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codes pour points pivots futures pour cfd à risque limité

par martoni » 28 juin 2018 10:24

voici un indicateur pour les points pivots que j ai codé pour avoir les futures sur la plateforme cfd à risque limité.
par exemple en ce moment j utilise le graphique "" Allemagne 30 (5euros)(Sep-18)
il faut juste recuperer le High Low close sur la file du jour.
Je le trouve plus pratique que sur le graphique du cash car on a pas besoin de changer le spread (cash-futures) durant la journée.
Voilou si ca peut aider...
pivots Mensuel:
Spoiler:
DEFPARAM DRAWONLASTBARONLY = true
//defparam CALCULATEONLASTBARS = 200
PivotM= (HautMois+BasMois+ClotureMois)/3
S1=(2*PivotM)-(HautMois)
S2 = PivotM-(HautMois-BasMois)
S3 = BasMois -2*(HautMois -PivotM)

R1 =(2*PivotM)-BasMois
R2M = PivotM+(HautMois-BasMois)
R3= HautMois+2*(PivotM-BasMois)

MR3= R2M+( R3 - R2M)/2
MR2= R1+( R2M - R1)/2
MR1 = PivotM+(R1 - PivotM )/2

MS1 = PivotM -( PivotM - S1 )/2
MS2 = S1-( S1 - S2)/2
MS3 = S2-( S2 - S3)/2


PivotM=PivotM+spread
S1M=S1+spread
S2M=S2+spread
S3M =S3+spread

R1M =R1+spread
R2M =R2M+spread
R3M =R3+spread

MS1M =MS1 +spread
MS2M =MS2 +spread
MS3M =MS3 +spread

MR1M =MR1 +spread
MR2M =MR2 +spread
MR3M =MR3 +spread

rS1M=round(S1M)
rS2M=round(S2M)
rS3M=round(S3M)
rmS1M=round(mS1M)
rmS2M=round(mS2M)
rmS3M=round(mS3M)
rR1M=round(R1M)
rR2M=round(R2M)
rR3M=round(R3M)
rmR1M=round(mR1M)
rmR2M=round(mR2M)
rmR3M=round(mR3M)
rpM =round(PivotM)
if month<>month [1] then
lastMonthBarIndex = BarIndex
endif
//drawsegment(lastMonthBarIndex,S1M,barindex[0],S1M)


//DRAWHLINE(S1M)coloured(20,148,20)
DRAWTEXT(" S1M(#rS1M#)",barindex,S1M)coloured(20,148,20)
drawsegment(lastMonthBarIndex,S1M,barindex[0],S1M)coloured(20,148,20)

//DRAWHLINE(S2M)coloured(20,148,20)
DRAWTEXT(" S2M(#rS2M#)",barindex,S2M)coloured(20,148,20)
drawsegment(lastMonthBarIndex,S2M,barindex[0],S2M)coloured(20,148,20)

//DRAWHLINE(S3M))coloured(20,148,20)
DRAWTEXT(" S3M(#rS3M#)",barindex,S3M)coloured(20,148,20)
drawsegment(lastMonthBarIndex,S3M,barindex[0],S3M)coloured(20,148,20)

//DRAWHLINE(mS1M)coloured(127,221,76)
DRAWTEXT(" mS1M(#rmS1M#)",barindex,mS1M)coloured(9,106,9)
drawsegment(lastMonthBarIndex,mS1M,barindex[0],mS1M)coloured(9,106,9)

//DRAWHLINE(mS2M)coloured(127,221,76)
DRAWTEXT(" mS2M(#rmS2M#)",barindex,mS2M)coloured(9,106,9)
drawsegment(lastMonthBarIndex,mS2M,barindex[0],mS2M)coloured(9,106,9)

//DRAWHLINE(mS3M)coloured(127,221,76)
DRAWTEXT(" mS3M(#rmS3M#)",barindex,mS3M)coloured(9,106,9)
drawsegment(lastMonthBarIndex,mS3M,barindex[0],mS3M)coloured(9,106,9)

//DRAWHLINE(R1M)coloured(255,0,0)
DRAWTEXT(" R1M(#rR1M#)",barindex,R1M)coloured(255,0,0)
drawsegment(lastMonthBarIndex,R1M,barindex[0],R1M)coloured(255,0,0)

//DRAWHLINE(R2M)coloured(255,0,0)
DRAWTEXT(" R2M(#rR2M#)",barindex,R2M)coloured(255,0,0)
drawsegment(lastMonthBarIndex,R2M,barindex[0],R2M)coloured(255,0,0)

//DRAWHLINE(R3M)coloured(255,0,0)
DRAWTEXT(" R3M(#rR3M#)",barindex,R3M)coloured(255,0,0)
drawsegment(lastMonthBarIndex,R3M,barindex[0],R3M)coloured(255,0,0)

//DRAWHLINE(mR1M)coloured(231,62,1)
DRAWTEXT(" mR1M(#rmR1M#)",barindex,mR1M)coloured(231,62,1)
drawsegment(lastMonthBarIndex,mR1M,barindex[0],mR1M)coloured(231,62,1)

//DRAWHLINE(mR2M)coloured(231,62,1)
DRAWTEXT(" mR2M(#rmR2M#)",barindex,mR2M)coloured(231,62,1)
drawsegment(lastMonthBarIndex,mR2M,barindex[0],mR2M)coloured(231,62,1)

//DRAWHLINE(mR3M)coloured(231,62,1)
DRAWTEXT(" mR3M(#rmR3M#)",barindex,mR3M)coloured(231,62,1)
drawsegment(lastMonthBarIndex,mR3M,barindex[0],mR3M)coloured(231,62,1)

//DRAWHLINE(PivotM)coloured(255,255,255)
DRAWTEXT(" PivotM(#rpM#)", barindex,PivotM)coloured(0,0,0)
drawsegment(lastMonthBarIndex,PivotM,barindex[0],PivotM)coloured(0,0,0)
return

//Return S1 as "S1M",S2 as "S2M",S3 as "S3M",R1 as "R1M",R2M as "R2M",R3 as "R3M",MR1 as "mR1M", MR2 as "mR2M", R3 as "mR3M", MS1 as "mS1M", MS2 as "mS2M", MS3 as "mS3M",
Pivots hebdo:
Spoiler:
DEFPARAM DRAWONLASTBARONLY = true
PivotH= (HautHebdo+BasHebdo+ClotureHebdo)/3
S1H=(2*PivotH)-(HautHebdo)
S2H = PivotH-(HautHebdo-BasHebdo)
S3H = BasHebdo -2*(HautHebdo -pivotH)

R1H =(2*PivotH)-BasHebdo
R2H = PivotH+(HautHebdo-BasHebdo)
R3H= HautHebdo+2*(pivotH-BasHebdo)

mR3H= R2H+( R3H - R2H)/2
mR2H= R1H+( R2H - R1H)/2
mR1H = PivotH+(R1H - PivotH )/2

mS1H = PivotH -( PivotH - S1H )/2
mS2H = S1H-( S1H - S2H)/2
mS3H = S2H-( S2H - S3H)/2


PivotH=PivotH+spread
S1H=S1H+spread
S2H=S2H+spread
S3H =S3H+spread

R1H =R1H+spread
R2H =R2H+spread
R3H =R3H+spread

mS1H =mS1H +spread
mS2H =mS2H +spread
mS3H =mS3H +spread

mR1H =mR1H +spread
mR2H =mR2H +spread
mR3H =mR3H +spread

rS1H=round(S1H)
rS2H=round(S2H)
rS3H=round(S3H)
rmS1H=round(mS1H)
rmS2H=round(mS2H)
rmS3H=round(mS3H)
rR1H=round(R1H)
rR2H=round(R2H)
rR3H=round(R3H)
rmR1H=round(mR1H)
rmR2H=round(mR2H)
rmR3H=round(mR3H)
rpH =round(PivotH)
//if dayofweek=5 and hour=23 then
if dayofweek[1]=5 and hour=21then
firstDayofWeek = BarIndex
endif
//DRAWHLINE(S1H)coloured(9,106,9)
DRAWTEXT(" S1H(#rS1H#)",barindex,S1H)coloured(9,106,9)
DRAWSEGMENT(firstDayofWeek, S1H, barindex,S1H)coloured(9,106,9)

//DRAWHLINE(S2H)coloured(9,106,9)
DRAWTEXT(" S2H(#rS2H#)",barindex,S2H)coloured(9,106,9)
DRAWSEGMENT(firstDayofWeek, S2H, barindex,S2H)coloured(9,106,9)

//DRAWHLINE(S3H)coloured(9,106,9)
DRAWTEXT(" S3H(#rS3H#)",barindex,S3H)coloured(9,106,9)
DRAWSEGMENT(firstDayofWeek, S3H, barindex,S3H)coloured(9,106,9)

//DRAWHLINE(mS1H)coloured(127,221,76)
DRAWTEXT(" mS1H(#rmS1H#)",barindex,mS1H)coloured(9,106,9)
DRAWSEGMENT(firstDayofWeek, mS1H, barindex,mS1H)coloured(9,106,9)

//DRAWHLINE(mS2H)coloured(127,221,76)
DRAWTEXT(" mS2H(#rmS2H#)",barindex,mS2H)coloured(9,106,9)
DRAWSEGMENT(firstDayofWeek, mS2H, barindex,mS2H)coloured(9,106,9)

//DRAWHLINE(mS3H)coloured(127,221,76)
DRAWTEXT(" mS3H(#rmS3H#)",barindex,mS3H)coloured(9,106,9)
DRAWSEGMENT(firstDayofWeek, mS3H, barindex,mS3H)coloured(9,106,9)

//DRAWHLINE(R1H)coloured(255,0,0)
DRAWTEXT(" R1H(#rR1H#)",barindex,R1H)coloured(255,0,0)
DRAWSEGMENT(firstDayofWeek, R1H, barindex,R1H)coloured(255,0,0)

//DRAWHLINE(R2H)coloured(255,0,0)
DRAWTEXT(" R2H(#rR2H#)",barindex,R2H)coloured(255,0,0)
DRAWSEGMENT(firstDayofWeek, R2H, barindex,R2H)coloured(255,0,0)

//DRAWHLINE(R3H)coloured(255,0,0)
DRAWTEXT(" R3H(#rR3H#)",barindex,R3H)coloured(255,0,0)
DRAWSEGMENT(firstDayofWeek, R3H, barindex,R3H)coloured(255,0,0)

//DRAWHLINE(mR1H)coloured(223,29,120)
DRAWTEXT(" mR1H(#rmR1H#)",barindex,mR1H)coloured(223,29,120)
DRAWSEGMENT(firstDayofWeek, mR1H, barindex,mR1H)coloured(223,29,120)

//DRAWHLINE(mR2H)coloured(223,29,120)
DRAWTEXT(" mR2H(#rmR2H#)",barindex,mR2H)coloured(223,29,120)
DRAWSEGMENT(firstDayofWeek, mR2H, barindex,mR2H)coloured(223,29,120)

//DRAWHLINE(mR3H)coloured(223,29,120)
DRAWTEXT(" mR3H(#rmR3H#)",barindex,mR3H)coloured(223,29,120)
DRAWSEGMENT(firstDayofWeek, mR3H, barindex,mR3H)coloured(223,29,120)


//DRAWHLINE(PivotH)coloured(255,255,255)
DRAWTEXT(" PivotH(#rPH#)",barindex,PivotH)coloured(0,0,0)
DRAWSEGMENT(firstDayofWeek, PivotH, barindex,PivotH)coloured(0,0,0)
return
//Return S1H as "S1H",S2H as "S2H",S3H as "S3H",R1H as "R1H",R2H as "R2H",R3H as "R3H",MR1H as "mR1H", MR2H as "mR2H", R3H as "mR3H", MS1H as "mS1H", MS2H as "mS2H", MS3H as "mS3H", PivotH as "PPH"
Pivots Journalier:
Spoiler:
defparam drawonlastbaronly = true
PivotJ= (hautjour+BasJour+CloseJour)/3
S1J=(2*PivotJ)-(hautjour)
S2J = PivotJ-(hautjour-BasJour)
S3J = BasJour -2*(hautjour -PivotJ)

R1J =(2*PivotJ)-BasJour
R2J = PivotJ+(hautjour-BasJour)
R3J= hautjour+2*(PivotJ-BasJour)

MR3J= R2J+( R3J - R2J)/2
MR2J= R1J+( R2J - R1J)/2
MR1J = PivotJ+(R1J - PivotJ )/2

MS1J = PivotJ -( PivotJ - S1J )/2
MS2J = S1J-( S1J - S2J)/2
MS3J = S2J-( S2J - S3J)/2


PivotJ=PivotJ+spread
S1J=S1J+spread
S2J=S2J+spread
S3J =S3J+spread

R1J =R1J+spread
R2J =R2J+spread
R3J =R3J+spread

MS1J =MS1J +spread
MS2J =MS2J +spread
MS3J =MS3J +spread

MR1J =MR1J +spread
MR2J =MR2J +spread
MR3J =MR3J +spread

rS1J=round(S1J)
rS2J=round(S2J)
rS3J=round(S3J)
rmS1J=round(mS1J)
rmS2J=round(mS2J)
rmS3J=round(mS3J)
rR1J=round(R1J)
rR2J=round(R2J)
rR3J=round(R3J)
rmR1J=round(mR1J)
rmR2J=round(mR2J)
rmR3J=round(mR3J)
rpJ =round(PivotJ)

//DRAWHLINE(S1J)coloured(47,79,79)
DRAWTEXT(" S1J(#rS1J#)",barindex,S1J)coloured(9,106,9)
DRAWSEGMENT(barindex[intradaybarindex],S1J ,barindex[0],S1J)coloured(9,106,9)

//DRAWHLINE(S2J)coloured(47,79,79)
DRAWTEXT(" S2J(#rS2J#)",barindex,S2J)coloured(9,106,9)
DRAWSEGMENT(barindex[intradaybarindex],S2J ,barindex[0],S2J)coloured(9,106,9)

//DRAWHLINE(S3J)coloured(47,79,79)
DRAWTEXT(" S3J(#rS3J#)",barindex,S3J)coloured(9,106,9)
DRAWSEGMENT(barindex[intradaybarindex],S3J ,barindex[0],S3J)coloured(9,106,9)

//DRAWHLINE(mS1J)coloured(20,148,20)
DRAWTEXT(" mS1J(#rmS1J#)",barindex,mS1J)coloured(9,106,9)
DRAWSEGMENT(barindex[intradaybarindex],mS1J ,barindex[0],mS1J)coloured(9,106,9)

//DRAWHLINE(mS2J)coloured(20,148,20)
DRAWTEXT(" mS2J(#rmS2J#)",barindex,mS2J)coloured(9,106,9)
DRAWSEGMENT(barindex[intradaybarindex],mS2J ,barindex[0],mS2J)coloured(9,106,9)

//DRAWHLINE(mS3J)coloured(20,148,20)
DRAWTEXT(" mS3J(#rmS3J#)",barindex,mS3J)coloured(9,106,9)
DRAWSEGMENT(barindex[intradaybarindex],mS3J ,barindex[0],mS3J)coloured(9,106,9)

//DRAWHLINE(R1J)coloured(255,0,0)
DRAWTEXT(" R1J(#rR1J#)",barindex,R1J)coloured(255,0,0)
DRAWSEGMENT(barindex[intradaybarindex],R1J ,barindex[0],R1J)coloured(255,0,0)

//DRAWHLINE(R2J)coloured(255,0,0)
DRAWTEXT(" R2J(#rR2J#)",barindex,R2J)coloured(255,0,0)
DRAWSEGMENT(barindex[intradaybarindex],R2J ,barindex[0],R2J)coloured(255,0,0)

//DRAWHLINE(R3J)coloured(255,0,0)
DRAWTEXT(" R3J(#rR3J#)",barindex,R3J)coloured(255,0,0)
DRAWSEGMENT(barindex[intradaybarindex],R3J ,barindex[0],R3J)coloured(255,0,0)

//DRAWHLINE(mR1J)coloured(255,0,0)
DRAWTEXT(" mR1J(#rmR1J#)",barindex,mR1J)coloured(231,62,1)
DRAWSEGMENT(barindex[intradaybarindex],mR1J ,barindex[0],mR1J)coloured(231,62,1)

//DRAWHLINE(mR2J)coloured(255,0,0)
DRAWTEXT(" mR2J(#rmR2J#)",barindex,mR2J)coloured(231,62,1)
DRAWSEGMENT(barindex[intradaybarindex],mR2J ,barindex[0],mR2J)coloured(231,62,1)

//DRAWHLINE(mR3J)coloured(255,0,0)
DRAWTEXT(" mR3J(#rmR3J#)",barindex,mR3J)coloured(231,62,1)
DRAWSEGMENT(barindex[intradaybarindex],mR3J ,barindex[0],mR3J)coloured(231,62,1)

//DRAWHLINE(PivotJ)coloured(255,255,255)


DRAWTEXT(" PivJ (#rpJ#)",barindex,PivotJ)coloured(0,0,0)
DRAWSEGMENT(barindex[intradaybarindex],PivotJ ,barindex[0],PivotJ)coloured(0,0,0)

return

//Return S1J as "S1J",S2J as "S2J",S3J as "S3J",R1J as "R1J",R2J as "R2J",R3J as "R3J",MR1J as "mR1J", MR2j as "mR2J", MR3J as "mR3J", MS1J as "mS1J", MS2J as "mS2J", MS3J as "mS3J", PivotJ as "PivotJ"
j' ai aussi un indicateur pour le pivot 4H si ca interresse quelqu un.

Re: points pivots futures pour cfd à risque limité à risque limité à risque

par Katana » 28 juin 2018 16:55

Merci Martoni,

J'ai une suggestion à faire à la modération : serait-il possible d'ajouter "proposition d’indicateur" (ou un truc dans le genre) pour les points pivots (si Martoni est d'accord bien sûr) dans le titre de la file parce que là avec ce titre, quand on a l'habitude de lire le forum, on ne va même pas consulter la file tellement on se dit "ah, encore une énième question sur les points pivots..." et on passe à côté du partage de Martoni, ce que je trouve bien regrettable :mercichinois: . Il faudrait mettre en valeur ce qu'il a fait.
Merci

(ps : Martoni, ton titre est très bien, c'est juste que pour les "anciens" lecteurs, on en voit passer des tas des files avec un titre très similaire qui pose encore et toujours les mêmes questions sur les PP donc on peut vite zapper)

Re: code pour points pivots futures pour cfd à risque limité à risque limité

par Benoist Rousseau » 28 juin 2018 17:15

modifié le titre


Re: codes pour points pivots futures pour cfd à risque limité à risque limit

par martoni » 30 juin 2018 23:29

de rien Katana et bien vu pour le titre.Si ca peut faire gagner du temps a ceux qui veulent utiliser les points pivots futures sur cfd à risque limité.


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