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Search: Posts Made By: Fat Tails
Forum: Traders Hideout May 31st, 2011, 09:13 AM
Replies: 54
Views: 36,556
Posted By Fat Tails
josh: The original floor pivots only include...

josh:

The original floor pivots only include levels up to R2 and S2. Floor pivots are based on the volatility of the prior day, so if yesterday's volatility was low, and today is a trending day,...
Forum: Traders Hideout November 9th, 2010, 06:47 PM
Replies: 54
Views: 36,556
Posted By Fat Tails
My indicators display the same values. For...

My indicators display the same values. For tomorrow the values would be

- width of pivot range 3 points
- yesterday's range = 18.50 points
- ADR[3] 12.75 points
- ADR[10] = 15.5 points

A...
Forum: Traders Hideout November 9th, 2010, 06:48 AM
Replies: 54
Views: 36,556
Posted By Fat Tails
I still wanted to write a documentation how to...

I still wanted to write a documentation how to use the pivots....

PRL stands for pivot range line. The pivot range is a concept that was used by floor traders.

The midline of the pivot range...
Forum: Traders Hideout October 12th, 2010, 06:26 AM
Replies: 54
Views: 36,556
Posted By Fat Tails
If you look at the CME Holiday Calendar for...

If you look at the CME Holiday Calendar for Columbus Day, there is no two-day-session. Friday's trades were for trade date Friday, Oct 8 and Monday's trades were for trade date Monday, Oct 11....
Forum: Traders Hideout September 15th, 2010, 09:17 AM
Replies: 54
Views: 36,556
Posted By Fat Tails
Correct. The SessionPivotsV28 indicator has...

Correct.

The SessionPivotsV28 indicator has the range. The lines are MediumSpringGreen and labelled Y-Mid and Y-PRL. You can change the colors or the labels.
Forum: Traders Hideout September 13th, 2010, 01:06 PM
Replies: 54
Views: 36,556
Posted By Fat Tails
I certainly did not know that. But as the range...

I certainly did not know that. But as the range is used as an inout to calculate the pivots , it is not astonishing that once you perform some calculations on the pivots that it reappears as output!...
Forum: Traders Hideout September 7th, 2010, 11:56 AM
Replies: 54
Views: 36,556
Posted By Fat Tails
If you use the SessionPivotsV23 Indicator in...

If you use the SessionPivotsV23 Indicator in DailyBars/Wide Pivots mode with Kinetick data, you will mostly get the same values. Except when www.mypivots.com (http://www.mypivots.com) are wrong.
...
Forum: Traders Hideout September 7th, 2010, 09:17 AM
Replies: 54
Views: 36,556
Posted By Fat Tails
Hi Mike, you are trying to lure me into...

Hi Mike,

you are trying to lure me into MultiCharts. Singing the song. :lalala: You may succeed.

Three years ago I used QuoteTracker, when it was still freeware. It already had sessions and a...
Forum: Traders Hideout September 7th, 2010, 09:00 AM
Replies: 54
Views: 36,556
Posted By Fat Tails
The CMIPivots simply is an old indicator, which...

The CMIPivots simply is an old indicator, which cannot cope with holidays. I will not modify it anymore. :)

NinjaTrader 6.5. had no concept for sessions, so I introduced these with the indicator....
Forum: Traders Hideout September 6th, 2010, 11:54 AM
Replies: 54
Views: 36,556
Posted By Fat Tails
The answer is simple. The RTH session is the...

The answer is simple. The RTH session is the floor session. The floor is closed on Labour Day. So you will calculate RTH pivots from Tuesdays session only.

Anyhow, holiday sessions are narrow...
Forum: Traders Hideout September 6th, 2010, 06:29 AM
Replies: 54
Views: 36,556
Posted By Fat Tails
Floor Pivots on Labour Day

CME and NYMEX

All trades made on Sunday evening and Labour Day are for trade date Tuesday, so there is no session close on Monday.

NinjaTrader does not allow to enter holidays in the session...
Forum: Traders Hideout September 6th, 2010, 01:39 AM
Replies: 54
Views: 36,556
Posted By Fat Tails
Hi Yvan, this is long implemented with NT...

Hi Yvan,

this is long implemented with NT 7.0 You can define session templates that split the day into two or three sessions (night session, day session, after-session) The SessionPivotsV23...
Forum: Traders Hideout September 6th, 2010, 01:35 AM
Replies: 54
Views: 36,556
Posted By Fat Tails
I do not know how to transfer prices straight...

I do not know how to transfer prices straight from the API.

(1) A daily chart of TWS does not show the settlement price of 74.60 but the last traded price of the session at 74.34

(2)...
Forum: Traders Hideout September 5th, 2010, 03:00 PM
Replies: 54
Views: 36,556
Posted By Fat Tails
They are only two differences: (1) The...

They are only two differences:

(1) The CMIPivotsDaySession is already preconfigured for the RTH session (including your "workaround").
(2) It plots dashed lines (in case you want both ETH and RTH...
Forum: Traders Hideout September 5th, 2010, 02:53 PM
Replies: 54
Views: 36,556
Posted By Fat Tails
That is not a workaround, it is just the required...

That is not a workaround, it is just the required setting of the RTH session, as it starts at 8:30. With this setting you will get pivots calculated from the RTH high, RTH low and close. With RTH...
Forum: Traders Hideout September 5th, 2010, 01:29 PM
Replies: 54
Views: 36,556
Posted By Fat Tails
Depending on your local time zone this condition...

Depending on your local time zone this condition has to be set to true of false, if you want to display RTH pivots. It is weakness of those piovts, as NT 6.5. does not have preconfigured sessions.
Forum: Traders Hideout September 5th, 2010, 01:27 PM
Replies: 54
Views: 36,556
Posted By Fat Tails
Hi Snoop, for all futures contract the...

Hi Snoop,

for all futures contract the daily data of IB does not use the settlement price, but the close. I just checked it again.

If you have found a secret button to display daily data with...
Forum: Traders Hideout September 5th, 2010, 07:07 AM
Replies: 54
Views: 36,556
Posted By Fat Tails
Yep, putting on weight, need some exercise.

Yep, putting on weight, need some exercise.
Forum: Traders Hideout September 5th, 2010, 06:14 AM
Replies: 54
Views: 36,556
Posted By Fat Tails
I have rapidly made the changes of the pivots...

I have rapidly made the changes of the pivots indicator. Could you please test, whether it works properly?

I have not yet tested it myself, as I do not use NT 6.5. anymore. Thank you.
Forum: Traders Hideout September 4th, 2010, 06:44 PM
Replies: 54
Views: 36,556
Posted By Fat Tails
It either plots narrow or wide. But remember that...

It either plots narrow or wide. But remember that the difference only shows on the levels S3 and S4. For many trading days this is irrelevant.


This is what you can do:

-> After a narrow...
Forum: Traders Hideout September 4th, 2010, 05:21 AM
Replies: 54
Views: 36,556
Posted By Fat Tails
Session Pivots V86 for NT 6.5

Here is a special version for Yvan including wide pivots. Only use it with NinjaTrader 6.5.

For NinjaTrader 7.0 use SessionPivots from the appropriate download section.
Forum: Traders Hideout September 3rd, 2010, 05:50 PM
Replies: 54
Views: 36,556
Posted By Fat Tails
I hate touching NT 6.5. again, otherwise it takes...

I hate touching NT 6.5. again, otherwise it takes a few minutes to modify the indicator.


You could consider moving to NT 7.0, the SessionPivotsV23 indicator plots both wide and narrow pivots.
Forum: Traders Hideout September 3rd, 2010, 12:20 PM
Replies: 54
Views: 36,556
Posted By Fat Tails
Narrow and wide pivots

Short explanation on narrow and wide pivots. I added the formula for wide pivots on your spreadsheet.

Narrow pivots formula: Adding daily range to R1 or subtracting daily range from S1

R3 = R1...
Forum: Traders Hideout September 3rd, 2010, 10:35 AM
Replies: 54
Views: 36,556
Posted By Fat Tails
Trading is a n-person game and there are no...

Trading is a n-person game and there are no wirtten rules, which pivots to use.

Camouflage, fallacies and illusions are part of the game. You are free to choose the pivots you like best! :becky:
Forum: Traders Hideout September 3rd, 2010, 10:02 AM
Replies: 54
Views: 36,556
Posted By Fat Tails
Yes, these levels are correct - except for...

Yes, these levels are correct - except for rounding errors. Note that there are two different forumulae for calculating S3 and S4. The left chart below shows the narrow pivots that you used. The...
Showing results 1 to 25 of 27

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