Camarilla Pivots Exploration for Amibroker (AFL)
swapnil almost 16 years ago Amibroker (AFL)
The Camarilla equation calculates eight levels of intra-day support and resistance according to yesterday’s High, Low, Open and Close. There are 5 of these “L” levels below yesterday’s close, and 5 “H” levels above. They are numbered L1, L2, L3, L4 and L5 etc. The most important levels are L3, H3 levels and L4, H4 levels.
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Indicator / Formula
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_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
_SECTION_END();
_SECTION_BEGIN("Volume At Price");
PlotVAPOverlay( Param("Lines", 300, 100, 1000, 1 ), Param("Width", 5, 1, 100, 1 ), ParamColor("Color", colorCycle ), ParamToggle("Side", "Left|Right" ) | 4*ParamToggle("Z-order", "On top|Behind", 1 ) );
_SECTION_END();
_SECTION_BEGIN("Camrilla");
A=Ref(O,0);
B=Ref(H,0);
D=Ref(L,0);
E=Ref(C,0);
F=ATR(2);
G=((100*F)/E);
Pivot=((A+B+D+E)/4);
range=B-D;
H1=C+((range*(1.1*G))/12);
H2=C+((range*(1.1*G))/6);
H3=C+((range*(1.1*G))/4);
H4=C+((range*(1.1*G))/2);
H5=C+((range*(1.1*G))/1);
L1=C-((range*(1.1*G))/12);
L2=C-((range*(1.1*G))/6);
L3=C-((range*(1.1*G))/4);
L4=C-((range*(1.1*G))/2);
L5=C-((range*(1.1*G))/1);
Filter=1;
AddColumn(range,"Range",1.2,colorDefault,colorDefault,-1);
AddColumn(F,"ATR",1.2,colorDefault,colorDefault,-1);
AddColumn(G,"ATR %",1.2,colorDefault,colorDefault,-1);
AddColumn(E,"Close",1.2,colorDefault,colorGold,-1);
AddColumn(Pivot,"Pivot",1.2,colorGold,colorBlue,-1);
AddColumn(H5,"H5",1.2,colorDefault,colorDefault,-1);
AddColumn(H4,"H4",1.2,colorGold,colorBlue,-1);
AddColumn(H3,"H3",1.2,colorGold,colorRed,-1);
AddColumn(H2,"H2",1.2,colorDefault,colorDefault,-1);
AddColumn(H1,"H1",1.2,colorDefault,colorDefault,-1);
AddColumn(L1,"L1",1.2,colorDefault,colorDefault,-1);
AddColumn(L2,"L2",1.2,colorDefault,colorDefault,-1);
AddColumn(L3,"L3",1.2,colorGold,colorBlue,-1);
AddColumn(L4,"L4",1.2,colorGold,colorRed,-1);
AddColumn(L5,"L5",1.2,colorDefault,colorDefault,-1);
_SECTION_END();2 comments
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Except for plain candles, nothing is displaying. i am using amibroker 5.3o professional edition.
It is only an exploration. If you want the pivots displayed you need to use another formula.