Is there any backtesting program that has "pivot points"

Discussion in 'Strategy Building' started by thriftybob, Feb 22, 2008.

  1. Are you backtesting without any programming capabilities? :wtf:
     
    #11     Feb 24, 2008
  2. No, Its just that none of the systems have pivot points defined using higher low or lower high.

    The ones I've found only have the average stuff, which I don't see any point in working with.

    Maybe the Tradestation one will work out. Its not that I can't code, its just that I'm not looking to reinvent wheels in order to backtest the theory.
     
    #12     Feb 24, 2008
  3. sim03

    sim03

    I've seen the term "pivot points" used in this context of trend, waves, lows and highs, but it's probably far less common usage than any of the standard, average-type pivots.

    Take a look at both "Wave Auto Trend" and "ZigZag" indicators in MetaTrader 4. Their code is open source. As it typical with the MT4 community, you'll also find fully disclosed EA's based on them, to give you a running start. No need to reinvent the wheel.
     
    #13     Feb 24, 2008
  4. Tums

    Tums


    check the Treasure Chest...
    Index in 2nd post.
    http://elitetrader.com/vb/showthread.php?s=&threadid=146049
     
    #14     Nov 29, 2008
  5. lindq

    lindq


    Investor RT at www.linnsoft.com
     
    #15     Nov 29, 2008
  6. In Suri Duddella's book "Trade Chart Patterns like a Pro", he outlines a simple Opening Range Pivot method.
    I've adapted it for my own use, quite a bit different than his method.
    He's got a TS prgrm code that plots them.
     
    #16     Nov 29, 2008
  7. Thanks much for posting. The HHLL one looks like what I was looking for. I've never done any easylanguage in TS, but I guess this gives me a good reason to learn it.
     
    #17     Nov 29, 2008