Camarilla Pivots

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).R4[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).S4[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

Parameter	Description
input	Indicator source data (Series<T>)
pivotRangeType	Sets the range for the type of pivot calculated. Possible values are:

PivotRange.Daily
PivotRange.Weekly
PivotRange.Monthly

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

HLCCalculationMode.CalcFromIntradayData
HLCCalculationMode.DailyBars
HLCCalculationMode.UserDefinedValues

Parameter	Description
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

1 // Prints the current R1 pivot value  
2 double valueR1 = CamarillaPivots(PivotRange.Daily, HLCCalculationMode.CalcFromIntradayData, 0, 0, 0, 20).R1[0];  
3 Print("The current Camarilla Pivots' R1 value is " + valueR1.ToString());  
4 // Prints the current S2 pivot value  
5 double valueS2 = CamarillaPivots(PivotRange.Daily, HLCCalculationMode.CalcFromIntradayData, 0, 0, 0, 20).S2[0];  
6 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.

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:

1 if (CamarillaPivots(PivotRange.Daily, HLCCalculationMode.DailyBars, 0, 0, 0, 20).Pp.IsValidDataPoint(0))  
2 {  
3     // Prints the current pivot point value  
4     double valuePp = CamarillaPivots(PivotRange.Daily, HLCCalculationMode.DailyBars, 0, 0, 0, 20).Pp[0];  
5     Print("The current Camarilla Pivots' pivot value is " + valuePp.ToString());  
6 }