Camarilla Pivots

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Camarilla Pivots

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Description

Camarilla pivots are a price analysis tool that generates potential support and resistance levels by multiplying the prior range then adding or subtracting it from the close.

 

Syntax

Pivots(PivotRange pivotRangeType, HLCCalculationMode priorDayHLC, double userDefinedClose, double userDefinedHigh, double userDefinedLow, int width)
Pivots(ISeries<double> input, PivotRange pivotRangeType, HLCCalculationMode priorDayHLC, double userDefinedClose, double userDefinedHigh, double userDefinedLow, int width)

 

Returns R1 value
Pivots(PivotRange pivotRangeType, HLCCalculationMode priorDayHLC, double userDefinedClose, double userDefinedHigh, double userDefinedLow, int width).R1[int barsAgo]
Pivots(ISeries<double> input, PivotRange pivotRangeType, HLCCalculationMode priorDayHLC, double userDefinedClose, double userDefinedHigh, double userDefinedLow, int width).R1[int barsAgo]

 

Returns R2 value
Pivots(PivotRange pivotRangeType, HLCCalculationMode priorDayHLC, double userDefinedClose, double userDefinedHigh, double userDefinedLow, int width).R2[int barsAgo]
Pivots(ISeries<double> input, PivotRange pivotRangeType, HLCCalculationMode priorDayHLC, double userDefinedClose, double userDefinedHigh, double userDefinedLow, int width).R2[int barsAgo]

 

Returns R3 value
Pivots(PivotRange pivotRangeType, HLCCalculationMode priorDayHLC, double userDefinedClose, double userDefinedHigh, double userDefinedLow, int width).R3[int barsAgo]
Pivots(ISeries<double> input, PivotRange pivotRangeType, HLCCalculationMode priorDayHLC, double userDefinedClose, double userDefinedHigh, double userDefinedLow, int width).R3[int barsAgo]

 

Returns R4 value
Pivots(PivotRange pivotRangeType, HLCCalculationMode priorDayHLC, double userDefinedClose, double userDefinedHigh, double userDefinedLow, int width).R3[int barsAgo]
Pivots(ISeries<double> input, PivotRange pivotRangeType, HLCCalculationMode priorDayHLC, double userDefinedClose, double userDefinedHigh, double userDefinedLow, int width).R4[int barsAgo]

 

Returns S1 value
Pivots(PivotRange pivotRangeType, HLCCalculationMode priorDayHLC, double userDefinedClose, double userDefinedHigh, double userDefinedLow, int width).S1[int barsAgo]
Pivots(ISeries<double> input, PivotRange pivotRangeType, HLCCalculationMode priorDayHLC, double userDefinedClose, double userDefinedHigh, double userDefinedLow, int width).S1[int barsAgo]

 

Returns S2 value
Pivots(PivotRange pivotRangeType, HLCCalculationMode priorDayHLC, double userDefinedClose, double userDefinedHigh, double userDefinedLow, int width).S2[int barsAgo]
Pivots(ISeries<double> input, PivotRange pivotRangeType, HLCCalculationMode priorDayHLC, double userDefinedClose, double userDefinedHigh, double userDefinedLow, int width).S2[int barsAgo]

 

Returns S3 value
Pivots(PivotRange pivotRangeType, HLCCalculationMode priorDayHLC, double userDefinedClose, double userDefinedHigh, double userDefinedLow, int width).S3[int barsAgo]
Pivots(ISeries<double>input, PivotRange pivotRangeType, HLCCalculationMode priorDayHLC, double userDefinedClose, double userDefinedHigh, double userDefinedLow, int width).S3[int barsAgo]

 

Returns S4 value
Pivots(PivotRange pivotRangeType, HLCCalculationMode priorDayHLC, double userDefinedClose, double userDefinedHigh, double userDefinedLow, int width).S3[int barsAgo]
Pivots(ISeries<double>input, PivotRange pivotRangeType, HLCCalculationMode priorDayHLC, double userDefinedClose, double userDefinedHigh, double userDefinedLow, int width).S4[int barsAgo]

 

 

 

Return Value

double; Accessing this method via an index value [int barsAgo] returns the indicator value of the referenced bar.

 

 

Parameters

input

Indicator source data (?)

pivotRangeType

Sets the range for the type of pivot calculated. Possible values are:

PivotRange.Daily

PivotRange.Weekly

PivotRange.Monthly

priorDayHLC

Sets how the prior range High, Low, Close values are calculated. Possible values are:

HLCCalculationMode.CalcFromIntradayData

HLCCalculationMode.DailyBars

HLCCalculationMode.UserDefinedValues

userDefinedClose

Sets the close for Pivots calculations when using HLCCalculationMode.UserDefinedValues.

userDefinedHigh

Sets the high for Pivots calculations when using HLCCalculationMode.UserDefinedValues.

userDefinedLow

Sets the low for Pivots calculations when using HLCCalculationMode.UserDefinedValues.

width

Sets how long the Pivots lines will be drawn

 

 

Examples

ns

// Prints the current R1 pivotvalue
double valueR1 = CamarillaPivots(PivotRange.Daily, HLCCalculationMode.CalcFromIntradayData, 0, 0, 0, 20).R1[0];
Print("The current Camarilla Pivots' R1 value is " + valueR1.ToString());
 
// Prints the current S2 pivot value
double valueS2 = CamarillaPivots(PivotRange.Daily, HLCCalculationMode.CalcFromIntradayData, 0, 0, 0, 20).S2[0];
Print("The current Camarilla Pivots' S2 pivot value is " + valueS2.ToString());

 

 

Source Code

You can view this indicator method source code by selecting the menu New > NinjaScript Editor > Indicators within the NinjaTrader Control Center window.

 

Tip: When using HLCCalculationMode.DailyBars it can be expected that a value of 0 is returned when the daily bars have not been loaded yet. Due to the asynchronous nature of this indicator calling daily bars you should only access the pivot values when the indicator has loaded all required Bars objects. To ensure you are accessing accurate values you can use .IsValidDataPoint() as a check:
 

ns

// Evaluates that this is a valid pivot point value
if (CamarillaPivots(PivotRange.Daily, HLCCalculationMode.DailyBars, 0, 0, 0, 20).Pp.IsValidDataPoint(0))
{
    // Prints the current pivot point value
    double valuePp = CamarillaPivots(PivotRange.Daily, HLCCalculationMode.DailyBars, 0, 0, 0, 20).Pp[0];
    Print("The current Camarilla Pivots' pivot value is " + valuePp.ToString());
}