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    Algorithms

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    using System; using cAlgo.API; namespace cAlgo.Indicators { [Indicator(IsOverlay = true, AccessRights = AccessRights.None)] public class PivotPointsIntraDay : Indicator { private double _close; private double _higher; private double _lower; #region Output [Output("Pivot", LineStyle = LineStyle.Lines)] public IndicatorDataSeries Pivot { get; set; } [Output("R1", LineStyle = LineStyle.Lines, Color = Colors.Blue)] public IndicatorDataSeries R1 { get; set; } [Output("R2", LineStyle = LineStyle.Lines, Color = Colors.Blue)] public IndicatorDataSeries R2 { get; set; } [Output("R3", LineStyle = LineStyle.Lines, Color = Colors.Blue)] public IndicatorDataSeries R3 { get; set; } [Output("S1", LineStyle = LineStyle.Lines, Color = Colors.Red)] public IndicatorDataSeries S1 { get; set; } [Output("S2", LineStyle = LineStyle.Lines, Color = Colors.Red)] public IndicatorDataSeries S2 { get; set; } [Output("S3", PlotType = PlotType.Line, LineStyle = LineStyle.Lines, Color = Colors.Red)] public IndicatorDataSeries S3 { get; set; } #endregion #region Input Parameters [Parameter("Number of Pivots", DefaultValue = 3, MinValue = 1, MaxValue = 3)] public int NoPiv { get; set; } [Parameter("DrawingWidth", DefaultValue = 50, MaxValue = 100)] public int DrawingWidth { get; set; } #endregion public override void Calculate(int index) { DateTime currentOpenTime = MarketSeries.OpenTime[index]; DateTime previousOpenTime = MarketSeries.OpenTime[index - 1]; DateTime today = DateTime.Now; DateTime yesterday = DateTime.Now.AddDays(-1); // Initialize High & Low if (currentOpenTime.Day == yesterday.Day && previousOpenTime.Day != yesterday.Day) { _higher = MarketSeries.High[index]; _lower = MarketSeries.Low[index]; } // Calculate High & Low of previous day if ((currentOpenTime.Day == yesterday.Day && today.DayOfWeek != DayOfWeek.Monday) || (today.DayOfWeek == DayOfWeek.Monday && currentOpenTime.DayOfYear == today.AddDays(-3).Day)) { if (MarketSeries.High[index] > _higher) { _higher = MarketSeries.High[index]; } if (MarketSeries.Low[index] < _lower) { _lower = MarketSeries.Low[index]; } } // Set Close of previous day - Close of Last Bar of prevous Day if (previousOpenTime.Day == yesterday.Day && currentOpenTime.Day == today.Day) { _close = MarketSeries.Close[index - 1]; } // Only show output in todays timeframe if (currentOpenTime.Date != today.Date) return; // Calculate output Pivot[index] = (_higher + _lower + _close)/3; R1[index] = 2*Pivot[index] - _lower; S1[index] = 2*Pivot[index] - _higher; // Display additional pivots according to input if (NoPiv >= 2) { R2[index] = Pivot[index] + (_higher - _lower); S2[index] = Pivot[index] - (_higher - _lower); } if (NoPiv >= 3) { R3[index] = _higher + 2*(Pivot[index] - _lower); S3[index] = _lower - 2*(_higher - Pivot[index]); } } } }  
    12 Nov 2016
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