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Camarilla Pivots Exploration for Amibroker (AFL)
Rating:
5 / 5 (Votes 1)
Tags:
amibroker, exploration, pivots
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.
You can read more about it here: Link
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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.