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Calculation of pivot
 Post subject: Calculation of pivot Post rating: 0   New post Posted: Wed 23 Sep, 2015, 14:08 
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Joined: Fri 18 Sep, 2015, 14:32
Posts: 15
Location: Germany, Dresden
I've calculated the pivot Points - with either JForex Platform or jforex sdk.

In JForex Plattform the start/end time seems to be 9 pm GMT, I'm not sure what is used in jforex sdk.

But the Pivot Points of JForex sdk and JForex Platform are definitely different.

So, how can I achive getting same values, either in the Platform or the sdk?

Best Regards,
henry


 
 Post subject: Re: Calculation of pivot Post rating: 0   New post Posted: Thu 24 Sep, 2015, 11:26 
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Joined: Fri 18 Sep, 2015, 14:32
Posts: 15
Location: Germany, Dresden
Here a more detailled description of what I'am doing:

   public void onTick(Instrument instrument, ITick tick) throws JFException {
      double[] pivot = indicators.pivot(instrument,
            Period.FIVE_MINS,
            OfferSide.ASK,
            Period.DAILY,
            1);
         }


This Code is executed on the platform:

Result:

Image

Log: First column logtime of my computer, second column simulated time and third: result of indicators.pivot() method.

There is a obvious distinction, isn't it?

Beste Grüße,
henry


 
 Post subject: Re: Calculation of pivot Post rating: 0   New post Posted: Thu 24 Sep, 2015, 13:17 
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Joined: Fri 18 Sep, 2015, 14:32
Posts: 15
Location: Germany, Dresden
I've calculated the pivot Points myself, and I got the same values as in the sdk. Seemed to be dependent on the close time of the day. Is it 9 pm GMT or 0:00 GMT? The Platform uses 9 pm, the sdk 0:00.

How could I make the platform using 0:00 instead of 9 pm?

Best Regards,
henry


 
 Post subject: Re: Calculation of pivot Post rating: 0   New post Posted: Tue 10 Nov, 2015, 09:58 
JForex Master
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Joined: Wed 16 Sep, 2009, 18:23
Posts: 1048
Location: Geneva, Switzerland
You need to set Day Start time zone to UTC in Preferences/Charts. In this case there will be 6 days in every week (2 or 3 hours in Sunday, and 21 or 22 hours in Friday) as Dukascopy opens/closes the market in EET zone.
If DST is set to EET, there are 5 neat days every week.


 

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