TOS and TWS floor pivots differs slightly, which one calculates them more accuretly? Did not find on TOS education the formula, TWS uses the classic version. Could it be they apply different close/open data? In case they use different time points, which one they use respectively? I mean for futures, not stocks. For whole day, not intraday. Actually I did not found out so far what time is applied for the close and open time for pivot points and also for previous close ...
I don't know which one is more accurate or which one is the best, but I have been using Tos's Pivot points for day trading for some years now... and the result is great...
Depends on how they have them calculated. That's all it comes down to. TOS has a mess of pivots if you search the studies. I thought the standard TOS pivots worked just fine (you'll have different pivot levels if you include after market data or just regular trading hours.) I messed with them for years (Day pivots, Week, and Month) with a good amount of success actually. I personally wouldn't use anything from TWS (TOS seems to have a great handle on everything technical IMO). It does turn into a rabbit hole hah. Long story short, i'd use TOS.