Pivots is an extended customizable version of Williams Fractal that includes identification of Higher High, Lower Low, Higher Low, and Lower Low trends between pivots in a lookback window. [Discuss] 💬
// usage IEnumerable<PivotsResult> results = quotes.GetPivots(leftSpan, rightSpan, maxTrendPeriods, endType);
int - Left evaluation window span width (
L). Must be at least 2. Default is 2.
int - Right evaluation window span width (
R). Must be at least 2. Default is 2.
int - Number of periods (
N) in evaluation window. Must be greater than
leftSpan. Default is 20.
EndType - Determines whether
High/Low are used to find end points. See EndType options below. Default is
The total evaluation window size is
Historical quotes requirements
You must have at least
L+R+1 periods of
quotes to cover the warmup periods; however, more is typically provided since this is a chartable candlestick pattern.
quotes is a collection of generic
TQuote historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.
EndType.Close - Chevron point identified from
EndType.HighLow - Chevron point identified from
Low price (default)
- This method returns a time series of all available indicator values for the
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first
quotesare unable to be calculated since there’s not enough prior/following data.
👉 Repaint warning: this price pattern looks forward and backward in the historical quotes so it will never identify a pivot in the last
quotes. Fractals are retroactively identified.
DateTime - Date from evaluated
decimal - Value indicates a high point; otherwise
null is returned.
decimal - Value indicates a low point; otherwise
null is returned.
decimal - Drawn line between two high points in the
decimal - Drawn line between two low points in the
PivotTrend - Enum that represents higher high or lower high. See PivotTrend values below.
PivotTrend - Enum that represents higher low or lower low. See PivotTrend values below.
PivotTrend.HH - Higher high
PivotTrend.LH - Lower high
PivotTrend.HL - Higher low
PivotTrend.LL - Lower low
See Utilities and helpers for more information.
This indicator is not chain-enabled and must be generated from
quotes. It cannot be used for further processing by other chain-enabled indicators.