Mark Fisher pivot = (high + low + close ) / 3.0 bc = (high + low ) / 2.0 tc = (pivot - bc) + pivot //Daily Pivot Range dtime_pivot = security(tickerid, 'D', pivot[1]) dtime_bc = security(tickerid, 'D', bc[1]) dtime_tc = security(tickerid, 'D', tc[1]) offs_daily = 0 plot(sd and dtime_pivot ? dtime_pivot : na, title="Daily Pivot",style=circles, color=fuchsia,linewidth=3) plot(sd and dtime_bc ? dtime_bc : na, title="Daily BC",style=circles, color=blue,linewidth=3) plot(sd and dtime_tc ? dtime_tc : na, title="Daily TC",style=circles, color=blue,linewidth=3) study(title="CM_Pivot Points_M-W-D_4H_1H_Filtered", shorttitle="CM_Pivots_Filtered", overlay=true) pf = input(true,title="Show Filtered Pivots") sa = input(true,title="Show Pivot Average") sh = input(false, title="Show 1 Hour Pivots?") sf = input(false, title="Show 4 Hour Pivots?") sd = input(false, title="Show Daily Pivots?") sw = input(false, title="Show Weekly Pivots?") sm = input(true, title="Show Monthly Pivots?") sy = input(false, title="Show Yearly Pivots?") sh3 = input(false, title="Show R3 & S3 Only On 1 Hour & 4 Hour?") // Classic Pivot pivot = (high + low + close ) / 3.0 // Filter Cr bull= pivot > (pivot + pivot[1]) / 2 + .0025 bear= pivot < (pivot + pivot[1]) / 2 - .0025 // Classic Pivots r1 = pf and bear ? pivot + (pivot - low) : pf and bull ? pivot + (high - low) : pivot + (pivot - low) s1 = pf and bull ? pivot - (high - pivot) : pf and bear ? pivot - (high - low) : pivot - (high - pivot) r2 = pf ? na : pivot + (high - low) s2 = pf ? na : pivot - (high - low) r3 = sh3 and r1 + (high - low) ? r1 + (high - low) : na s3 = sh3 and s1 - (high - low) ? s1 - (high - low) : na //Pivot Average Calculation smaP = sma(pivot, 3) //1 Hour Pivots htime_pivot = security(tickerid, '60', pivot[1]) htime_pivotAvg = security(tickerid, '60', smaP[1]) htime_R1 = security(tickerid, '60', r1[1]) htime_S1 = security(tickerid, '60', s1[1]) htime_R2 = security(tickerid, '60', r2[1]) htime_S2 = security(tickerid, '60', s2[1]) htime_R3 = security(tickerid, '60', r3[1]) htime_S3 = security(tickerid, '60', s3[1]) plot(sa and sh and htime_pivotAvg ? htime_pivotAvg : na, title="Hourly Pivot Average",style=cross, color=orange,linewidth=2) plot(sh and htime_pivot ? htime_pivot : na, title="Hourly Pivot",style=circles, color=fuchsia,linewidth=2) plot(sh and htime_R1 ? htime_R1 : na, title="Hourly R1",style=circles, color=#DC143C,linewidth=2) plot(sh and htime_S1 ? htime_S1 : na, title="Hourly S1",style=circles, color=lime,linewidth=2) plot(sh and htime_R2 ? htime_R2 : na, title="Hourly R2",style=circles, color=maroon,linewidth=2) plot(sh and htime_S2 ? htime_S2 : na, title="Hourly S2",style=circles, color=#228B22,linewidth=2) plot(sh and htime_R3 ? htime_R3 : na, title="Hourly R3",style=circles, color=#FA8072,linewidth=2) plot(sh and htime_S3 ? htime_S3 : na, title="Hourly S3",style=circles, color=#CD5C5C,linewidth=2) //4 Hour Pivots ftime_pivot = security(tickerid, '240', pivot[1]) ftime_pivotAvg = security(tickerid, '240', smaP[1]) ftime_R1 = security(tickerid, '240', r1[1]) ftime_S1 = security(tickerid, '240', s1[1]) ftime_R2 = security(tickerid, '240', r2[1]) ftime_S2 = security(tickerid, '240', s2[1]) ftime_R3 = security(tickerid, '240', r3[1]) ftime_S3 = security(tickerid, '240', s3[1]) plot(sa and sf and ftime_pivotAvg ? ftime_pivotAvg : na, title="4 Hour Pivot Average",style=cross, color=orange,linewidth=2) plot(sf and ftime_pivot ? ftime_pivot : na, title="4 Hour Pivot",style=circles, color=fuchsia,linewidth=3) plot(sf and ftime_R1 ? ftime_R1 : na, title="4 Hour R1",style=circles, color=#DC143C,linewidth=3) plot(sf and ftime_S1 ? ftime_S1 : na, title="4 Hour S1",style=circles, color=lime,linewidth=3) plot(sf and ftime_R2 ? ftime_R2 : na, title="4 Hour R2",style=circles, color=maroon,linewidth=3) plot(sf and ftime_S2 ? ftime_S2 : na, title="4 Hour S2",style=circles, color=#228B22,linewidth=3) plot(sf and ftime_R3 ? ftime_R3 : na, title="4 Hour R3",style=circles, color=#FA8072,linewidth=3) plot(sw and ftime_S3 ? ftime_S3 : na, title="4 Hour S3",style=circles, color=#CD5C5C,linewidth=3) //Daily Pivots dtime_pivot = security(tickerid, 'D', pivot[1]) dtime_pivotAvg = security(tickerid, 'D', smaP[1]) dtime_r1 = security(tickerid, 'D', r1[1]) dtime_s1 = security(tickerid, 'D', s1[1]) dtime_r2 = security(tickerid, 'D', r2[1]) dtime_s2 = security(tickerid, 'D', s2[1]) offs_daily = 0 plot(sa and sd and dtime_pivotAvg ? dtime_pivotAvg : na, title="Daily Pivot Average",style=cross, color=orange,linewidth=2) plot(sd and dtime_pivot ? dtime_pivot : na, title="Daily Pivot",style=circles, color=fuchsia,linewidth=3) plot(sd and dtime_r1 ? dtime_r1 : na, title="Daily R1",style=circles, color=#DC143C,linewidth=3) plot(sd and dtime_s1 ? dtime_s1 : na, title="Daily S1",style=circles, color=lime,linewidth=3) plot(sd and dtime_r2 ? dtime_r2 : na, title="Daily R2",style=circles, color=maroon,linewidth=3) plot(sd and dtime_s2 ? dtime_s2 : na, title="Daily S2",style=circles, color=#228B22,linewidth=3) //Weekly Pivots wtime_pivot = security(tickerid, 'W', pivot[1]) wtime_pivotAvg = security(tickerid, 'W', smaP[1]) wtime_R1 = security(tickerid, 'W', r1[1]) wtime_S1 = security(tickerid, 'W', s1[1]) wtime_R2 = security(tickerid, 'W', r2[1]) wtime_S2 = security(tickerid, 'W', s2[1]) plot(sa and sw and wtime_pivotAvg ? wtime_pivotAvg : na, title="Weekly Pivot Average",style=cross, color=orange,linewidth=3) plot(sw and wtime_pivot ? wtime_pivot : na, title="Weekly Pivot",style=circles, color=fuchsia,linewidth=4) plot(sw and wtime_R1 ? wtime_R1 : na, title="Weekly R1",style=circles, color=#DC143C,linewidth=4) plot(sw and wtime_S1 ? wtime_S1 : na, title="Weekly S1",style=circles, color=lime,linewidth=4) plot(sw and wtime_R2 ? wtime_R2 : na, title="Weekly R2",style=circles, color=maroon,linewidth=4) plot(sw and wtime_S2 ? wtime_S2 : na, title="Weekly S2",style=circles, color=#228B22,linewidth=4) //Monthly Pivots mtime_pivot = security(tickerid, 'M', pivot[1]) mtime_pivotAvg = security(tickerid, 'M', smaP[1]) mtime_R1 = security(tickerid, 'M', r1[1]) mtime_S1 = security(tickerid, 'M', s1[1]) mtime_R2 = security(tickerid, 'M', r2[1]) mtime_S2 = security(tickerid, 'M', s2[1]) plot(sa and sm and mtime_pivotAvg ? mtime_pivotAvg : na, title="Monthly Pivot Average",style=cross, color=orange,linewidth=4) plot(sm and mtime_pivot ? mtime_pivot : na, title="Monthly Pivot",style=circles, color=fuchsia,linewidth=5) plot(sm and mtime_R1 ? mtime_R1 : na, title="Monthly R1",style=circles, color=#DC145C,linewidth=5) plot(sm and mtime_S1 ? mtime_S1 : na, title="Monthly S1",style=circles, color=lime,linewidth=5) plot(sm and mtime_R2 ? mtime_R2 : na, title="Monthly R2",style=circles, color=maroon,linewidth=5) plot(sm and mtime_S2 ? mtime_S2 : na, title="Monthly S2",style=circles, color=#228B22,linewidth=5) //Yearly Pivots ytime_pivot = security(tickerid, '12M', pivot[1]) ytime_pivotAvg = security(tickerid, '12M', smaP[1]) ytime_R1 = security(tickerid, '12M', r1[1]) ytime_S1 = security(tickerid, '12M', s1[1]) ytime_R2 = security(tickerid, '12M', r2[1]) ytime_S2 = security(tickerid, '12M', s2[1]) //Yearly Pivots Plots plot(sa and sy and ytime_pivotAvg ? ytime_pivotAvg : na, title="Yearly Pivot Average",style=cross, color=orange,linewidth=4) plot(sy and ytime_pivot ? ytime_pivot : na, title="Yearly Pivot",style=cross, color=fuchsia,linewidth=6) plot(sy and ytime_R1 ? ytime_R1 : na, title="Yearly R1",style=cross, color=#DC143C,linewidth=6) plot(sy and ytime_S1 ? ytime_S1 : na, title="Yearly S1",style=cross, color=lime,linewidth=6) plot(sy and ytime_R2 ? ytime_R2 : na, title="Yearly R2",style=cross, color=maroon,linewidth=6) plot(sy and ytime_S2 ? ytime_S2 : na, title="Yearly S2",style=cross, color=#228B22,linewidth=6)

This topic has 15 replies, 6 voices, and was last updated 3 years ago by robertogozzi.

Tagged: cpr, pivot, pivots

Viewing 16 post (of 16 total)

← 1 2

09/07/2021 at 2:00 PM #176938

robertogozzi

@Sakhalin

Only post in the language of the forum that you are posting in. For example English only in the English speaking forums and French only in the French speaking forums.

Thank you 🙂

robertogozzi
Moderator

Topics: 69
Replies: 17087
Been thanked: 4005 times
Author

Posts

Viewing 16 post (of 16 total)

← 1 2

Find exclusive trading pro-tools on