Rolling Pivot Points
Created by Dave Skender, Rolling Pivot Points is a modern update to traditional fixed calendar window Pivot Points. It depicts support and resistance levels, based on a defined rolling window and offset. [Discuss] 💬
// C# usage syntax
IEnumerable<RollingPivotsResult> results =
quotes.GetRollingPivots(windowPeriods, offsetPeriods, pointType);
- Number of periods (W
) in the evaluation window. Must be greater than 0 to calculate; but is typically specified in the 5-20 range.offsetPeriods
- Number of periods (F
) to offset the window from the current period. Must be greater than or equal to 0 and is typically less than or equal to W
- Type of Pivot Point. Default is PivotPointType.Standard
For example, a window of 8 with an offset of 4 would evaluate quotes like: W W W W W W W W F F F F C
, where W
is the window included in the Pivot Point calculation, and F
is the distance from the current evaluation position C
. A quotes
with daily bars using W/F
values of 20/10
would most closely match the month
variant of the traditional Pivot Points indicator.
Historical quotes requirements
You must have at least W+F
periods of quotes
to cover the warmup periods.
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.PivotPointType options
- Floor Trading (default)PivotPointType.Camarilla
This method returns a time series of all available indicator values for the quotes
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 W+F-1
periods will havenull
values since there’s not enough data to calculate.
- Date from evaluated TQuote
- Resistance level 3R2
- Resistance level 2R1
- Resistance level 1PP
- Pivot PointS1
- Support level 1S2
- Support level 2S3
- Support level 3Utilities
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.