2013년 6월 22일 토요일

Pivot Point

Input : Period(5), Period1(3), Period2(3);
var : StoK(0),StoD(0);
Var : Pivot(0),R1(0),R2(0),S1(0),S2(0);

Pivot = (DayHigh(1)+DayLow(1)+DayClose(1))/3;
R1 = 2*Pivot-DayLow(1);
R2 = Pivot+DayHigh(1)-DayLow(1);
S1 = 2*Pivot-DayHigh(1);
S2 = Pivot-DayHigh(1)+DayLow(1);

StoK = StochasticsK(Period,Period1);
StoD = StochasticsD(Period,Period1,Period2);

if (Pivot+S1)/2 > C and C < Pivot and C >= S1 and crossup(StoK,StoD) and StoK < 20 Then
 buy();

if (Pivot+R1)/2 < C and C < C[1] and C < Pivot and C >= S1 and crossup(StoK,StoD) and StoK < 20 Then
 Sell();

SetStopLoss(PriceScale*2,PointStop);

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