|
Attention! Read the forum rules carefully before posting a topic.
Try to find an answer in Wiki before asking a question.
Submit programming questions in this forum only.
Off topics are strictly forbidden.
Any topics which do not satisfy these rules will be deleted.
| Discrepancy in daily pivot points calculated from data vs platform's indicator |
|
astro
|
| Post subject: Discrepancy in daily pivot points calculated from data vs platform's indicator |
Post rating: 0
|
Posted: Tue 26 Jun, 2012, 10:15
|
|
User rating: 4
Joined: Mon 19 Sep, 2011, 09:55
Posts: 29
Location: Germany,
|
|
Hello,
recently the platform's daily pivots differ from mine calculated from the platform's data, i.e.
the OHLC values for the 25.06.2012 (according to JForex platform) are as follows:
O: 1.2537
H: 1.2544
L: 1.2471
C: 1.2502
Therefore the classic daily pivots for 26.06.2012 are:
R3 1.2614
R2 1.2579
R1 1.2541
Pivot 1.2506
S1 1.2468
S2 1.2433
S3 1.2395
But the platform's daily pivot indicator says (snapshot):
R1 1.2550
Pivot 1.2510
S1 1.2463
Where do you get this numbers from?
|
|
|
|
|
 |
|
API Support
|
| Post subject: Re: Discrepancy in daily pivot points calculated from data vs platform's indicator |
Post rating: 0
|
Posted: Wed 27 Jun, 2012, 08:24
|
|
User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
|
|
|
|
|
|
|
astro
|
| Post subject: Re: Discrepancy in daily pivot points calculated from data vs platform's indicator |
Post rating: 0
|
Posted: Wed 27 Jun, 2012, 09:46
|
|
User rating: 4
Joined: Mon 19 Sep, 2011, 09:55
Posts: 29
Location: Germany,
|
|
Ok, so this means that your code is buggy.. Because the values for the 26.06.2012 have been wrong as indicated in the first post. I have checked the values with the dukascopy website pivot point calculator, and they were different from the plaform's.
|
|
|
|
|
|
|
API Support
|
| Post subject: Re: Discrepancy in daily pivot points calculated from data vs platform's indicator |
Post rating: 0
|
Posted: Wed 27 Jun, 2012, 11:11
|
|
User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
|
|
Maybe it is buggy on the Dukascopy Website?
|
|
|
|
|
|
|
astro
|
| Post subject: Re: Discrepancy in daily pivot points calculated from data vs platform's indicator |
Post rating: 0
|
Posted: Wed 27 Jun, 2012, 11:43
|
|
User rating: 4
Joined: Mon 19 Sep, 2011, 09:55
Posts: 29
Location: Germany,
|
|
No it is obvisously not. For example:
the (classic) pivot point is calculated as (high+low+close)/3, with data from the previous day. From the data provided in the first post you can already see that the platform's calculated pivot point was wrong. From there it is unlikely that the other values be correct :D
Interestingly, today it is all correct.
This fact initially caught my eye because my strategy calculates its own pivot values according to the well known formula. I saw that the values differed a lot (~10 pips), so I double-checked with different places (one of them being dukascopy website's calculator), and mine was correct while the platform's was not. Possibly the platform's indicator messes up the bar data because the formula in the indicator's code is the correct one.
Btw, another thing: can you tell me what is the highest Java version number that the platform currently supports?
Also I saw in the indicators source code that there is the "center of gravity" indicator; but I cannot find it in the platform's indicators..
|
|
|
|
|
|
|
API Support
|
| Post subject: Re: Discrepancy in daily pivot points calculated from data vs platform's indicator |
Post rating: 0
|
Posted: Wed 27 Jun, 2012, 12:10
|
|
User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
|
|
1. We will investigate the PIVOT issue in the platform.
2. The platform supports 1.6+ Java versions
3. "Center of Gravity" - COG is located in the Common group.
|
|
|
|
|
|
|
astro
|
| Post subject: Re: Discrepancy in daily pivot points calculated from data vs platform's indicator |
Post rating: 0
|
Posted: Tue 03 Jul, 2012, 09:03
|
|
User rating: 4
Joined: Mon 19 Sep, 2011, 09:55
Posts: 29
Location: Germany,
|
|
Today (Tuesday, 3.07.2012) the (daily) pivot points are wrong again in the platform.
The problem seems to occur on every Tuesday (or second day of the week) only.
According to the platform, OHLC for 2.07.2012 were (rounded):
O: 1.2654
H: 1.2667
L: 1.2568
C: 1.2579
From this data (daily) classic pivot points for the 3.07.2012 have to be:
R3 1.2741
R2 1.2704
R1 1.2642
P 1.2605
S1 1.2543
S2 1.2506
S3 1.2444
JForex platform showing (rounded):
R3 1.2760
R2 1.2720
R1 1.2649
P 1.2609
S1 1.2539
S2 1.2498
S3 1.2428
|
|
|
|
|
|
|
API Support
|
| Post subject: Re: APICLIENT-168 Discrepancy in daily pivot points calculated from data vs platform's indicator |
Post rating: 0
|
Posted: Tue 03 Jul, 2012, 17:04
|
|
User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
|
|
Daily Pivot indicator uses DAILY_SUNDAY_IN_MONDAY period data in its calculations, Sunday data may influence High and/or Low values for Monday candle. In order to test the indicator make sure the "Merge Sunday Daily Candles into Monday Daily Candles" is set as Sunday Daily Candles Filtration in platform chart preferences.
|
|
|
|
|
|
 
|
Pages: [
1
]
|
|
|
|
|
