Intra day camarilla Pivots not matching chart display

• 09/28/2022 at 3:57 PM #201587
  JS

  If you want to use different time frames, you have to put that above your code:

  TimeFrame(5 minutes)

  // Conditions to enter long positions
  indicator1 = ExponentialAverage[8](close)
  indicator2 = (High[1] + Low[1] + Close[1])/3
  c1 = (indicator1[1] < indicator2[1])
  indicator3 = ExponentialAverage[8](close)
  indicator4 = (High[1] + Low[1] + Close[1])/3
  c2 = (indicator3 > indicator4)

  TimeFrame(15 minutes)

  indicator5 = Close[1] + (High[1]-Low[1]) * (1.1 / 4)
  c3 = (close > indicator5)
  indicator6 = Close[1] + (High[1]-Low[1]) * (1.1 / 6)
  c4 = (low[1] < indicator6[1])
  indicator7 = Close[1] + (High[1]-Low[1]) * (1.1 / 6)
  c5 = (close > indicator7)

  1 user thanked author for this post.

  Paulg999

  

  JS

  Participant

  Topics: 26

  Replies: 1718

  Been thanked: 781 times
  09/28/2022 at 5:16 PM #201594
  Paulg999

  Thanks JS,

  I haven’t made myself clear.

  The code is all based on the 1m chart . So visually, I have two sets of camarilla indicators on my chart (5m & 15m). On this 1m chart I have a set of criteria I want to meet based on 5m cam levels & another set of conditions to meet based on the 15m cam levels.

   

  // Conditions to enter long positions

  //Set of criteria to meet on the 5m cam

  indicator1 = ExponentialAverage[8](close)
  indicator2 = (High[1] + Low[1] + Close[1])/3
  c1 = (indicator1[1] < indicator2[1])
  indicator3 = ExponentialAverage[8](close)
  indicator4 = (High[1] + Low[1] + Close[1])/3
  c2 = (indicator3 > indicator4)

  //Set of criteria to meet on the 15m cam

  indicator5 = Close[1] + (High[1]-Low[1]) * (1.1 / 4)
  c3 = (close > indicator5)
  indicator6 = Close[1] + (High[1]-Low[1]) * (1.1 / 6)
  c4 = (low[1] < indicator6[1])
  indicator7 = Close[1] + (High[1]-Low[1]) * (1.1 / 6)
  c5 = (close > indicator7)

  Thanks for your patience.

  

  Paulg999

  Participant

  Topics: 4

  Replies: 17

  Been thanked: 0 times
  09/28/2022 at 5:36 PM #201595
  JS

  Put your indicators under the correct time frame and put your conditions under time frame “default” (1 minute)

  TimeFrame(15 minutes)

  indicator5 = Close[1] + (High[1]-Low[1]) * (1.1 / 4)

  indicator6 = Close[1] + (High[1]-Low[1]) * (1.1 / 6)

  indicator7 = Close[1] + (High[1]-Low[1]) * (1.1 / 6)

  TimeFrame(5 minutes)

  indicator1 = ExponentialAverage[8](close)

  indicator2 = (High[1] + Low[1] + Close[1])/3

  indicator3 = ExponentialAverage[8](close)

  indicator4 = (High[1] + Low[1] + Close[1])/3

  TimeFrame(Default)

  c1 = (indicator1[1] < indicator2[1])

  c2 = (indicator3 > indicator4)

  c3 = (close > indicator5)

  c4 = (low[1] < indicator6[1])

  c5 = (close > indicator7)

  

  JS

  Participant

  Topics: 26

  Replies: 1718

  Been thanked: 781 times
  09/28/2022 at 6:35 PM #201603
  Paulg999

  Ill have to take a look at this tomorrow.

  Can you just confirm if they need to appear in the code in the order you have written them?

  Thanks.

  P

  

  Paulg999

  Participant

  Topics: 4

  Replies: 17

  Been thanked: 0 times
  09/28/2022 at 6:42 PM #201605
  JS

  Hi Paulg999

  This must indeed be the order..

  Good luck and we’ll probably talk to each other again… 😉

  

  JS

  Participant

  Topics: 26

  Replies: 1718

  Been thanked: 781 times
  09/28/2022 at 10:19 PM #201613
  Paulg999

  Hi JS,

  I got a chance to re-enter my code in the right order & re-run it but something is still drastically wrong (with my interpretation no doubt).

  I have attached the itf file along with a summary of the strategy & the code written. Underneath the summary, I have given an example trigger of both short & long along with a PNG file showing each example

  CP = Current Period / PP = Previous Period.

  Long	Short
  Using 15m [Camarilla Levels]	Using 15m [Camarilla Levels]
  Low < S2 (PP)	High > R2 (PP)
  Close > R2 (CP)	Close < S2 (CP)
  Using 5m [Camarilla Levels]	Using 5m [Camarilla Levels]
  8ema < [Pivot Point] (PP)	8ema > [Pivot Point] (PP)
  8ema > [Pivot Point] (CP)	8ema < [Pivot Point] (CP)
  Close > [R3] (CP)	Close < [S3] (CP)
  (Default)	(Default)
  Close < BB20-2.3 Upper (Boll2) (CP)	Close < BB20-2.3 Lower (Boll2) (CP)
  55ema < 144ema (CP)	55ema > 144ema (CP)
  8ema < 21sma (CP)	8ema > 21sma (CP)
  8ema < 55ema (CP)	8ema > 55ema (CP)
  Close < 55ema (CP)	Close > 55ema (CP)
  Close < 21sma (CP)	Close > 21sma (CP)
  Exit = Close (CP) < Low (PP)	Exit= Close (CP) > High (PP)
  US30 26-09-22 1m @ 17:45	US30 22-09-22 1m @ 20:15

   

  Long AT.1 v2 Program

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Conditions to enter long positions TimeFrame(15 minutes) indicator1 = Close[1] + (High[1]-Low[1]) * (1.1 / 6) c1 = (low[1] < indicator1[1]) indicator2 = Close[1] + (High[1]-Low[1]) * (1.1 / 6) c2 = (close > indicator2) TimeFrame(5 minutes) indicator3 = ExponentialAverage[8](close) indicator4 = (High[1] + Low[1] + Close[1])/3 c3 = (indicator3[1] < indicator4[1]) indicator5 = ExponentialAverage[8](close) indicator6 = (High[1] + Low[1] + Close[1])/3 c4 = (indicator5 > indicator6) indicator7 = Close[1] + (High[1]-Low[1]) * (1.1 / 4) c5 = (close > indicator7) TimeFrame(Default) indicator8 = Average[20](close)+2.3*std[20](close) c6 = (close < indicator8) indicator9 = ExponentialAverage[55](close) indicator10 = ExponentialAverage[144](close) c7 = (indicator9 < indicator10) indicator11 = ExponentialAverage[8](close) indicator12 = Average[21](close) c8 = (indicator11 < indicator12) indicator13 = ExponentialAverage[8](close) indicator14 = ExponentialAverage[55](close) c9 = (indicator13 < indicator14) indicator15 = ExponentialAverage[55](close) c10 = (close < indicator15) indicator16 = Average[21](close) c11 = (close < indicator16) IF c1 AND c2 AND c3 AND c4 AND c5 AND c6 AND c7 AND c8 AND c9 AND c10 AND c11 THEN BUY 1 PERPOINT AT MARKET ENDIF // Conditions to exit long positions c12 = (close < low[1]) IF c12 THEN SELL AT MARKET ENDIF // Conditions to enter short positions TimeFrame(15 minutes) indicator17 = Close[1] + (High[1]-Low[1]) * (1.1 / 6) c13 = (high[1] > indicator17[1]) indicator18 = Close[1] + (High[1]-Low[1]) * (1.1 / 6) c14 = (close < indicator18) TimeFrame(5 minutes) indicator19 = ExponentialAverage[8](close) indicator20 = (High[1] + Low[1] + Close[1])/3 c15 = (indicator19[1] > indicator20[1]) indicator21 = ExponentialAverage[8](close) indicator22 = (High[1] + Low[1] + Close[1])/3 c16 = (indicator21 < indicator22) indicator23 = Close[1] + (High[1]-Low[1]) * (1.1 / 4) c17 = (close < indicator23) TimeFrame(Default) indicator24 = Average[20](close)-2.3*std[20](close) c18 = (close > indicator24) indicator25 = ExponentialAverage[55](close) indicator26 = ExponentialAverage[144](close) c19 = (indicator25 > indicator26) indicator27 = ExponentialAverage[8](close) indicator28 = Average[21](close) c20 = (indicator27 > indicator28) indicator29 = ExponentialAverage[8](close) indicator30 = ExponentialAverage[55](close) c21 = (indicator29 > indicator30) indicator31 = ExponentialAverage[55](close) c22 = (close > indicator31) indicator32 = Average[21](close) c23 = (close > indicator32) IF c13 AND c14 AND c15 AND c16 AND c17 AND c18 AND c19 AND c20 AND c21 AND c22 AND c23 THEN SELLSHORT 1 PERPOINT AT MARKET ENDIF // Conditions to exit short positions c24 = (close > high[1]) IF c24 THEN EXITSHORT AT MARKET ENDIF

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated   // Conditions to enter long positions TimeFrame(15 minutes) indicator1 = Close[1] + (High[1]-Low[1]) * (1.1 / 6) c1 = (low[1] < indicator1[1]) indicator2 = Close[1] + (High[1]-Low[1]) * (1.1 / 6) c2 = (close > indicator2) TimeFrame(5 minutes) indicator3 = ExponentialAverage[8](close) indicator4 = (High[1] + Low[1] + Close[1])/3 c3 = (indicator3[1] < indicator4[1]) indicator5 = ExponentialAverage[8](close) indicator6 = (High[1] + Low[1] + Close[1])/3 c4 = (indicator5 > indicator6) indicator7 = Close[1] + (High[1]-Low[1]) * (1.1 / 4) c5 = (close > indicator7) TimeFrame(Default) indicator8 = Average[20](close)+2.3*std[20](close) c6 = (close < indicator8) indicator9 = ExponentialAverage[55](close) indicator10 = ExponentialAverage[144](close) c7 = (indicator9 < indicator10) indicator11 = ExponentialAverage[8](close) indicator12 = Average[21](close) c8 = (indicator11 < indicator12) indicator13 = ExponentialAverage[8](close) indicator14 = ExponentialAverage[55](close) c9 = (indicator13 < indicator14) indicator15 = ExponentialAverage[55](close) c10 = (close < indicator15) indicator16 = Average[21](close) c11 = (close < indicator16)   IF c1 AND c2 AND c3 AND c4 AND c5 AND c6 AND c7 AND c8 AND c9 AND c10 AND c11 THEN BUY 1 PERPOINT AT MARKET ENDIF   // Conditions to exit long positions c12 = (close < low[1])   IF c12 THEN SELL AT MARKET ENDIF   // Conditions to enter short positions TimeFrame(15 minutes) indicator17 = Close[1] + (High[1]-Low[1]) * (1.1 / 6) c13 = (high[1] > indicator17[1]) indicator18 = Close[1] + (High[1]-Low[1]) * (1.1 / 6) c14 = (close < indicator18) TimeFrame(5 minutes) indicator19 = ExponentialAverage[8](close) indicator20 = (High[1] + Low[1] + Close[1])/3 c15 = (indicator19[1] > indicator20[1]) indicator21 = ExponentialAverage[8](close) indicator22 = (High[1] + Low[1] + Close[1])/3 c16 = (indicator21 < indicator22) indicator23 = Close[1] + (High[1]-Low[1]) * (1.1 / 4) c17 = (close < indicator23) TimeFrame(Default) indicator24 = Average[20](close)-2.3*std[20](close) c18 = (close > indicator24) indicator25 = ExponentialAverage[55](close) indicator26 = ExponentialAverage[144](close) c19 = (indicator25 > indicator26) indicator27 = ExponentialAverage[8](close) indicator28 = Average[21](close) c20 = (indicator27 > indicator28) indicator29 = ExponentialAverage[8](close) indicator30 = ExponentialAverage[55](close) c21 = (indicator29 > indicator30) indicator31 = ExponentialAverage[55](close) c22 = (close > indicator31) indicator32 = Average[21](close) c23 = (close > indicator32)   IF c13 AND c14 AND c15 AND c16 AND c17 AND c18 AND c19 AND c20 AND c21 AND c22 AND c23 THEN SELLSHORT 1 PERPOINT AT MARKET ENDIF   // Conditions to exit short positions c24 = (close > high[1])   IF c24 THEN EXITSHORT AT MARKET ENDIF

  Lets see what this uncovers……..

   

  

  Paulg999

  Participant

  Topics: 4

  Replies: 17

  Been thanked: 0 times
  09/30/2022 at 4:17 AM #201684
  JS

  Hi Paulg999

  I have time to look at your code again over the weekend…

  

  JS

  Participant

  Topics: 26

  Replies: 1718

  Been thanked: 781 times
  10/02/2022 at 11:48 AM #201771
  JS

  Hi Paulg999

  I see several double indicators (ind1 = ind2, ind3 = ind5, ind4 = ind6, etc.)

  It’s not wrong but not necessary and somewhat confusing.

  Furthermore, I don’t see any errors in your code…

  What goes “dramatically wrong”?

  

  JS

  Participant

  Topics: 26

  Replies: 1718

  Been thanked: 781 times
  10/17/2022 at 11:03 AM #202673
  Paulg999

  Hi JS,

  Apologies for the late reply. I am currently in the middle of a house sale which is proving to be very time consuming. I will get back to you in a few weeks when things have calmed down.

  

  Paulg999

  Participant

  Topics: 4

  Replies: 17

  Been thanked: 0 times
• Author
  Posts